Related papers: Crash Avoidance in a Complex System
The emergence of complex structures in the systems governed by a simple set of rules is among the most fascinating aspects of Nature. The particularly powerful and versatile model suitable for investigating this phenomenon is provided by…
Complex social systems are composed of interconnected individuals whose interactions result in group behaviors. Optimal control of a real-world complex system has many applications, including road traffic management, epidemic prevention,…
In multiple domains such as malware detection, automated driving systems, or fraud detection, classification algorithms are susceptible to being attacked by malicious agents willing to perturb the value of instance covariates to pursue…
Complex ecosystems generally consist of a large number of different species utilizing a large number of different resources. Several of their features cannot be captured by models comprising just a few species and resources. Recently,…
We tackle safe trajectory planning under Gaussian mixture model (GMM) uncertainty. Specifically, we use a GMM to model the multimodal behaviors of obstacles' uncertain states. Then, we develop a mixed-integer conic approximation to the…
A characteristic feature of complex systems in general is a tight coupling between their constituent parts. In complex socio-economic systems this kind of behavior leads to self-organization, which may be both desirable (e.g. social…
An interbank market lets participants pool the risk arising from the combination of illiquid investments and random withdrawals by depositors. But it also creates the potential for one bank's failure to trigger off avalanches of further…
In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…
A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…
One of the major problems in adaptive filtering is the problem of system identification. It has been studied extensively due to its immense practical importance in a variety of fields. The underlying goal is to identify the impulse response…
In this paper we extend the framework of evolutionary inspection game put forward recently by the author and coworkers to a large class of conflict interactions dealing with the pressure executed by the major player (or principal) on the…
In a regular mean field game (MFG), the agents are assumed to be insignificant, they do not realize their effect on the population level and this may result in a phenomenon coined as the Tragedy of the Commons by the economists. However, in…
We study a dynamic stopping game between a principal and an agent. The agent is privately informed about his type. The principal learns about the agent's type from a noisy performance measure, which can be manipulated by the agent via a…
In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…
We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and…
In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their limited sets of strategies. Different components and/or aspects…
This review is a partial synthesis of the book ``Why stock market crash'' (Princeton University Press, January 2003), which presents a general theory of financial crashes and of stock market instabilities that his co-workers and the author…
We put forward a new model of congestion games where agents have uncertainty over the routes used by other agents. We take a non-probabilistic approach, assuming that each agent knows that the number of agents using an edge is within a…
Investigation of the critical levels and catastrophes in the complex systems of different nature is useful and perspective. Mathematical modeling and analysis is presented for revealing and investigation of the phenomena and critical levels…
Catastrophic transitions, where a system shifts abruptly between alternate steady states, are a generic feature of many nonlinear systems. Recently these regime shift were suggested as the mechanism underlies many ecological catastrophes,…