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In this paper, we propose a new class of optimization problems, which maximize the terminal wealth and accumulated consumption utility subject to a mean variance criterion controlling the final risk of the portfolio. The multiple-objective…
The donation game is a well-established framework for studying the emergence and evolution of cooperation in multi-agent systems. The cooperative behavior can be influenced by the environmental noise in partially observable settings and by…
The Prisoner's Dilemma (PD) game is used in several fields due to the emergence of cooperation among selfish players. Here, we have considered a one-dimensional lattice, where each cell represents a player, that can cooperate or defect.…
The spatial Prisoner's Dilemma is a prototype model to show the emergence of cooperation in very competitive environments. It considers players, at site of lattices, that can either cooperate or defect when playing the Prisoner's Dilemma…
We study a portfolio optimization problem for competitive agents with CRRA utilities and a common finite time horizon. The utility of an agent depends not only on her absolute wealth and consumption but also on her relative wealth and…
We present a diagrammatic method to build up sophisticated cellular automata (CAs) as models of complex physical systems. The diagrams complement the mathematical approach to CA modeling, whose details are also presented here, and allow CAs…
This paper studies the connections between mean-field games and the social welfare optimization problems. We consider a mean field game in functional spaces with a large population of agents, each of which seeks to minimize an individual…
The objective is to find a Cellular Automata rule that can form a 2D point pattern with a maximum number of points (1-cells). Points are not allowed to touch each other, they have to be separated by 0-cells, and every 0-cell can find at…
In this paper a method is proposed which uses data mining techniques based on rough sets theory to select neighborhood and determine update rule for cellular automata (CA). According to the proposed approach, neighborhood is detected by…
This paper deals with the theory and application of 2-Dimensional, nine-neighborhood, null- boundary, uniform as well as hybrid Cellular Automata (2D CA) linear rules in image processing. These rules are classified into nine groups…
We show that, in a resource allocation problem, the ex ante aggregate utility of players with cumulative-prospect-theoretic preferences can be increased over deterministic allocations by implementing lotteries. We formulate an optimization…
To identify potential universal cellular automata, a method is developed to measure information processing capacity of elementary cellular automata. We consider two features of cellular automata: Ability to store information, and ability to…
Evolving one-dimensional cellular automata (CAs) with genetic algorithms has provided insight into how improved performance on a task requiring global coordination emerges when only local interactions are possible. Two approaches that can…
We study optimal user-network association in an integrated 802.11 WLAN and 3G-UMTS hybrid cell. Assuming saturated resource allocation on the downlink of WLAN and UMTS networks and a single QoS class of mobiles arriving at an average…
Wolfram has provided a qualitative classification of cellular automata(CA) rules according to which, there exits a class of CA rules (called Class 4) which exhibit complex pattern formation and long-lived dynamical activity (long…
An evolutionary prisoner's dilemma (PD) game is studied with players located on a hierarchical structure of layered square lattices. The players can follow two strategies [D (defector) and C (cooperator)] and their income comes from PD…
Games with continuous strategy sets arise in several machine learning problems (e.g. adversarial learning). For such games, simple no-regret learning algorithms exist in several cases and ensure convergence to coarse correlated equilibria…
Cellular automata (CA) dynamics are ordered in terms of two global parameters, computable {\sl a priori} from the description of rules. While one of them (activity) has been used before, the second one is new; it estimates the average…
A universal map is derived for all deterministic 1D cellular automata (CA) containing no freely adjustable parameters. The map can be extended to an arbitrary number of dimensions and topologies and its invariances allow to classify all CA…
Cellular automata have long been celebrated for their ability to generate complex behaviors from simple, local rules, with well-known discrete models like Conway's Game of Life proven capable of universal computation. Recent advancements…