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The high-order complexity of human behaviour is likely the root cause of extreme difficulty in financial market projections. We consider that behavioural simulation can unveil systemic dynamics to support analysis. Simulating diverse human…

Trading and Market Microstructure · Quantitative Finance 2025-06-03 Cheng Wang , Chuwen Wang , Shirong Zeng , Jianguo Liu , Changjun Jiang

Risk management resulting from the actions and states of the different elements making up a operating room is a major concern during a surgical procedure. Agent-based simulation shows an interest through its interaction concepts,…

Artificial Intelligence · Computer Science 2020-07-23 Bruno Perez , Julien Henriet , Christophe Lang , Laurent Philippe

This article proposes a fundamental methodological shift in the modelling of policy interventions for sustainability transitions in order to account for complexity (e.g. self-reinforcing mechanism arising from multi-agent interactions) and…

Physics and Society · Physics 2016-03-23 J. -F. Mercure , H. Pollitt , A. M. Bassi , J. E Viñuales , N. R. Edwards

In an unfamiliar setting, a model-based reinforcement learning agent can be limited by the accuracy of its world model. In this work, we present a novel, training-free approach to improving the performance of such agents separately from…

Machine Learning · Computer Science 2024-02-26 Martin Benfeghoul , Umais Zahid , Qinghai Guo , Zafeirios Fountas

Economic choices are often stochastic: the same person may make a different choice when facing the same alternatives repeatedly. Standard models assume that the degree of randomness reflects the size of utility differences, but choice…

Theoretical Economics · Economics 2026-05-05 Shuhua Si

Autonomous agents can adopt socially-aware behaviors to reduce social costs, mimicking the way animals interact in nature and humans in society. We present a new approach to model socially-aware decision-making that includes two key…

Multiagent Systems · Computer Science 2024-01-29 Shenghui Chen , Yigit E. Bayiz , David Fridovich-Keil , Ufuk Topcu

We construct and analyze active learning algorithms for the problem of binary classification with abstention. We consider three abstention settings: \emph{fixed-cost} and two variants of \emph{bounded-rate} abstention, and for each of them…

Machine Learning · Computer Science 2019-06-04 Shubhanshu Shekhar , Mohammad Ghavamzadeh , Tara Javidi

A benevolent advisor observes a project's complexity and posts a pass - fail threshold before the agent chooses effort. The project succeeds only if ability and effort together clear complexity. We compare two informational regimes. In the…

Theoretical Economics · Economics 2025-09-08 Georgy Lukyanov , Mark Izgarshev

Two-party one-way quantum communication has been extensively studied in the recent literature. We target the size of minimal information that is necessary for a feasible party to finish a given combinatorial task, such as distinction of…

Quantum Physics · Physics 2007-05-23 Harumichi Nishimura , Tomoyuki Yamakami

We study strategic classification in binary decision-making settings where agents can modify their features in order to improve their classification outcomes. Importantly, our work considers the causal structure across different features,…

Computer Science and Game Theory · Computer Science 2025-02-11 Valia Efthymiou , Chara Podimata , Diptangshu Sen , Juba Ziani

Multi-agent active search requires autonomous agents to choose sensing actions that efficiently locate targets. In a realistic setting, agents also must consider the costs that their decisions incur. Previously proposed active search…

Machine Learning · Computer Science 2022-10-06 Arundhati Banerjee , Ramina Ghods , Jeff Schneider

This paper studies a risk-sensitive decision-making problem under uncertainty. It considers a decision-making process that unfolds over a fixed number of stages, in which a decision-maker chooses among multiple alternatives, some of which…

Optimization and Control · Mathematics 2026-01-07 Chung-Han Hsieh , Yi-Shan Wong

The idea is advanced that self-organization in complex systems can be treated as decision making (as it is performed by humans) and, vice versa, decision making is nothing but a kind of self-organization in the decision maker nervous…

Adaptation and Self-Organizing Systems · Physics 2014-08-08 V. I. Yukalov , D. Sornette

Computational agents support humans in many areas of life and are therefore found in heterogeneous contexts. This means they operate in rapidly changing environments and can be confronted with huge state and action spaces. In order to…

Artificial Intelligence · Computer Science 2023-08-31 Nicole Merkle , Ralf Mikut

Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related…

Soft Condensed Matter · Physics 2008-12-18 S. Drozdz , J. Kwapien , J. Speth , M. Wojcik

Research into active networking has provided the incentive to re-visit what has traditionally been classified as distinct properties and characteristics of information transfer such as protocol versus service; at a more fundamental level…

Computational Complexity · Computer Science 2016-11-17 Stephen F. Bush

We provide sufficient conditions for semi-nonparametric point identification of a mixture model of decision making under risk, when agents make choices in multiple lines of insurance coverage (contexts) by purchasing a bundle. As a first…

Econometrics · Economics 2023-07-19 Levon Barseghyan , Francesca Molinari

As the consequences of opinion polarization effect our everyday life in more and more aspect, the understanding of its origins and driving forces becomes increasingly important. Here we develop an agent-based network model with realistic…

Physics and Society · Physics 2024-09-26 Zoltan Kovács , Anna Zafeiris , Gergely Palla

A complex system is made up of many components with many interactions. So the design of systems such as simulation systems, cooperative systems or assistance systems includes a very accurate modelling of interactional and communicational…

Multiagent Systems · Computer Science 2012-01-19 Alain-Jérôme Fougères

The inputs and preferences of human users are important considerations in situations where these users interact with autonomous cyber or cyber-physical systems. In these scenarios, one is often interested in aligning behaviors of the system…

Machine Learning · Computer Science 2021-04-02 Bhaskar Ramasubramanian , Luyao Niu , Andrew Clark , Radha Poovendran