English
Related papers

Related papers: Adaptive Dynamics for Interacting Markovian Proces…

200 papers

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…

Statistical Mechanics · Physics 2013-05-29 Luis F. Lafuerza , Raul Toral

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Populations interact non-linearly and are influenced by environmental fluctuations. In order to have realistic mathematical models, one needs to take into account that the environmental fluctuations are inherently stochastic. Often,…

Probability · Mathematics 2025-07-29 Alexandru Hening , Siddharth Sabharwal

Evolutionary game theory is a framework to formalize the evolution of collectives ("populations") of competing agents that are playing a game and, after every round, update their strategies to maximize individual payoffs. There are two…

Adaptation and Self-Organizing Systems · Physics 2021-01-05 Sergey Denisov , Olga Vershinina , Juzar Thingna , Peter Hänggi , Mikhail Ivanchenko

In this paper we develop a theory to describe innovation processes in a network of interacting units. We introduce a stochastic picture that allows for the clarification of the role of fluctuations for the survival of innovations in such a…

Statistical Mechanics · Physics 2007-05-23 Ingrid Hartmann-Sonntag , Andrea Scharnhorst , Werner Ebeling

The psychology of the individual is continuously changing in nature, which has a significant influence on the evolutionary dynamics of populations. To study the influence of the continuously changing psychology of individuals on the…

Social and Information Networks · Computer Science 2025-02-11 Minyu Feng , Bin Pi , Liang-Jian Deng , Jürgen Kurths

The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…

Quantum Physics · Physics 2026-03-02 Győző Egri , Marton Gomori , Balazs Gyenis , Gábor Hofer-Szabó

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

Probability · Mathematics 2023-10-06 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

The behavior of interacting populations typically displays irregular temporal and spatial patterns that are difficult to reconcile with an underlying deterministic dynamics. A classical example is the heterogeneous distribution of plankton…

Populations and Evolution · Quantitative Biology 2009-11-13 M. H. Vainstein , J. M. Rubi , J. M. G. Vilar

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in real situations, the strategic environment varies as a result of past…

Computer Science and Game Theory · Computer Science 2022-07-15 Brandon C. Collins , Shouhuai Xu , Philip N. Brown

Fluctuations in biochemical networks, e.g., in a living cell, have a complex origin that precludes a description of such systems in terms of bipartite or multipartite processes, as is usually done in the framework of stochastic and/or…

Statistical Mechanics · Physics 2020-01-29 R. Chétrite , M. L. Rosinberg , T. Sagawa , G. Tarjus

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…

Optimization and Control · Mathematics 2022-05-03 Vassili Kolokoltsov

We derive Markovian master equations of single and interacting harmonic systems in different scenarios, including strong internal coupling. By comparing the dynamics resulting from the corresponding Markovian master equations with exact…

Quantum Physics · Physics 2010-11-18 Ángel Rivas , A. Douglas K. Plato , Susana F. Huelga , Martin B. Plenio

We develop predictive models of pedestrian dynamics by encoding the coupled nature of multi-pedestrian interaction using game theory, and deep learning-based visual analysis to estimate person-specific behavior parameters. Building…

Computer Vision and Pattern Recognition · Computer Science 2017-03-29 Wei-Chiu Ma , De-An Huang , Namhoon Lee , Kris M. Kitani

The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…

Dynamical Systems · Mathematics 2018-04-04 Fadi Antown , Davor Dragičević , Gary Froyland

This thesis investigates the interactions of different degrees of freedom of one joint system within the theory of stochastic thermodynamics. First, a comprehensive introduction to the subjects of stochastic processes, information theory…

Statistical Mechanics · Physics 2020-07-31 Jannik Ehrich

This work introduces a self and mutually exciting point process that embeds flexible residuals and intensity with discretely Markovian dynamics. By allowing the integration of diverse residual distributions, this model serves as an…

Statistical Finance · Quantitative Finance 2025-04-02 Kyungsub Lee

The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…

Probability · Mathematics 2009-12-15 Carl Graham , Philippe Robert