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Motivated by models of epidemic control in large populations, we consider a Stackelberg mean field game model between a principal and a mean field of agents evolving on a finite state space. The agents play a non-cooperative game in which…

Optimization and Control · Mathematics 2021-05-26 Alexander Aurell , Rene Carmona , Gokce Dayanikli , Mathieu Lauriere

We introduce a simple model of opinion dynamics in which binary-state agents evolve due to the influence of agents in a local neighborhood. In a single update step, a fixed-size group is defined and all agents in the group adopt the state…

Statistical Mechanics · Physics 2009-11-10 M. Mobilia , S. Redner

In the original two-choice minority game (MG), selfish players cooperate with each other even though direct communication is not allowed. Moreover, there is a periodic dynamics in the MG whenever the strategy space size is much smaller than…

Statistical Mechanics · Physics 2007-05-23 F. K. Chow , H. F. Chau

In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

Optimization and Control · Mathematics 2022-02-21 Saeed Sadeghi Arjmand , Guilherme Mazanti

The general picture of game theoretic modeling dealt with here is characterized by a set of big players, also referred to as principals or major agents, acting on the background of large pools of small players, the impact of the behavior of…

Optimization and Control · Mathematics 2019-11-12 Vassili N. Kolokoltsov , Oleg A. Malafeyev

The intensely studied measurement-induced entanglement phase transition has become a hallmark of non-unitary quantum many-body dynamics. Usually, such a transition only shows up at the level of each individual quantum trajectory, and is…

Statistical Mechanics · Physics 2023-07-26 Vikram Ravindranath , Yiqiu Han , Zhi-Cheng Yang , Xiao Chen

Perfect synchronicity in $N$-player games is a useful theoretical dream, but communication delays are inevitable and may result in asynchronous interactions. Some systems such as financial markets are asynchronous by design, and yet most…

Physics and Society · Physics 2015-05-13 Giancarlo Mosetti , Damien Challet , Sorin Solomon

We study an asymmetric version of the threshold model with anticonformity under asynchronous update mode that mimics continuous time. We study this model on a complete graph using three different approaches: mean-field approximation, Monte…

Physics and Society · Physics 2022-06-15 Bartłomiej Nowak , Michel Grabisch , Katarzyna Sznajd-Weron

We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…

Optimization and Control · Mathematics 2024-04-24 Gokce Dayanikli , Mathieu Lauriere

Adaptive populations such as those in financial markets and distributed control can be modeled by the Minority Game. We consider how their dynamics depends on the agents' initial preferences of strategies, when the agents use linear or…

Statistical Finance · Quantitative Finance 2009-11-13 H. M. Yang , Y. S. Ting , K. Y. Michael Wong

We consider a model that demonstrates the crucial role of inertia and stickiness in multi-agent systems, based on the Minority Game (MG). The inertia of an agent is introduced into the game model by allowing agents to apply hypothesis…

Physics and Society · Physics 2009-11-11 W. C. Man , H. F. Chau

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…

Physics and Society · Physics 2020-07-15 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

Based on the adiabatic theory for the evolutionary minority game (EMG) that we proposed earlier[1], we perform a detail analysis of the EMG limited to three groups of agents. We derive a formula for the critical point of the transition from…

Statistical Mechanics · Physics 2009-11-10 Kan Chen , Bing-Hong Wang , Baosheng Yuan

The influence of a fixed number of agents with the same fixed behavior on the dynamics of the minority game is studied. Alternatively, the system studied can be considered the minority game with a change in the comfort threshold away from…

Statistical Mechanics · Physics 2009-11-10 M. A. R. de Cara , F. Guinea

We investigate a one-dimensional three-species dynamical model whose dynamics naturally generate the semi-directed percolation cluster in time and show a non-equilibrium absorbing state phase transition from an active to inactive state. The…

Statistical Mechanics · Physics 2026-03-18 C K Jasna , V Sasidevan

We study nonequilibrium dynamical models with two absorbing states: interacting monomer-dimer models, probabilistic cellular automata models, nonequilibrium kinetic Ising models. These models exhibit a continuous phase transition from an…

Statistical Mechanics · Physics 2009-10-30 WonMuk Hwang , Sungchul Kwon , Heungwon Park , Hyunggyu Park

We study analytically and by computer simulations a complex system of adaptive agents with finite memory. Borrowing the framework of the Minority Game and using the replica formalism we show the existence of an equilibrium phase transition…

Statistical Mechanics · Physics 2009-11-07 M. Marsili , R. Mulet , F. Ricci-Tersenghi , R. Zecchina

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Computer Science and Game Theory · Computer Science 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

We consider a dual model of decision making, in which an individual forms its opinion based on contrasting mechanisms of imitation and rational calculation. The decision making model (DMM) implements imitating behavior by means of a network…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 Malgorzata Turalska , Bruce J. West

Mean field games (MFGs) are a promising framework for modeling the behavior of large-population systems. However, solving MFGs can be challenging due to the coupling of forward population evolution and backward agent dynamics. Typically,…

Machine Learning · Computer Science 2024-07-17 Chenyu Zhang , Xu Chen , Xuan Di
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