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A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…

Computer Science and Game Theory · Computer Science 2012-09-18 Ashutosh Nayyar , Abhishek Gupta , Cédric Langbort , Tamer Başar

The research concerns the dynamics of complex autonomous Kauffman networks. The article defines and shows using simulation experiments half-chaotic networks, which exhibit features much more similar to typically modeled systems like a…

Adaptation and Self-Organizing Systems · Physics 2022-01-14 Andrzej Gecow

We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models studied earlier. In particular, it is ill-posed…

Probability · Mathematics 2018-05-09 Konstantin Avrachenkov , Vivek S. Borkar

For dynamic situations where the evolution of a player's state is influenced by his own action as well as other players' states and actions, we show that equilibria derived for nonatomic games (NGs) can be used by their large finite…

Economics · Quantitative Finance 2017-04-04 Jian Yang

Two-player stochastic games are games with two 2 players and a randomised entity called "nature". A natural question to ask in this framework is the existence of strategies that ensure that an event happens with probability 1 (almost-sure…

Computer Science and Game Theory · Computer Science 2018-06-27 Youssouf Oualhadj , Léo Tible , Daniele Varacca

A cellular automaton is presented whose governing rule is that the Kolmogorov complexity of a cell's neighborhood may not increase when the cell's present value is substituted for its future value. Using an approximation of this…

Information Theory · Computer Science 2017-10-05 Bar Y. Peled , Vikas K. Mishra , Avishy Y. Carmi

The Minority Game (MG) behaves as a stochastically perturbed deterministic system due to the coin-toss invoked to resolve tied strategies. Averaging over this stochasticity yields a description of the MG's deterministic dynamics via mapping…

Disordered Systems and Neural Networks · Physics 2009-11-07 P. Jefferies , M. L. Hart , N. F. Johnson

Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…

Probability · Mathematics 2024-01-02 Kavita Ramanan

A description of the environment cognition process by intelligent systems with a fixed set of system goals is suggested. Such a system is represented by the set of its goals only without any models of the system elements or the environment.…

Artificial Intelligence · Computer Science 2019-01-03 Dmitry Maximov

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

Optimization and Control · Mathematics 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu

Parrondo's paradox refers to the counter-intuitive situation where a winning strategy results from a suitable combination of losing ones. Simple stochastic games exhibiting this paradox have been introduced around the turn of the…

Statistical Mechanics · Physics 2019-08-20 J. M. Luck

By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…

Quantum Physics · Physics 2009-08-07 Adrian A. Budini Paolo Grigolini

This paper compiles several aspects of the dynamics of stochastic approximation algorithms with Markov iterate-dependent noise when the iterates are not known to be stable beforehand. We achieve the same by extending the lock-in probability…

Dynamical Systems · Mathematics 2019-02-22 Prasenjit Karmakar , Shalabh Bhatnagar

The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…

Dynamical Systems · Mathematics 2018-04-04 Fadi Antown , Davor Dragičević , Gary Froyland

The stochastic simulation algorithm commonly known as Gillespie's algorithm is now used ubiquitously in the modelling of biological processes in which stochastic effects play an important role. In well-mixed scenarios at the sub-cellular…

Quantitative Methods · Quantitative Biology 2019-07-23 Christian A Yates , Matthew J Ford , Richard L Mort

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…

Optimization and Control · Mathematics 2016-02-16 Yurii Averboukh

In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…

Probability · Mathematics 2016-11-14 Vadim Shcherbakov , Anatoly Yambartsev

We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…

Statistical Mechanics · Physics 2019-05-07 Hong Qian

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

Methodology · Statistics 2018-10-26 Walter Dempsey

This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered:…

Probability · Mathematics 2022-06-28 Guodong Pang , Andrey Sarantsev , Yuri Suhov