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We propose a Markov jump process with the three-state herding interaction. We see our approach as an agent-based model for the financial markets. Under certain assumptions this agent-based model can be related to the stochastic description…

交易与市场微观结构 · 定量金融 2013-02-05 Aleksejus Kononovicius , Vygintas Gontis

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…

We study the multi-scale description of large-time collective behavior of agents driven by alignment. The resulting multi-flock dynamics arises naturally with realistic initial configurations consisting of multiple spatial scaling, which in…

偏微分方程分析 · 数学 2020-03-11 Roman Shvydkoy , Eitan Tadmor

A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…

适应与自组织系统 · 物理学 2009-10-31 Alan McKane , David Alonso , Ricard V. Sole

Synchronized movement of (both unicellular and multicellular) systems can be observed almost everywhere. Understanding of how organisms are regulated to synchronized behavior is one of the challenging issues in the field of collective…

适应与自组织系统 · 物理学 2021-06-25 Udoy S. Basak , Sulimon Sattari , Md. Motaleb Hossain , Kazuki Horikawa , Tamiki Komatsuzaki

The synthesis of control laws for interacting agent-based dynamics and their mean-field limit is studied. A linearization-based approach is used for the computation of sub-optimal feedback laws obtained from the solution of differential…

最优化与控制 · 数学 2021-01-13 G. Albi , M. Herty , D. Kalise , C. Segala

In this paper, we derive the mean-field limit of a collective dynamics model with time-varying weights, for weight dynamics that preserve the total mass of the system as well as indistinguishability of the agents. The limit equation is a…

偏微分方程分析 · 数学 2021-03-12 Nastassia Pouradier Duteil

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

计算机科学与博弈论 · 计算机科学 2023-10-20 Jayakumar Subramanian , Akshat Kumar , Aditya Mahajan

We study the large-population limit of interacting particle systems evolving on adaptive dynamical networks, motivated in particular by models of opinion dynamics. In such systems, agents interact through weighted graphs whose structure…

偏微分方程分析 · 数学 2026-01-13 Nathalie Ayi

In this paper we derive and analyse mean-field models for the dynamics of groups of individuals undergoing a random walk. The random motion of individuals is only influenced by the perceived densities of the different groups present as well…

We provide an overview of Monte Carlo algorithms based on Markovian stochastic dynamics of interacting and reacting many-particle systems not in thermal equilibrium. These agent-based simulations are an effective way of introducing students…

统计力学 · 物理学 2025-07-24 Mohamed Swailem , Ulrich Dobramysl , Ruslan Mukhamadiarov , Uwe C. Täuber

We analyze the dynamics of agent--based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of macroscopic observables that are…

适应与自组织系统 · 物理学 2012-07-11 Sven Banisch , Ricardo Lima , Tanya Araújo

We introduce multi-population opinion dynamics models linked to the bounded confidence model, aiming to explore how interactions between individuals contribute to the emergence of consensus, polarization, or fragmentation. Existing models…

The dynamics of minority games with agents trading on different time scales is studied via dynamical mean-field theory. We analyze the case where the agents' decision-making process is deterministic and its stochastic generalization with…

无序系统与神经网络 · 物理学 2009-11-10 Andrea De Martino

We review a body of recent work by the author and collaborators on controlling the spatial organisation of large agent populations across multiple scales. A central theme is the systematic bridging of microscopic agent-level dynamics and…

系统与控制 · 电气工程与系统科学 2026-03-17 Mario di Bernardo

The leader-following consensus problem of multi-agent systems over finite fields ${\mathbb F}_p$ is considered in this paper. Dynamics of each agent is governed by a linear equation over ${\mathbb F}_p$, where a distributed control protocol…

最优化与控制 · 数学 2018-02-27 Xiangru Xu , Yiguang Hong

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

计算机科学与博弈论 · 计算机科学 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier

A cellular automaton model is presented for random walkers with biologically motivated interactions favoring local alignment and leading to collective motion or swarming behavior. The degree of alignment is controlled by a sensitivity…

生物物理 · 物理学 2009-10-30 H. J. Bussemaker , A. Deutsch , E. Geigant

Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of…

无序系统与神经网络 · 物理学 2025-01-28 Fernando L. Metz

We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agents are assumed to be continuous. The agents are only weakly…

最优化与控制 · 数学 2025-04-01 Erhan Bayraktar , Nicole Bauerle , Ali Devran Kara