相关论文: Explicit solutions to a vector time series model a…

In real-world systems, phase transitions often materialize abruptly, making it difficult to design appropriate controls that help uncover underlying processes. Some agent-based computational models display transformations similar to phase…

The problem of inverting a system in presence of a series-defined output is analyzed. Inverse models are derived that consist of a set of algebraic equations. The inversion is performed explicitly for an output trajectory functional, which…

The BDI model proved to be effective for developing applications requiring high-levels of autonomy and to deal with the complexity and unpredictability of real-world scenarios. The model, however, has significant limitations in reacting and…

This paper develops a new model of business cycles. The model is economical in that it is solved with an aggregate demand-aggregate supply diagram, and the effects of shocks and policies are obtained by comparative statics. The model builds…

The modeling of time series is becoming increasingly critical in a wide variety of applications. Overall, data evolves by following different patterns, which are generally caused by different user behaviors. Given a time series, we define…

This paper presents a general theory that aims at explaining timescales observed empirically in technology transitions and predicting those of future transitions. This framework is used further to derive a theory for exploring the dynamics…

Von Neuman's work on universal machines and the hardware development have allowed the simulation of dynamical systems through a large set of interacting agents. This is a bottom-up approach which tries to derive global properties of a…

We propose a simple model that describes the dynamics of efficiencies of competing agents. Agents communicate leading to increase of efficiencies of underachievers, and an efficiency of each agent can increase or decrease irrespectively of…

In this paper, we describe the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…

Are world models a necessary ingredient for flexible, goal-directed behaviour, or is model-free learning sufficient? We provide a formal answer to this question, showing that any agent capable of generalizing to multi-step goal-directed…

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with…

In this work we develop implicit Active Flux schemes for the scalar advection equation. At every cell interface we approximate the solution by a polynomial in time. This allows to evolve the point values using characteristics and to update…

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…

In the purpose of making the consensus algorithm robust to outliers, consensus on the median value has recently attracted some attention. It has its applicability in for instance constructing a resilient distributed state estimator.…

A general nonlinear logistic equation has been proposed to model long-time saturation in industrial growth. An integral solution of this equation has been derived for any arbitrary degree of nonlinearity. A time scale for the onset of…

In this paper an emergence of leader-following model based on graph theory on the arbitrary time scales is investigated. It means that the step size is not necessarily constant but it is a function of time. We propose and prove conditions…

The aim of this paper is to study the derivation of appropriate meso- and macroscopic models for interactions as appearing in social processes. There are two main characteristics the models take into account, namely a network structure of…

Present bias, the tendency to overvalue immediate rewards while undervaluing future ones, is a well-known barrier to achieving long-term goals. As artificial intelligence and behavioral economics increasingly focus on this phenomenon, the…

It is shown that the structure of general equilibrium incomplete market models is intrinsically self-consistent and time-interlaced, with mean field interactions that are only implicit and also endogenous. Novel mathematical tools that can…

Evolutionary game theory is a successful mathematical framework geared towards understanding the selective pressures that affect the evolution of the strategies of agents engaged in interactions with potential conflicts. While a…