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The well-posedness of a multi-population dynamical system with an entropy regularization and its convergence to a suitable mean-field approximation are proved, under a general set of assumptions. Under further assumptions on the evolution…

Analysis of PDEs · Mathematics 2022-10-04 Stefano Almi , Claudio D'Eramo , Marco Morandotti , Francesco Solombrino

This paper focuses on the problem of distributed consensus control of multi-agent systems while considering two main practical concerns (i) stochastic noise in the agent dynamics and (ii) predefined performance constraints over evolutions…

Systems and Control · Electrical Eng. & Systems 2022-03-09 Pushpak Jagtap , Dimos V. Dimarogonas

The mean-field analysis of a multi-population agent-based model is performed. The model couples a particle dynamics driven by a nonlocal velocity with a Markow-type jump process on the probability that each agent has of belonging to a given…

Analysis of PDEs · Mathematics 2019-07-12 Marco Morandotti , Francesco Solombrino

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

Computer Science and Game Theory · Computer Science 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier

A multi-agent model for individuals endowed with strategies and subject to diffusive effects is proposed. The microscopic state of each agent is described by a spatial position and a probability measure, interpreted as a mixed strategy,…

Analysis of PDEs · Mathematics 2026-03-24 Alessandro Baldi , Marco Morandotti

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional location based economic activity. This model…

Computer Science and Game Theory · Computer Science 2016-02-23 Pu Yang , Krishnamurthy Iyer , Peter Frazier

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

Recent research has provided a wealth of evidence highlighting the pivotal role of high-order interdependencies in supporting the information-processing capabilities of distributed complex systems. These findings may suggest that high-order…

Adaptation and Self-Organizing Systems · Physics 2023-05-24 Patricio Orio , Pedro A. M. Mediano , Fernando E. Rosas

In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mechanics in the limit order book. The…

Trading and Market Microstructure · Quantitative Finance 2015-05-18 Marco Bartolozzi

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…

Probability · Mathematics 2026-03-19 Marvin Lücke , Jobst Heitzig , Péter Koltai , Nora Molkenthin , Stefanie Winkelmann

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

A group behavior of a heterogeneous multi-agent system is studied which obeys an "average of individual vector fields" under strong couplings among the agents. Under stability of the averaged dynamics (not asking stability of individual…

Systems and Control · Electrical Eng. & Systems 2021-09-21 Jin Gyu Lee , Hyungbo Shim

Reaching agreement despite noise in communication is a fundamental problem in multi-agent systems. Here we study this problem under an idealized model, where it is assumed that agents can sense the general tendency in the system. More…

Computer Science and Game Theory · Computer Science 2023-01-09 Amos Korman , Robin Vacus

Social movements, neurons in the brain or even industrial suppliers are best described by agents evolving on networks with basic interaction rules. In these real systems, the connectivity between agents corresponds to the a critical state…

Physics and Society · Physics 2007-05-23 Philippe Curty

We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…

Optimization and Control · Mathematics 2017-12-01 Marcel Nutz

We introduce an agent-based model for co-evolving opinion and social dynamics, under the influence of multiplicative noise. In this model, every agent is characterized by a position in a social space and a continuous opinion state variable.…

Dynamical Systems · Mathematics 2022-10-05 Natasa Djurdjevac Conrad , Jonas Köppl , Ana Djurdjevac

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…

Statistical Finance · Quantitative Finance 2011-10-13 Tomáš Tokár , Denis Horváth , Michal Hnatich

Populations of globally coupled identical maps subject to additive, independent noise are studied in the regimes of strong coupling. Contrary to each noisy population element, the mean field dynamics undergoes qualitative changes when the…

Statistical Mechanics · Physics 2007-05-23 Silvia De Monte , Francesco d'Ovidio , Erik Mosekilde

The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic…

Statistical Mechanics · Physics 2009-11-10 B. Spagnolo , D. Valenti , A. Fiasconaro

In this paper, we propose a Boltzmann-type kinetic description of mass-varying interacting multi-agent systems. Our agents are characterised by a microscopic state, which changes due to their mutual interactions, and by a label, which…

Statistical Mechanics · Physics 2021-10-20 Nadia Loy , Andrea Tosin
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