相关论文: An Investigation of Crash Avoidance in a Complex S…
In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…
We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players evolve through time as the players learn. The trajectories in the strategy space…
Trajectory planning in dense, interactive traffic scenarios presents significant challenges for autonomous vehicles, primarily due to the uncertainty of human driver behavior and the non-convex nature of collision avoidance constraints.…
One of the major problems in adaptive filtering is the problem of system identification. It has been studied extensively due to its immense practical importance in a variety of fields. The underlying goal is to identify the impulse response…
The \$-Game was recently introduced as an extension of the Minority Game. In this paper we compare this model with the well know Minority Game and the Majority Game models. Due to the inter-temporal nature of the market payoff, we introduce…
We study analytically and by computer simulations a complex system of adaptive agents with finite memory. Borrowing the framework of the Minority Game and using the replica formalism we show the existence of an equilibrium phase transition…
In the original two-choice minority game (MG), selfish players cooperate with each other even though direct communication is not allowed. Moreover, there is a periodic dynamics in the MG whenever the strategy space size is much smaller than…
A brief review is given of the minority game, an idealized model stimulated by a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to analytic results for the model rather than discussions…
The economical world consists of a highly interconnected and interdependent network of firms. Here we develop temporal and structural network tools to analyze the state of the economy. Our analysis indicates that a strong clustering can be…
The optimization of facility-based systems is considered. First, the congestion game is converted into a matrix form, so that the matrix approach is applicable. Then, a facility-based system with a system performance criterion is…
This paper proposes a systems theory approach to the modeling of onset and evolution of criminality in a territory, which aims at capturing the complexity features of social systems. Complexity is related to the fact that individuals have…
For a society to remain healthy and prosperous, people must collectively behave and act to contribute to the common good, even if there is often a tradeoff against their individual benefit. Paradigmatic examples include the adoption of…
We consider a mean-field model for large banking systems, which takes into account default and recovery of the institutions. Building on models used for groups of interacting neurons, we first study a McKean-Vlasov dynamics and its…
The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We…
We demonstrate that minority mechanisms arise in the dynamics of markets because of effects of price impact; accordingly the relative importance of minority and delayed majority mechanisms depends on the frequency of trading. We then use…
We investigate a variety of cut and choose games, their relationship with (generic) large cardinals, and show that they can be used to characterize a number of properties of ideals and of partial orders: certain notions of distributivity,…
The chaos game representation (CGR) is an interesting method to visualize one-dimensional sequences. In this paper, we show how to construct a chaos game representation. The applications mentioned here are biological, in which CGR was able…
In this paper we consider the application of Stackelberg game theory to model discretionary lane-changing in lightly congested highway setting. The fundamental intent of this model, which is parameterized to capture driver disposition…
Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…
Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting…