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Consider a model of $N$ independent, increasing $\mathbb{N}_0$-valued processes, with random, independent waiting times between jumps. It is known that there is either an emergent `leader', in which a single process possesses the maximal…

Probability · Mathematics 2025-10-09 Johannes Bäumler , Tejas Iyer

We study the design of optimal incentives in sequential processes. To do so, we consider a basic and fundamental model in which an agent initiates a value-creating sequential process through costly investment with random success. If…

Theoretical Economics · Economics 2023-11-22 Jens Gudmundsson , Jens Leth Hougaard , Juan D. Moreno-Ternero , Lars Peter Østerdal

We study incentive design when multiple principals simultaneously design mechanisms for their respective teams in environments with strategic spillovers. In this environment, each principal's set of incentive-compatible mechanisms--those…

Theoretical Economics · Economics 2026-05-11 Brian Roberson

We consider the fair division of indivisible items among $n$ agents with additive non-negative normalized valuations, with the goal of obtaining high value guarantees, that is, close to the proportional share for each agent. We prove that…

Computer Science and Game Theory · Computer Science 2026-02-13 Sushmita Gupta , Pallavi Jain , Sanjay Seetharaman , Meirav Zehavi

The model of a non-Bayesian agent who faces a repeated game with incomplete information against Nature is an appropriate tool for modeling general agent-environment interactions. In such a model the environment state (controlled by Nature)…

Artificial Intelligence · Computer Science 2014-11-17 D. Monderer , M. Tennenholtz

We study a neuro-inspired model that mimics a discussion (or information dissemination) process in a network of agents. During their interaction, agents redistribute activity and network weights, resulting in emergence of leader(s). The…

Physics and Society · Physics 2017-10-26 Armen E. Allahverdyan , Aram Galstyan

We investigate the power of randomness in the context of a fundamental Bayesian optimal mechanism design problem--a single seller aims to maximize expected revenue by allocating multiple kinds of resources to "unit-demand" agents with…

Computer Science and Game Theory · Computer Science 2010-02-24 Shuchi Chawla , David Malec , Balasubramanian Sivan

In this work an opinion formation model with heterogeneous agents is proposed. Each agent is supposed to have different power of persuasion, and besides its own level of zealotry, that is, an individual willingness to being convinced by…

Analysis of PDEs · Mathematics 2018-03-28 Mayte Pérez-Llanos , Juan Pablo Pinasco , Nicolas Saintier , Analía Silva

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

General Finance · Quantitative Finance 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

We study the problem of fairly allocating a set of $m$ goods among $n$ agents in the asymptotic setting, where each item's value for each agent is drawn from an underlying joint distribution. Prior works have shown that if this distribution…

Computer Science and Game Theory · Computer Science 2025-12-12 Jugal Garg , Vishnu V. Narayan , Yuang Eric Shen

We present a simple agent-based model to study the development of a bubble and the consequential crash and investigate how their proximate triggering factor might relate to their fundamental mechanism, and vice versa. Our agents invest…

Trading and Market Microstructure · Quantitative Finance 2010-11-12 Georges Harras , Didier Sornette

Leadership in social groups is often a dynamic characteristic that emerges from interactions and opinion exchange. Empirical evidence suggests that individuals with strong opinions tend to gain influence, at the same time maintaining…

Physics and Society · Physics 2026-03-26 Martina Alutto , Lorenzo Zino , Karl H. Johansson , Angela Fontan

Starting from recent experimental observations of starlings and jackdaws, we propose a minimal agent-based mathematical model for bird flocks based on a system of second-order delayed stochastic differential equations with discontinuous…

Adaptation and Self-Organizing Systems · Physics 2021-10-08 Emiliano Cristiani , Marta Menci , Marco Papi , Léonard Brafman

Suppose that there are n bins, and balls arrive in a Poisson process at rate \lambda n, where \lambda >0 is a constant. Upon arrival, each ball chooses a fixed number d of random bins, and is placed into one with least load. Balls have…

Probability · Mathematics 2007-05-23 Malwina J. Luczak , Colin McDiarmid

We investigate opinion dynamics in a fully-connected system, consisting of $n$ identical and anonymous agents, where one of the opinions (which is called correct) represents a piece of information to disseminate. In more detail, one source…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-02-20 Luca Becchetti , Andrea Clementi , Amos Korman , Francesco Pasquale , Luca Trevisan , Robin Vacus

Motivated by a general principle governing regulation mechanisms in biological cells, we investigate a general interaction scheme between different populations of particles and specific particles, referred to as agents. Assuming that each…

Probability · Mathematics 2023-10-10 Vincent Fromion , Philippe Robert , Jana Zaherddine

We introduce a toy model of the "rat race" in which individuals try to better themselves relative to the rest of the population. An individual is characterized by a real-valued fitness and each advances at a constant rate by an amount that…

Physics and Society · Physics 2007-05-23 D. ben-Avraham , Satya N. Majumdar , S. Redner

We study a recently proposed model in which an odd number of agents are competing to be in the minority. The agents have one strategy in hand which is to follow the most recent history. Each agent is also assigned a value p, which is the…

Condensed Matter · Physics 2009-10-31 P. M. Hui , T. S. Lo , N. F. Johnson

In this paper we further extend the optimal bubble riding model proposed by Tangpi and Wang by allowing for price-dependent entry times. Agents are characterized by their individual entry threshold that represents their belief in the…

Mathematical Finance · Quantitative Finance 2025-11-04 Ludovic Tangpi , Shichun Wang

Models of economic decision makers often include idealized assumptions, such as rationality, perfect foresight, and access to all relevant pieces of information. These assumptions often assure the models' internal validity, but, at the same…

General Economics · Economics 2021-07-09 Patrick Reinwald , Stephan Leitner , Friederike Wall
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