Related papers: An Investigation of Crash Avoidance in a Complex S…

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,…

Beneficial to advanced computing devices, models with massive parameters are increasingly employed to extract more information to enhance the precision in describing and predicting the patterns of objective systems. This phenomenon is…

In this paper, we introduce a reversible version of a genetically modified mode jumping Markov chain Monte Carlo algorithm (GMJMCMC) for inference on posterior model probabilities in complex model spaces, where the number of explanatory…

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…

Interactions between pedestrians, bikers, and human-driven vehicles have been a major concern in traffic safety over the years. The upcoming age of autonomous vehicles will further raise major problems on whether self-driving cars can…

The dynamics of a single microscopic or mesoscopic non quantum system interacting with a macroscopic environment is generally stochastic. In the same way, the reduced density operator of a single quantum system interacting with a…

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…

The emergence of complex life on Earth is often attributed to the arms race that ensued from a huge number of organisms all competing for finite resources. We present an artificial intelligence research environment, inspired by the human…

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…

This paper describes a basic model of a gift economy in the shape of a Giving Game and reveals the fundamental structure of such a game. Main result is that the game shows a community effect in that a small subgroup of players eventually…

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…

We show how to combine Bayes nets and game theory to predict the behavior of hybrid systems involving both humans and automated components. We call this novel framework "Semi Network-Form Games," and illustrate it by predicting aircraft…

Traffic safety science has long been hindered by a fundamental data paradox: the crashes we most wish to prevent are precisely those events we rarely observe. Existing crash-frequency models and surrogate safety metrics rely heavily on…

Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…

This note explains why a large class of fair, or reversible "money games", i.e., stochastic models of wealth redistribution among agents, lead to steady states described by canonical and microcanonical distributions. The games considered…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

We study the processes in which fluctuating elements of a system are progressively fixed (quenched) while keeping the interaction with the remaining unfixed elements. If the interaction is global among the Ising spin elements and if the…

We present detailed numerical results for a modified form of the so-called Minority Game, which provides a simplified model of a competitive market. Each agent has a limited set of strategies, and competes to be in a minority. An…

The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random directed network, where the vertices represent financial institutions and the weighted edges…

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…