Related papers: Crash Avoidance in a Complex System
A Lempel-Ziv complexity measure is introduced into the theory of a Minority Game (MG) in order to capture some features that volatility, one of the central quantities in this model of interacting agents, is not able to. Extracted solely…
Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…
Financial network games model payment incentives in the context of networked liabilities. In this paper, we advance the understanding of incentives in financial networks in two important directions: minimal clearing (arising, e.g., as a…
Damage scenarios for large networks are considered. The cascade scenario is described by means of powers of adjacency matrix. More difficult probabilistic variants of the large network damage are modeling by Markov chains. For reliability…
The complexity of the operating environment and required technologies for highly automated driving is unprecedented. A different type of threat to safe operation besides the fault-error-failure model by Laprie et al. arises in the form of…
Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…
In his seminal work with NK algorithms, Kauffman noted that fitness outcomes from algorithms navigating an NK landscape show a sharp decline at high complexity arising from pervasive interdependence among problem dimensions. This phenomenon…
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…
In the paper we consider the controlled continuous-time Markov chain describing the interacting particles system with the finite number of types. The system is controlled by two players with the opposite purposes. The limiting game as the…
Swarms of autonomous agents are useful in many applications due to their ability to accomplish tasks in a decentralized manner, making them more robust to failures. Due to the difficulty in running experiments with large numbers of hardware…
Many real world systems are at risk of undergoing critical transitions, leading to sudden qualitative and sometimes irreversible regime shifts. The development of early warning signals is recognized as a major challenge. Recent progress…
Security of Intelligent Transportation Systems (ITS) heavily depends on the security of the underlying components that create such a smart ecosystem. Adaptive Cruise Control (ACC) is embedded into most modern vehicles. In this report, we…
Understanding realistic complex systems requires confronting significant conceptual, theoretical and experimental limitations rooted in the persistence of views that originated in the mechanics of simple moving bodies. We define the…
Emergent effects can arise in multi-agent systems (MAS) where execution is decentralized and reliant on local information. These effects may range from minor deviations in behavior to catastrophic system failures. To formally define these…
The exact charge conservation significantly impacts multiplicity fluctuations. The result depends strongly on the part of the system charge carried by the particles of interest. Along with the expected suppression of fluctuations for large…
In everyday life, we frequently make coarse-grained judgments. When we say that Olivia and Noah excel in mathematics, we disregard the specific differences in their mathematical abilities. Similarly, when we claim that a particular…
Using a dynamic variant of the Vicsek model, we show that emergence of a crush from an orderly moving human crowd is a non-equilibrium first order phase transition. We also show that this transition can be reversed by modifying the dynamics…
Expanding the ideas of the author's paper 'Nonexpansive maps and option pricing theory' (Kibernetica 34:6 (1998), 713-724) we develop a pure game-theoretic approach to option pricing, by-passing stochastic modeling. Risk neutral…
How can minorities of individuals overturn social conventions? The theory of critical mass states that when a committed minority reaches a critical size, a cascade of behavioural changes can occur, overturning apparently stable social…
Complex systems can be described at myriad different scales, and their causal workings often have multiscale structure (e.g., a computer can be described at the microscale of its hardware circuitry, the mesoscale of its machine code, and…