Related papers: Clustered Volatility in Multiagent Dynamics
Human dynamics is known to be inhomogeneous and bursty but the detailed understanding of the role of human factors in bursty dynamics is still lacking. In order to investigate their role we devise an agent-based model, where an agent in an…
We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…
We study cluster assignment in homogeneous diffusive multi-agent networks. Given the number of clusters and agents within each cluster, we design the network graph ensuring the system will converge to the prescribed cluster configuration.…
We introduce a stochastic agent-based model for the flocking dynamics of self-propelled particles that exhibit velocity-alignment interactions with neighbours within their field of view. The stochasticity in the dynamics of the model arises…
Active-passive multiagent systems consist of agents subject to inputs (active agents) and agents with no inputs (passive agents), where active and passive agent roles are considered to be interchangeable in order to capture a wide array of…
The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved [in such dynamics] have been harder to grasp than…
We consider the problem of decentralized clustering and estimation over multi-task networks, where agents infer and track different models of interest. The agents do not know beforehand which model is generating their own data. They also do…
Many clustering schemes have been proposed for ad hoc networks. A systematic classification of these clustering schemes enables one to better understand and make improvements. In mobile ad hoc networks, the movement of the network nodes may…
Gas-solid multiphase flows are prone to develop an instability known as clustering. Two-fluid models, which treat the particulate phase as a continuum, are known to reproduce the qualitative features of this instability, producing…
Large variations in stock prices happen with sufficient frequency to raise doubts about existing models, which all fail to account for non-Gaussian statistics. We construct simple models of a stock market, and argue that the large…
We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. The games can be used to model economic markets, ecosystems or distributed control. Diversity of initial…
Clusters of infected individuals are defined on data from health laboratories, but this quantity has not been defined and characterized by epidemy models on statistical physics. For a system of mobile agents we simulate a model of infection…
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…
"Noise-induced volatility" refers to a phenomenon of increased level of fluctuations in the collective dynamics of bistable units in the presence of a rapidly varying external signal, and intermediate noise levels. The archetypical…
This paper addresses the distributed consensus problem for a linear multi-agent system with switching directed communication topologies. By appropriately introducing a linear transformation, the consensus problem is equivalently converted…
In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…
We model a system of networking agents that seek to optimize their centrality in the network while keeping their cost, the number of connections they are participating in, low. Unlike other game-theory based models for network evolution,…
Many automated systems need the capability of automatic change detection without the given detection threshold. This paper presents an automated change detection algorithm in streaming multivariate data. Two overlapping windows are used to…
In the highly complex and stochastic global, supply chain environments, local enterprise agents seek distributed and dynamic strategies for agile responses to disruptions. Existing literature explores both centralized and distributed…
The global energy fluctuations of a low density gas granular gas in the homogeneous cooling state near its clustering instability are studied by means of molecular dynamics simulations. The relative dispersion of the fluctuations is shown…