Related papers: Active-Absorbing Phase Transitions in the Parallel…
We introduce Mean-Field Game (MFG) epidemiological models, in which immunity either wanes with time in a fully observable way or disappears instantaneously with no direct observation (making a previously recovered individual fully…
Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…
In this paper we show that the continuum time version of the Minority Game satisfies the criteria for the application of a theorem on the existence of an invariant measure. We consider the special case of a game with "sufficiently"…
Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schools, we consider a mean field games (MFG)-like scenario where a large number of agents…
Independent sample generation is the prevailing paradigm in modern diffusion-based generative models of AI. We ask a different question: can samples \emph{coordinate} through shared population statistics to transport probability mass more…
The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model…
Multi-agent complex systems comprising populations of decision-making particles, have wide application across the biological, informational and social sciences. We uncover a formal analogy between these systems' time-averaged dynamics and…
This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents, plays a central role. Building on classical growth theories…
This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now} variables which represent the capacity of the network. The…
Criticality has been proposed as a key principle underlying complex behavior in biological and artificial systems; however, how criticality translates from individual dynamics to collective behavior remains unclear. We study this question…
We study the equilibrium distribution of relative strategy scores of agents in the asymmetric phase ($\alpha\equiv P/N\gtrsim 1$) of the basic Minority Game using sign-payoff, with $N$ agents holding two strategies over $P$ histories. We…
Independence and anticonformity are two types of social behaviors known in social psychology literature and the most studied parameters in the opinion dynamics model. These parameters are responsible for continuous (second-order) and…
Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…
This paper proposes a new lens for studying threshold games played on networks when the thresholds are heterogeneous. These are games where agents have two possible actions, and prefer action 1 if and only if enough of their neighbours…
In this paper, we use mean field games (MFGs) to investigate approximations of $N$-player games with uniformly symmetrically continuous heterogeneous closed-loop actions. To incorporate agents' risk aversion (beyond the classical expected…
We study a family of mean field games arising in modeling the behavior of strategic economic agents which move across space maximizing their utility from consumption and have the possibility to accumulate resources for production (such as…
We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In constrast with previous MG, the best strategies are not always targeting the minority but are shifting…
We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…
Dynamical phase transitions (DPTs) characterize critical changes in system behavior occurring at finite times, providing a lens to study nonequilibrium phenomena beyond conventional equilibrium physics. While extensively studied in quantum…
In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…