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相关论文: Financial replicator dynamics: emergence of system…

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We consider a financial network represented at any time instance by a random liability graph which evolves over time. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the…

风险管理 · 定量金融 2022-12-23 Indrajit Saha , Veeraruna Kavitha

The problem of multi-agent learning and adaptation has attracted a great deal of attention in recent years. It has been suggested that the dynamics of multi agent learning can be studied using replicator equations from population biology.…

机器学习 · 计算机科学 2011-09-26 Aram Galstyan

We consider a large random network, in which the performance of a node depends upon that of its neighbours and some external random influence factors. This results in random vector valued fixed-point (FP) equations in large dimensional…

概率论 · 数学 2022-12-14 Indrajit Saha , Veeraruna Kavitha

Modern ecology has re-emphasized the need for a quantitative understanding of the original 'survival of the fittest theme' based on analyzis of the intricate trade-offs between competing evolutionary strategies that characterize the…

种群与进化 · 定量生物学 2015-06-16 Jacopo Grilli , Samir Suweis , Amos Maritan

We propose a simple model of network co-evolution in a game-dynamical system of interacting agents that play repeated games with their neighbors, and adapt their behaviors and network links based on the outcome of those games. The…

计算机科学与博弈论 · 计算机科学 2011-07-28 Aram Galstyan , Ardeshir Kianercy , Armen Allahverdyan

We introduce a microscopic model of interacting financial agents, where each agent is characterized by two portfolios; money invested in bonds and money invested in stocks. Furthermore, each agent is faced with an optimization problem in…

投资组合管理 · 定量金融 2019-02-21 Torsten Trimborn

Starting with a group of reinforcement-learning agents we derive coupled replicator equations that describe the dynamics of collective learning in multiagent systems. We show that, although agents model their environment in a…

适应与自组织系统 · 物理学 2009-11-07 Yuzuru Sato , James P. Crutchfield

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

计算金融 · 定量金融 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

What does it mean to fully understand the behavior of a network of adaptive agents? The golden standard typically is the behavior of learning dynamics in potential games, where many evolutionary dynamics, e.g., replicator, are known to…

计算机科学与博弈论 · 计算机科学 2016-10-04 Ioannis Panageas , Georgios Piliouras

We analyze the problem of distributed power allocation for orthogonal multiple access channels by considering a continuous non-cooperative game whose strategy space represents the users' distribution of transmission power over the network's…

计算机科学与博弈论 · 计算机科学 2015-03-19 Panayotis Mertikopoulos , Elena V. Belmega , Aris L. Moustakas , Samson Lasaulce

Agent-based models help explain stock price dynamics as emergent phenomena driven by interacting investors. In this modeling tradition, investor behavior has typically been captured by two distinct mechanisms -- learning and heterogeneous…

计算机与社会 · 计算机科学 2025-11-12 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

In this paper we present a new modelling framework combining replicator dynamics (which is the standard model of frequency dependent selection) with the model of an age-structured population. The new framework allows for the modelling of…

种群与进化 · 定量生物学 2021-04-01 Krzysztof Argasinski , Mark Broom

Evolutionary game theory combines game theory and dynamical systems and is customarily adopted to describe evolutionary dynamics in multi-agent systems. In particular, it has been proven to be a successful tool to describe multi-agent…

计算机科学与博弈论 · 计算机科学 2013-04-05 Nicola Gatti , Fabio Panozzo , Marcello Restelli

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…

概率论 · 数学 2023-11-15 Fei Cao , Stephanie Reed

In this paper, we deal with the equilibrium selection problem, which amounts to steering a population of individuals engaged in strategic game-theoretic interactions to a desired collective behavior. In the literature, this problem has been…

系统与控制 · 电气工程与系统科学 2025-11-11 Lorenzo Zino , Mengbin Ye , Giuseppe Carlo Calafiore , Alessandro Rizzo

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

计算机科学与博弈论 · 计算机科学 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

We propose a game-theoretic dynamics of a population of replicating individuals. It consists of two parts: the standard replicator one and a migration between two different habitats. We consider symmetric two-player games with two…

种群与进化 · 定量生物学 2007-05-23 Jacek Miekisz , Tadeusz Platkowski

The study of evolutionary games with pairwise local interactions has been of interest to many different disciplines. Also local interactions with multiple opponents had been considered, although always for a fixed amount of players. In many…

物理与社会 · 物理学 2022-04-06 Natalia L. Kontorovsky , Juan Pablo Pinasco , Federico Vazquez

We explore the behaviour emerging from learning agents repeatedly interacting strategically for a wide range of learning dynamics, including $Q$-learning, projected gradient, replicator and log-barrier dynamics. Going beyond the better…

计算机科学与博弈论 · 计算机科学 2026-03-04 Galit Askenazi-Golan , Domenico Mergoni Cecchelli , Edward Plumb , Clemens Possnig

We integrate dual-process theories of human cognition with evolutionary game theory to study the evolution of automatic and controlled decision-making processes. We introduce a model where agents who make decisions using either automatic or…

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