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We give a microscopic representation of the stock-market in which the microscopic agents are the individual traders and their capital. Their basic dynamics consists in the auto-catalysis of the individual capital and in the global…

Disordered Systems and Neural Networks · Physics 2008-12-02 Sorin Solomon

Rank 1 inhomogeneous random graphs are a natural generalization of Erd\H{o}s R\'enyi random graphs. In this generalization each node is given a weight. Then the probability that an edge is present depends on the product of the weights of…

Probability · Mathematics 2021-07-28 Othmane Safsafi

We study the optimal decisions and equilibria of agents who aim to minimize their risks by allocating their positions over extremely heavy-tailed (i.e., infinite-mean) and possibly dependent losses. The loss distributions of our focus are…

Risk Management · Quantitative Finance 2025-07-01 Yuyu Chen , Paul Embrechts , Ruodu Wang

Graph-based environments pose unique challenges to multi-agent reinforcement learning. In decentralized approaches, agents operate within a given graph and make decisions based on partial or outdated observations. The size of the observed…

Multiagent Systems · Computer Science 2024-06-05 Jannis Weil , Zhenghua Bao , Osama Abboud , Tobias Meuser

We investigate the unbiased model for money exchanges with collective debt limit: agents give at random time a dollar to one another as long as they have at least one dollar or they can borrow a dollar from a central bank if the bank is not…

Probability · Mathematics 2022-08-24 Fei Cao , Sébastien Motsch

We consider fair allocation of indivisible items under an additional constraint: there is an undirected graph describing the relationship between the items, and each agent's share must form a connected subgraph of this graph. This framework…

Computer Science and Game Theory · Computer Science 2017-06-07 Sylvain Bouveret , Katarína Cechlárová , Edith Elkind , Ayumi Igarashi , Dominik Peters

We study probabilistic protocols for concurrent threshold-based load balancing in networks. There are n resources or machines represented by nodes in an undirected graph and m >> n users that try to find an acceptable resource by moving…

Data Structures and Algorithms · Computer Science 2013-06-07 Martin Hoefer , Thomas Sauerwald

Many phenomena in real world social networks are interpreted as spread of influence between activated and non-activated network elements. These phenomena are formulated by combinatorial graphs, where vertices represent the elements and…

Discrete Mathematics · Computer Science 2024-03-01 Siavash Askari , Manouchehr Zaker

Conditional graph entropy is known to be the minimal rate for a natural functional compression problem with side information at the receiver. In this paper we show that it can be formulated as an alternating minimization problem, which…

Information Theory · Computer Science 2023-09-12 Viktor Harangi , Xueyan Niu , Bo Bai

In this work, we investigate a biased dollar exchange model with collective debt limit, in which agents picked at random (with a rate depending on the amount of dollars they have) give at random time a dollar to another agent being picked…

Probability · Mathematics 2023-11-15 Fei Cao , Stephanie Reed

We study the evolution of a random graph under the constraint that the diameter remain constant as the graph grows. We show that if the graph maintains the form of its link distribution it must be scale-free with exponent between 2 and 3.…

Statistical Mechanics · Physics 2007-05-23 Amit Puniyani , Rajan Lukose

This work considers the distributed computation of the one-to-one vertex correspondences between two undirected and connected graphs, which is called \textit{graph matching}, over multi-agent networks. Given two \textit{isomorphic} and…

Optimization and Control · Mathematics 2020-02-21 Quoc Van Tran , Zhiyong Sun , Brian D. O. Anderson , Hyo-Sung Ahn

A statistical-mechanical study of the effect of constraint relaxation on the minimum vertex cover problem in Erd\H{o}s-R\'enyi random graphs is presented. Using a penalty-method formulation for constraint relaxation, typical properties of…

Statistical Mechanics · Physics 2024-04-09 Aki Dote , Koji Hukushima

In this paper, we give an analytic solution for graphs with n nodes and E edges for which the probability of obtaining a given graph G is specified in terms of the degree sequence of G. We describe how this model naturally appears in the…

Probability · Mathematics 2008-10-20 M. Draief , A. Ganesh , L. Massoulie

We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…

Probability · Mathematics 2023-01-31 Alessandra Bianchi , Francesca Collet , Elena Magnanini

Trades based on bilateral (indivisible) contracts can be represented by a network. Vertices correspond to agents while arcs represent the non-price elements of a bilateral contract. Given prices for each arc, agents choose the incident arcs…

Theoretical Economics · Economics 2020-08-25 Can Kizilkale , Rakesh Vohra

Consider a barter exchange problem over a finite set of agents, where each agent owns an item and is also associated with a (privately known) wish list of items belonging to the other agents. An outcome of the problem is a (re)allocation of…

Computer Science and Game Theory · Computer Science 2024-10-10 Yuval Emek , Matan-El Shpiro

This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary problem where the switching decisions are randomized to the…

Optimization and Control · Mathematics 2026-05-29 Zongxia Liang , Shu Wang , Xiang Yu

In barter exchanges agents enter seeking to swap their items for other items on their wishlist. We consider a centralized barter exchange with a set of agents and items where each item has a positive value. The goal is to compute a…

Data Structures and Algorithms · Computer Science 2024-06-21 Juan Luque , Sharmila Duppala , John Dickerson , Aravind Srinivasan

The conservative wealth-exchange process derived from trade interactions is modeled as a multiplicative stochastic transference of value, where each interaction multiplies the wealth of the poorest of the two intervening agents by a random…

General Finance · Quantitative Finance 2015-05-30 Cristian F. Moukarzel
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