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Dynamical systems can be prone to severe fluctuations due to the presence of chaotic dynamics. This paper explains for a toy chaotic economic model how such a system can be regulated by the application of relatively weak control to keep the…

Dynamical Systems · Mathematics 2018-01-31 Suddhasattwa Das , James Yorke

A simple model for cooperation between "selfish" agents, which play an extended version of the Prisoner's Dilemma(PD) game, in which they use arbitrary payoffs, is presented and studied. A continuous variable, representing the probability…

Condensed Matter · Physics 2009-11-10 H. Fort

In this paper, we examine in an abstract framework, how a tradeoff between efficiency and robustness arises in different dynamic oligopolistic market architectures. We consider a market in which there is a monopolistic resource provider and…

Systems and Control · Computer Science 2013-10-02 Qingqing Huang , Mardavij Roozbehani , Munther A Dahleh

We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…

Probability · Mathematics 2010-10-22 Panayotis Mertikopoulos , Aris L. Moustakas

Much of modern society is founded on orchestrating institutions that produce social goods by fostering motivated teams, pitting them against each other, and distributing the fruits of the arms races that ensue. However, even when the…

Physics and Society · Physics 2020-09-23 Adam Sawyer , Seth Frey

Large language models (LLMs) have been extensively used as the backbones for general-purpose agents, and some economics literature suggest that LLMs are capable of playing various types of economics games. Following these works, to overcome…

Computer Science and Game Theory · Computer Science 2024-01-04 Shangmin Guo , Haoran Bu , Haochuan Wang , Yi Ren , Dianbo Sui , Yuming Shang , Siting Lu

Social, biological and economic networks grow and decline with occasional fragmentation and re-formation, often explained in terms of external perturbations. We show that these phenomena can be a direct consequence of simple imitation and…

Populations and Evolution · Quantitative Biology 2011-09-28 Matteo Cavaliere , Sean Sedwards , Corina E. Tarnita , Martin A. Nowak , Attila Csikász-Nagy

Congestion games model a wide variety of real-world resource congestion problems, such as selfish network routing, traffic route guidance in congested areas, taxi fleet optimization and crowd movement in busy areas. However, existing…

Computer Science and Game Theory · Computer Science 2012-10-19 Asrar Ahmed , Pradeep Varakantham , Shih-Fen Cheng

Interaction strategies for reward in competitive environments are significantly influenced by the nature and extent of available information. In financial markets, particularly foreign exchange (forex), traders operate independently with…

Computational Engineering, Finance, and Science · Computer Science 2024-12-03 Patrick Naivasha , George Musumba , Patrick Gikunda , John Wandeto

To demonstrate the usefulness of physical approaches for the study of realistic economic systems, we investigate the inequality of players' wealth in one of the most extensively studied econophysical models, namely, the minority game (MG).…

Statistical Mechanics · Physics 2009-11-10 K. H. Ho , F. K. Chow , H. F. Chau

This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…

General Finance · Quantitative Finance 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We have used agent-based modeling as our numerical method to artificially simulate a dynamic real economy where agents are rational maximizers of an objective function of Cobb-Douglas type. The economy is characterised by heterogeneous…

Theoretical Economics · Economics 2024-01-17 Subhamon Supantha , Naresh Kumar Sharma

A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate…

General Finance · Quantitative Finance 2016-09-08 Philip Maymin

Players allocate their budget to links, a local public good and a private good. A player links to free ride on others' public good provision. We derive sufficient conditions for the existence of a Nash equilibrium. In equilibrium, large…

Theoretical Economics · Economics 2023-01-16 Markus Kinateder , Luca Paolo Merlino

We construct a model of an exchange economy in which agents trade assets contingent on an observable signal, the probability of which depends on public opinion. The agents in our model are replaced occasionally and each person updates…

Theoretical Economics · Economics 2022-04-28 Jean-Philippe Bouchaud , Roger Farmer

Many models of market dynamics make use of the idea of wealth exchanges among economic agents. A simple analogy compares the wealth in a society with the energy in a physical system, and the trade between agents to the energy exchange…

Physics and Society · Physics 2010-07-14 J. R. Iglesias

Motivated by the fact that the same social dilemma can be perceived differently by different players, we here study evolutionary multigames in structured populations. While the core game is the weak prisoner's dilemma, a fraction of the…

Physics and Society · Physics 2014-10-10 Zhen Wang , Attila Szolnoki , Matjaz Perc

Adaptive populations such as those in financial markets and distributed control can be modeled by the Minority Game. We consider how their dynamics depends on the agents' initial preferences of strategies, when the agents use linear or…

Statistical Finance · Quantitative Finance 2009-11-13 H. M. Yang , Y. S. Ting , K. Y. Michael Wong

This paper presents a computational evolutionary game model to study and understand fraud dynamics in the consumption tax system. Players are cooperators if they correctly declare their value added tax (VAT), and are defectors otherwise.…

Neural and Evolutionary Computing · Computer Science 2021-01-13 M. Chica , J. Hernandez , C. Manrique-de-Lara-Peñate , R. Chiong

We consider a class of games that are generalizations of the minority game, in that the demand and supply of the resource are specified independently. This allows us to study systems in which agents compete for a resource under different…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Robert Savit , Sven A. Brueckner , H. Van Dyke Parunak , John Sauter
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