相关论文: Shedding light on El Farol

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…

We present a comprehensive study of utility function of the minority game in its efficient regime. We develop an effective description of state of the game. For the payoff function $g(x)=\sgn (x)$ we explicitly represent the game as the…

We study the roles of social and individual learning on outcomes of the Minority Game model of a financial market. Social learning occurs via agents adopting the strategies of their neighbours within a social network, while individual…

Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…

We study optimal portfolio choice models in markets with partial information about the stock's drift. We solve the single agent problem for general utilities using a new approach that yields regularity of the value function and closed form…

We propose a generic mechanism for incentivizing behavior in an arbitrary finite game using payments. Doing so is trivial if the mechanism is allowed to observe all actions taken in the game, as this allows it to simply punish those agents…

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

We investigate the dynamics of the choice of an active strategy in the minority game. A history distribution is introduced as an analytical tool to study the asymmetry between the two choices offered to the agents. Its properties are…

Extremal Optimization, a recently introduced meta-heuristic for hard optimization problems, is analyzed on a simple model of jamming. The model is motivated first by the problem of finding lowest energy configurations for a disordered spin…

We study a modification of the Evolutionary Minority Game (EMG) in which agents are placed in the nodes of a regular or a random graph. A neighborhood for each agent can thus be defined and a modification of the usual relaxation dynamics…

In this paper, we introduce a framework to study local interactions due to the presence of herding behavior in a minority game. The idea behind this approach is to consider that some of the agents who play the game believe that some of…

Given a truncated perturbation expansion of a physical quantity, one can, under certain circumstances, obtain lower or upper bounds (or both) to the sum of the full perturbation series by using the Borel transform and a variational…

Existing approaches to coalition formation often assume that requirements associated with tasks are precisely specified by the human operator. However, prior work has demonstrated that humans, while extremely adept at solving complex…

Game theoretic equilibria are mathematical expressions of rationality. Rational agents are used to model not only humans and their software representatives, but also organisms, populations, species and genes, interacting with each other and…

In this paper we look at a particular problem related to under-determined linear systems of equations with sparse solutions. $\ell_1$-minimization is a fairly successful polynomial technique that can in certain statistical scenarios find…

For the stochastic multi-armed bandit (MAB) problem from a constrained model that generalizes the classical one, we show that an asymptotic optimality is achievable by a simple strategy extended from the $\epsilon_t$-greedy strategy. We…

Resource allocation systems provide the fundamental support for the normal functioning and well being of the modern society, and can be modeled as minority games. A ubiquitous dynamical phenomenon is the emergence of herding, where a vast…

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Population games model the evolution of strategic interactions among a large number of uniform agents. Due to the agents' uniformity and quantity, their aggregate strategic choices can be approximated by the solutions of a class of ordinary…

Covering and packing problems can be modeled as games to encapsulate interesting social and engineering settings. These games have a high Price of Anarchy in their natural formulation. However, existing research applicable to specific…