Related papers: Dynamics of a spherical minority game
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…
Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…
We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations of the…
We introduce a class of robust control problems formulated in min-max form, in which the principal agent is viewed as a central planner facing Nature. The agent's cost is a nonlinear function of all its possible realizations, encompassing…
This paper studies the correlations of the average winnings of agents and the volatilities of systems based on mix-game model which is an extension of minority game (MG). In mix-game, there are two groups of agents; group1 plays the…
In the present paper we analyze the critical properties of a quantum spherical spin glass model with short range, random interactions. Since the model allows for rigorous detailed calculations, we can show how the effective partition…
We study discrete preference games in heterogeneous social networks. These games model the interplay between a player's private belief and his/her publicly stated opinion (which could be different from the player's belief) as a strategic…
The voting process is formalized as a multistage voting model with successive alternative elimination. A finite number of agents vote for one of the alternatives each round subject to their preferences. If the number of votes given to the…
We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be…
In this paper, we study a game called ``Mafia,'' in which different players have different types of information, communication and functionality. The players communicate and function in a way that resembles some real-life situations. We…
The Minority Game is a simple yet highly non-trivial agent-based model for a complex adaptive system. Despite its importance, a quantitative explanation of the game's fluctuations which applies over the entire parameter range of interest…
This paper builds on the work of Degond, Herty and Liu by considering N-player stochastic differential games. The control corresponding to a Nash equilibrium of such a game is approximated through model predictive control (MPC) techniques.…
We investigate the properties of the Gibbs states and thermodynamic observables of the spherical model in a random field. We show that on the low-temperature critical line the magnetization of the model is not a self-averaging observable,…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…
When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…
We propose a new class of games, called Multi-Games (MG), in which a given number of players play a fixed number of basic games simultaneously. In each round of the MG, each player will have a specific set of weights, one for each basic…
The generalization of the problem of adaptive competition, known as the minority game, to the case of $K$ possible choices for each player is addressed, and applied to a system of interacting perceptrons with input and output units of the…
We find closed-form solutions to the stochastic game between a broker and a mean-field of informed traders. In the finite player game, the informed traders observe a common signal and a private signal. The broker, on the other hand,…
We introduce a simple extension of the minority game in which the market rewards contrarian (resp. trend-following) strategies when it is far from (resp. close to) efficiency. The model displays a smooth crossover from a regime where…