Related papers: Dynamical Solution of the On-Line Minority Game
This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relaxation of the covariance steering task. The main ingredient…
We discuss a modification of the Evolutionary Minority Game (EMG) in which agents are placed in the nodes of a regular or a random graph. A neighborhood for each agent can thus be defined and a modification of the usual relaxation dynamics…
In this paper an optimal control problem for a large system of interacting agents is considered using a kinetic perspective. As a prototype model we analyze a microscopic model of opinion formation under constraints. For this problem a…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
A coupled kinetic-fluid model is investigated, which describes the dynamic behavior of an ensemble of Cucker-Smale flocking particles interacting with a viscous fluid in a three-dimensional bounded domain. This system consists of a kinetic…
The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…
We study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…
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…
We show that for a certain class of dynamics at the nodes the response of a network of any topology to arbitrary inputs is defined in a simple way by its response to a monotone input. The nodes may have either a discrete or continuous set…
In this paper, I model and study the process of natural selection between all possible mixed strategies in classical two-player two-strategy games. I derive and solve an equation that is a natural generalization of the Taylor-Jonker…
In this paper we prove global existence of weak solutions, their regularization, and relaxation for large data for a broad class of Fokker-Planck-Alignment models which appear in collective dynamics. The main feature of these results, as…
In this article, we study the nonlinear Fokker-Planck (FP) equation that arises as a mean-field (macroscopic) approximation of bounded confidence opinion dynamics, where opinions are influenced by environmental noises and opinions of…
We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in [7]. We then use the powerful entropic regularization…
A recent theory shows that a multi-player decentralized partially observable Markov decision process can be transformed into an equivalent single-player game, enabling the application of \citeauthor{bellman}'s principle of optimality to…
In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…
TheMinority Game (MG) has become a paradigm to probe complex social and economical phenomena where adaptive agents compete for a limited resource, and it finds applications in statistical and nonlinear physics as well. In the traditional MG…
We study the mean field games equations, consisting of the coupled Kolmogorov-Fokker-Planck and Hamilton-Jacobi-Bellman equations. The equations are complemented by initial and terminal conditions. It is shown that with some specific choice…
We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. Diversity among the agents reduces their maladpative behavior. We find interesting scaling relations with…
We present a stochastic version of the Cucker-Smale flocking dynamics based on a markovian $N$-particle system of pair interactions with unbounded and, in general, non-Lipschitz continuous interaction potential. We establish the infinite…