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Is transparency always beneficial in complex systems such as traffic networks and stock markets? How is transparency defined in multi-agent systems, and what is its optimal degree at which social welfare is highest? We take an agent-based…

Multiagent Systems · Computer Science 2024-01-12 Kshama Dwarakanath , Svitlana Vyetrenko , Toks Oyebode , Tucker Balch

We consider a simple decision model in which a set of agents randomly choose one of two competing shops selling the same perishable products (typically food). The satisfaction of agents with respect to a given store is related to the…

Physics and Society · Physics 2011-06-21 Gaultier Lambert , Guillaume Chevereau , Eric Bertin

Large language models (LLMs) are increasingly used as behavioral proxies for self-interested travelers in agent-based traffic models. Although more flexible and generalizable than conventional models, the practical use of these approaches…

Computer Science and Game Theory · Computer Science 2025-11-11 Hanlin Sun , Jiayang Li

Large language models (LLMs) have demonstrated impressive capabilities as autonomous agents with rapidly expanding applications in various domains. As these agents increasingly engage in socioeconomic interactions, identifying their…

Computer Science and Game Theory · Computer Science 2025-07-03 Kushal Agrawal , Verona Teo , Juan J. Vazquez , Sudarsh Kunnavakkam , Vishak Srikanth , Andy Liu

We use the Minority Game as a testing frame for the problem of the emergence of diversity in socio-economic systems. For the MG with heterogeneous impacts, we show that the direct generalization of the usual agents' profit does not fit some…

Trading and Market Microstructure · Quantitative Finance 2014-01-20 Miroslav Pištěk , Frantisek Slanina

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

General Finance · Quantitative Finance 2018-03-14 Carlo Brugna , Giuseppe Toscani

We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Els Heinsalu , Guido Germano

We focus on how individual behavior that complies with social norms interferes with performance-based incentive mechanisms in organizations with multiple distributed decision-making agents. We model social norms to emerge from interactions…

General Economics · Economics 2021-02-25 Ravshanbek Khodzhimatov , Stephan Leitner , Friederike Wall

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the influence of knowledge in the evolution of wealth in a system of agents which interact through the binary trades introduced in Cordier, Pareschi,…

General Finance · Quantitative Finance 2015-06-18 Lorenzo Pareschi , Giuseppe Toscani

We introduce a framework to study the effective objectives at different time scales of financial market microstructure. The financial market can be regarded as a complex adaptive system, where purposeful agents collectively and…

Trading and Market Microstructure · Quantitative Finance 2017-12-05 Dieter Hendricks , Adam Cobb , Richard Everett , Jonathan Downing , Stephen J. Roberts

The emergence of cooperation in the groups of interacting agents is one of the most fascinating phenomena observed in many complex systems studied in social science and ecology, even in the situations where one would expect the agent to use…

Physics and Society · Physics 2026-05-12 Jarosław Adam Miszczak

Customer-service LLM agents increasingly make policy-bound decisions (refunds, rebooking, billing disputes), but the same ``helpful'' interaction style can be exploited: a small fraction of users can induce unauthorized concessions,…

Cryptography and Security · Computer Science 2026-01-01 Jingyu Zhang

Present bias, the tendency to overvalue immediate rewards while undervaluing future ones, is a well-known barrier to achieving long-term goals. As artificial intelligence and behavioral economics increasingly focus on this phenomenon, the…

Computer Science and Game Theory · Computer Science 2024-09-18 Yasunori Akagi , Hideaki Kim , Takeshi Kurashima

Correlations and other collective phenomena in a schematic model of heterogeneous binary agents (individual spin-glass samples) are considered on the complete graph and also on 2d and 3d regular lattices. The system's stochastic dynamics is…

Disordered Systems and Neural Networks · Physics 2014-02-25 Imre Kondor , István Csabai , Gábor Papp , Enys Mones , Gábor Czimbalmos , Máté Csaba Sándor

We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of asymmetrically informed agents, we study its mean-field…

Probability · Mathematics 2026-05-06 Alekos Cecchin , Markus Fischer , Claudio Fontana , Giacomo Lanaro

In this paper, we introduce a large system of interacting financial agents in which each agent is faced with the decision of how to allocate his capital between a risky stock or a risk-less bond. The investment decision of investors,…

Portfolio Management · Quantitative Finance 2019-02-21 Torsten Trimborn , Lorenzo Pareschi , Martin Frank

Segregation is a growing concern around the world. One of its main manifestations is the creation of ghettos, whose inhabitants have difficult access to well-paid jobs, which are often located far from their homes. In order to study this…

Physics and Society · Physics 2025-12-23 D. Ortega , E. Korutcheva

A generic property of biological, social and economical networks is their ability to evolve in time, creating and suppressing interactions. We approach this issue within the framework of an adaptive network of agents playing a Prisoner's…

Adaptation and Self-Organizing Systems · Physics 2014-10-20 Martin G. Zimmermann , Victor M. Eguiluz , Maxi San Miguel

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

We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…

Mathematical Physics · Physics 2023-02-23 Marzia Bisi , Nadia Loy