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We study systems of interacting reinforced stochastic processes, where agents' decisions evolve under reinforcement, network-mediated interactions, and environmental influences. In competitive environments with irreducible networks, we…

Probability · Mathematics 2025-09-18 Michele Aleandri , Paolo Dai Pra , Ida Germana Minelli

In this paper, we analyze the behavior of a multi-agent system driven by the interactions of agents within a competitive environment. To achieve this, we describe the transition probabilities that underlie the system's stochastic nature. We…

Multiagent Systems · Computer Science 2024-12-23 Mohammad Daneshvar , Mandana Delavari

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

Econometrics · Economics 2024-02-21 Amandeep Singh , Ye Liu , Hema Yoganarasimhan

The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase…

General Finance · Quantitative Finance 2014-12-30 Stanislao Gualdi , Marco Tarzia , Francesco Zamponi , Jean-Philippe Bouchaud

This tutorial article puts forth a framework to analyze the noncooperative strategic interactions among the members of a large population of bounded rationality agents. Our approach hinges on, unifies and generalizes existing methods and…

Optimization and Control · Mathematics 2020-07-15 Shinkyu Park , Nuno C. Martins , Jeff S. Shamma

We study a general class of dynamic multi-agent decision problems with asymmetric information and non-strategic agents, which includes dynamic teams as a special case. When agents are non-strategic, an agent's strategy is known to the other…

Multiagent Systems · Computer Science 2018-12-05 Hamidreza Tavafoghi , Yi Ouyang , Demosthenis Teneketzis

Automated decision-making tools increasingly assess individuals to determine if they qualify for high-stakes opportunities. A recent line of research investigates how strategic agents may respond to such scoring tools to receive favorable…

Machine Learning · Computer Science 2021-10-28 Keegan Harris , Hoda Heidari , Zhiwei Steven Wu

We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling…

Statistical Finance · Quantitative Finance 2019-01-01 V. Gontis , A. Kononovicius

In the study of the evolution of cooperation, resource limitations are usually assumed just to provide a finite population size. Recently, however, agent-based models have pointed out that resource limitation may modify the original…

Biological Physics · Physics 2012-10-26 Rubén J. Requejo , Juan Camacho

We propose an equilibrium interaction model of occupational segregation and labor market inequality between two social groups, generated exclusively through the documented tendency to refer informal job seekers of identical "social color".…

Theoretical Economics · Economics 2022-12-27 I. Sebastian Buhai , Marco J. van der Leij

Recent trends in Agent Computational Economics research, envelop a government agent in the model of the economy, whose decisions are based on learning algorithms. In this paper we try to evaluate the performance of simulated annealing in…

Optimization and Control · Mathematics 2009-06-26 Mattheos K. Protopapas , Elias B. Kosmatopoulos

We show that an economic system populated by multiple agents generates an equilibrium distribution in the form of multiple scaling laws of conditional PDFs, which are sufficient for characterizing the probability distribution. The existence…

General Finance · Quantitative Finance 2010-03-12 Hideaki Aoyama , Yoshi Fujiwara , Mauro Gallegati

We analyze the dynamics of agent--based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of macroscopic observables that are…

Adaptation and Self-Organizing Systems · Physics 2012-07-11 Sven Banisch , Ricardo Lima , Tanya Araújo

We review existing approaches to mathematical modeling and analysis of multi-agent systems in which complex collective behavior arises out of local interactions between many simple agents. Though the behavior of an individual agent can be…

Robotics · Computer Science 2007-05-23 Kristina Lerman , Aram Galstyan , Tad Hogg

We review the agent-based models (ABM) on social physics including econophysics. The ABM consists of agent, system space, and external environment. The agent is autonomous and decides his/her behavior by interacting with the neighbors or…

Physics and Society · Physics 2018-06-13 Le Anh Quang , Nam Jung , Eun Sung Cho , Jae Hwan Choi , Jae Woo Lee

We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs). Our main goal is to provide fully automated, model-independent and tool-supported techniques and algorithms…

General Economics · Economics 2023-11-09 Andrea Vandin , Daniele Giachini , Francesco Lamperti , Francesca Chiaromonte

The Schelling model of segregation looks to explain the way in which a population of agents or particles of two types may come to organise itself into large homogeneous clusters, and can be seen as a variant of the Ising model in which the…

Discrete Mathematics · Computer Science 2015-08-13 George Barmpalias , Richard Elwes , Andy Lewis-Pye

We discuss a novel microscopic model for collective decision-making interacting multi-agent systems. In particular we are interested in modeling a well known phenomena in the experimental literature called equality bias, where agents tend…

Physics and Society · Physics 2017-04-18 Pierluigi Vellucci , Mattia Zanella

In this work we introduce an approach for modeling and analyzing collective behavior of a group of agents using moments. We represent the group of agents via their distribution and derive a method to estimate the dynamics of the moments. We…

Optimization and Control · Mathematics 2020-04-30 Silun Zhang , Axel Ringh , Xiaoming Hu , Johan Karlsson

The problem `human and work' in a model working group is investigated by means of cellular automata technique. Attitude of members of a group towards work is measured by an indicator of loyalty to the group (the number of agents who carry…

Cellular Automata and Lattice Gases · Physics 2017-10-24 Krzysztof Malarz , Agnieszka Kowalska-Styczeń , Krzysztof Kułakowski
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