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We investigate the connection between the entropy of equilibrium measures and game-theoretic equilibrium feedback operators in a multi-channel dynamical system. Specifically, we show that the existence of an equilibrium measure, which…

Dynamical Systems · Mathematics 2014-01-30 Getachew K. Befekadu , Panos J. Antsaklis

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

A broad class of systems, including ecological, epidemiological, and sociological ones, are characterized by populations of individuals assigned to specific categories, e.g., a chemical species, an opinion or an epidemic state, that are…

Statistical Mechanics · Physics 2025-07-17 Giorgio Vittorio Visco , Johannes Nauta , Tomas Scagliarini , Oriol Artime , Manlio De Domenico

A general framework of evolutionary dynamics under heterogeneous populations is presented. The framework allows continuously many types of heterogeneous agents, heterogeneity both in payoff functions and in revision protocols and the entire…

Computer Science and Game Theory · Computer Science 2023-10-13 Dai Zusai

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li

Markov Population Model is a commonly used framework to describe stochastic systems. Their exact analysis is unfeasible in most cases because of the state space explosion. Approximations are usually sought, often with the goal of reducing…

Systems and Control · Computer Science 2014-05-19 Luca Bortolussi , Rytis Paškauskas

Validity of the mean-field approach to open system dynamics in the optical cavity system is examined. It is rigorously shown that the mean-field approach is justified in the thermodynamic limit. The result is applicable to nonequilibrium…

Statistical Mechanics · Physics 2013-06-21 Takashi Mori

It has long been hypothesized that operating close to the critical state is beneficial for natural and artificial systems. We test this hypothesis by evolving foraging agents controlled by neural networks that can change the system's…

Neural and Evolutionary Computing · Computer Science 2022-06-16 Jan Prosi , Sina Khajehabdollahi , Emmanouil Giannakakis , Georg Martius , Anna Levina

Important gaps remain in our understanding of the thermodynamics and statistical physics of self-gravitating systems. Using mean field theory, here we investigate the equilibrium properties of several spherically symmetric model systems…

Statistical Mechanics · Physics 2009-10-31 Peter J. Klinko , Bruce N. Miller

The existence of the {\em typical set} is key for data compression strategies and for the emergence of robust statistical observables in macroscopic physical systems. Standard approaches derive its existence from a restricted set of…

Statistical Mechanics · Physics 2022-02-10 Rudolf Hanel , Bernat Corominas-Murtra

In this paper, we address the problem of modeling the traffic flow of a heritage city whose streets are represented by a network. We consider a mean field approach where the standard forward backward system of equations is also intertwined…

Optimization and Control · Mathematics 2019-09-09 Fabio Bagagiolo , Rosario Maggistro , Raffaele Pesenti

Measures of wealth and production have been found to scale superlinearly with the population of a city. Therefore, it makes economic sense for humans to congregate together in dense settlements. A recent model of population dynamics showed…

Physics and Society · Physics 2016-12-28 James PL Tan

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

Optimization and Control · Mathematics 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

Analysis of PDEs · Mathematics 2023-02-01 Fabio Camilli , Claudio Marchi

We introduce a family of glassy models having a parameter, playing the role of an interaction range, that may be varied continuously to go from a system of particles in d dimensions to a mean-field version of it. The mean-field limit is…

Statistical Mechanics · Physics 2015-05-27 Romain Mari , Jorge Kurchan

We study the stochastic relaxation dynamics of the Ising p-spin model on a random graph, a well-known model with glassy dynamics at low temperatures. We introduce and discuss a new closure scheme for the master equation governing the…

Statistical Mechanics · Physics 2024-05-27 David Machado , Roberto Mulet , Federico Ricci-Tersenghi

A dynamic mean field theory is developed for finite state and action Bayesian reinforcement learning in the large state space limit. In an analogy with statistical physics, the Bellman equation is studied as a disordered dynamical system;…

Machine Learning · Statistics 2023-07-13 George Stamatescu

A generic feature of systems with long-range interactions is the presence of {\it quasi-stationary} states with non-Gaussian single particle velocity distributions. For the case of the Hamiltonian Mean Field (HMF) model, we demonstrate that…

We investigate the role of entropic concepts for the relaxation dynamics in granular systems. In these systems the existence of a geometrical frustration induces a drastic modification of the allowed phase space, which in its turn induces a…

Statistical Mechanics · Physics 2009-10-31 E. Caglioti , V. Loreto

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

Optimization and Control · Mathematics 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam
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