A class of evolutionary models for participation games with negative feedback

We introduce a framework to analyze the interaction of boundedly rational heterogeneous agents repeatedly playing a participation game with negative feedback. We assume that agents use different behavioral rules prescribing how to play the game conditionally on the outcome of previous rounds. We update the fraction of the population using each rule by means of a general class of evolutionary dynamics based on imitation, which contains both replicator and logit dynamics. Our model is analyzed by a combination of formal analysis and numerical simulations and is able to replicate results from the experimental and computational literature on these types of games. In particular, irrespective of the specific evolutionary dynamics and of the exact behavioral rules used, the dynamics of the aggregate participation rate is consistent with the symmetric mixed strategy Nash equilibrium, whereas individual behavior clearly departs from it. Moreover, as the number of players or speed of adjustment increase the evolutionary dynamics typically becomes unstable and leads to endogenous fluctuations around the steady state. These fluctuations are robust with respect to behavioral rules that try to exploit them.Participation games, Heterogeneous behavioral rules, Revision protocol, Replicator Dynamics Logit Dynamics, Nonlinear dynamics

The Role of Behavioral Dynamics in Determining the Patch Distributions of Interacting Species

The effect of the behavioral dynamics of movement on the population dynamics of interacting species in multipatch systems is studied. The behavioral dynamics of habitat choice used in a range of previous models are reviewed. There is very limited empirical evidence for distinguishing between these different models, but they differ in important ways, and many lack properties that would guarantee stability of an ideal free distribution in a single-species system. The importance of finding out more about movement dynamics in multispecies systems is shown by an analysis of the effect of movement rules on the dynamics of a particular two-species–two-patch model of competition, where the population dynamical equilibrium in the absence of movement is often not a behavioral equilibrium in the presence of adaptive movement. The population dynamics of this system are explored for several different movement rules and different parameter values, producing a variety of outcomes. Other systems of interacting species that may lack a dynamically stable distribution among patches are discussed, and it is argued that such systems are not rare. The sensitivity of community properties to individual movement behavior in this and earlier studies argues that there is a great need for empirical investigation to determine the applicability of different models of the behavioral dynamics of habitat selection

Asset Prices, Traders' Behavior, and Market Design

The dynamics in a financial market with heterogeneous agents is analyzed under different market architectures. We start with a tractable behavioral model under Walrasian market clearing and simulate it under more realistic trading protocols. The key behavioral feature of the model is the switching of agents between simple forecasting rules on the basis of fitness measure. Analyzing the dynamics under order-driven protocols we show that behavioral and structural assumptions of the model are closely intertwined. High responsiveness of agents to a fitness measure causes excess volatility, however the frictions of the order-driven markets may stabilize the dynamics.

Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets

Agent-based models of market dynamics must strike a compromise between the structural assumptions that represent the trading mechanism and the behavioral assumptions that describe the rules by which traders take their decisions. We present a structurally detailed model of an order- driven stock market and show that a minimal set of behavioral assumptions suffices to generate a leptokurtic distribution of short- term log-returns. This result backs up the conjecture that the emergence of some statistical properties of financial time series is due to the microstructure of stock markets.price dynamics, statistical properties of returns, behavioral and structural assumptions, agent-based simulations

Learning and Production of Movement Sequences: Behavioral, Neurophysiological, and Modeling Perspectives

A growing wave of behavioral studies, using a wide variety of paradigms that were introduced or greatly refined in recent years, has generated a new wealth of parametric observations about serial order behavior. What was a mere trickle of neurophysiological studies has grown to a more steady stream of probes of neural sites and mechanisms underlying sequential behavior. Moreover, simulation models of serial behavior generation have begun to open a channel to link cellular dynamics with cognitive and behavioral dynamics. Here we summarize the major results from prominent sequence learning and performance tasks, namely immediate serial recall, typing, 2XN, discrete sequence production, and serial reaction time. These populate a continuum from higher to lower degrees of internal control of sequential organization. The main movement classes covered are speech and keypressing, both involving small amplitude movements that are very amenable to parametric study. A brief synopsis of classes of serial order models, vis-à-vis the detailing of major effects found in the behavioral data, leads to a focus on competitive queuing (CQ) models. Recently, the many behavioral predictive successes of CQ models have been joined by successful prediction of distinctively patterend electrophysiological recordings in prefrontal cortex, wherein parallel activation dynamics of multiple neural ensembles strikingly matches the parallel dynamics predicted by CQ theory. An extended CQ simulation model-the N-STREAMS neural network model-is then examined to highlight issues in ongoing attemptes to accomodate a broader range of behavioral and neurophysiological data within a CQ-consistent theory. Important contemporary issues such as the nature of working memory representations for sequential behavior, and the development and role of chunks in hierarchial control are prominent throughout.Defense Advanced Research Projects Agency/Office of Naval Research (N00014-95-1-0409); National Institute of Mental Health (R01 DC02852

Autonomous Reinforcement of Behavioral Sequences in Neural Dynamics

We introduce a dynamic neural algorithm called Dynamic Neural (DN) SARSA(\lambda) for learning a behavioral sequence from delayed reward. DN-SARSA(\lambda) combines Dynamic Field Theory models of behavioral sequence representation, classical reinforcement learning, and a computational neuroscience model of working memory, called Item and Order working memory, which serves as an eligibility trace. DN-SARSA(\lambda) is implemented on both a simulated and real robot that must learn a specific rewarding sequence of elementary behaviors from exploration. Results show DN-SARSA(\lambda) performs on the level of the discrete SARSA(\lambda), validating the feasibility of general reinforcement learning without compromising neural dynamics.Comment: Sohrob Kazerounian, Matthew Luciw are Joint first author

Toward a Mathematical Theory of Behavioral-Social Dynamics for Pedestrian Crowds

This paper presents a new approach to behavioral-social dynamics of pedestrian crowds by suitable development of methods of the kinetic theory. It is shown how heterogeneous individual behaviors can modify the collective dynamics, as well as how local unusual behaviors can propagate in the crowd. The main feature of this approach is a detailed analysis of the interactions between dynamics and social behaviors.Comment: 22 pages, 5 figure

Behavioral modeling of GaN-based power amplifiers: impact of electrothermal feedback on the model accuracy and identification

In this article, we discuss the accuracy of behavioral models in simulating the intermodulation distortion (IMD) of microwave GaN-based high-power amplifiers in the presence of strong electrothermal (ET) feedback. Exploiting an accurate self-consistent ET model derived from measurements and thermal finite-element method simulations, we show that behavioral models are able to yield accurate results, provided that the model identification is carried out with signals with wide bandwidth and large dynamics