相关论文: Clustered Volatility in Multiagent Dynamics

Stochastic multi-agent systems are a central modeling framework for autonomous controllers, communication protocols, and cyber-physical infrastructures. In many such systems, however, transition probabilities are only estimated from data…

The study of societies of adaptive agents seeking minority status is an active area of research. Recently, it has been demonstrated that such systems display an intriguing phase-transition: agents tend to {\it self-segregate} or to {\it…

When can complex ecological interactions drive an entire ecosystem into a persistent non-equilibrium state, where species abundances keep fluctuating without going to extinction? We show that high-diversity spatially-extended systems, in…

We consider control strategies for large-scale interacting agent systems under uncertainty. The particular focus is on the design of robust controls that allow to bound the variance of the controlled system over time. To this end we…

We study social behaviour of agents on capital markets when these are perturbed by small perturbations. We use the mean field method. Social behaviour of agents on capital markets is described: volatility of the market, aversion constant…

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual…

A network of coupled time-varying systems, where individual nodes are interconnected through links, is a modeling framework widely used by many disciplines. For identical nodes displaying a complex behavior known as chaos, clusters of nodes…

A two-player game-theoretic problem on resilient graphs in a multiagent consensus setting is formulated. An attacker is capable to disable some of the edges of the network with the objective to divide the agents into clusters by emitting…

This paper studies the consensus problem for multiagent systems with transmission constraints. A novel model of multiagent systems is proposed where the information transmissions between agents are disturbed by irregular distortions or…

Modeling event patterns is a central task in a wide range of disciplines. In applications such as studying human activity patterns, events often arrive clustered with sporadic and long periods of inactivity. Such heterogeneity in event…

Highly-diverse ecosystems exhibit a broad distribution of population sizes and species turnover, where species at high and low abundances are exchanged over time. We show that these two features generically emerge in the fluctuating phase…

A society of agents, with ideological positions, or "opinions" measured by real values ranging from $-\infty$ (the "far left") to $+\infty$ (the "far right"), is considered. At fixed (unit) time intervals agents repeatedly reconsider and…

The Minority Game framework was recently generalized to account for the possibility that agents adapt not only through strategy selection but also by diversifying their response according to the kind of dynamical regime, or the risk, they…

In a Newtonian system with localized interactions the whole set of particles is naturally decomposed into dynamical clusters, defined as finite groups of particles having an influence on each other's trajectory during a given interval of…

Coordination and cooperation between humans and autonomous agents in cooperative games raises interesting questions of human decision making and behaviour changes. Here we report our findings from a group formation game in a small-world…

In the Cont-Bouchaud model [cond-mat/9712318] of stock markets, percolation clusters act as buying or selling investors and their statistics controls that of the price variations. Rather than fixing the concentration controlling each…

In this paper we study coordinated multipath routing at the flow-level in networks with routes of length one. As a first step the static case is considered, in which the number of flows is fixed. A clustering pattern in the rate allocation…

Large ensembles of globally coupled chaotic neural networks undergo a transition to complete synchronization for high coupling intensities. The onset of this fully coherent behavior is preceded by a regime where clusters of networks with…

A cluster theory based mathematical model was developed and used to simulate the dynamics of a system composed of a large number of interacting agents-clusters with different size. The case of a system formed by a constant total number of…