Complex adaptive systems and game theory: An unlikely union

A Complex Adaptive System is a collection of autonomous, heterogeneous agents, whose behavior is defined with a limited number of rules. A Game Theory is a mathematical construct that assumes a small number of rational players who have a limited number of actions or strategies available to them. The CAS method has the potential to alleviate some of the shortcomings of GT. On the other hand, CAS researchers are always looking for a realistic way to define interactions among agents. GT offers an attractive option for defining the rules of such interactions in a way that is both potentially consistent with observed real‐world behavior and subject to mathematical interpretation. This article reports on the results of an effort to build a CAS system that utilizes GT for determining the actions of individual agents. © 2009 Wiley Periodicals, Inc. Complexity, 16,24–42, 2010     

Hierarchical sets in mathematical programming modeling languages

The mathematical notation commonly applied for the formulation of mathematical programming models is extended to include hierarchical structures. The proposed notation is related to hierarchical set concepts in the languages UIMP, AMPL, and LPL. With the proposed notation it is possible to aggregate and disaggregate over hierarchical structures. In addition, views are introduced to permit the use of hierarchical substructures and to create new hierarchies out of existing ones. The proposed notation for hierarchical sets and views is illustrated by applying it to the representation and estimation of social accounting matrices (SAMs).     

Representation of time in mathematical programming modeling languages

Time-staged mathematical programming models have a planning horizon that is divided into a sequence of consecutive time periods. For the modeling of this sequence of time periods the use of calendars is proposed as an additional set concept for mathematical programming modeling languages. The definition of calendars is based on familiar notions such as set, ordering, interval length and functions. A calendar is an interval set and can be used to verify automatically the proper time referencing in stock balances. When a calendar is also a difference set, then backward and forward time referencing can be stated with the explicit use of time units. For models with a rolling horizon, concise and flexible ways to specify the structure of calendars are presented. The aggregation of raw data into model parameter values is supported by linking calendars that represent different time scales. The influence of the proposed calendar concept on the human ability to understand, maintain and verify models is analyzed throughout the paper on the basis of selected examples.     

Applications of mathematical systems theory in population biology

This paper is a review of recent developments of a research line proposed on the turn of the decades, 1980s to 1990s. The main results concern basic qualitative properties of nonlinear models of population biology, such as controllability and observability. The methods applied are different for the density-dependent models of population ecology and for the frequency-dependent models of population genetics and evolutionary theory. While in the first case the classical theorems of nonlinear systems theory can be used, in the second one an extension of classical results to systems with invariant manifold is necessary. Supported by the Hungarian NFSR (OTKA K 62000, K 68187).     

A mathematical theory of communication: Meaning,information, and topology

This article proposes a new mathematical theory of communication. The basic concepts of meaning and information are defined in terms of complex systems theory. Meaning of a message is defined as the attractor it generates in the receiving system; information is defined as the difference between a vector of expectation and one of perception. It can be sown that both concepts are determined by the topology of the receiving system. © 2010 Wiley Periodicals, Inc. Complexity 16: 10–26, 2011     

Model management systems: A survey

This paper provides a survey of model management literature within the mathematical modeling domain. The first part of the survey is a review and a summary of the literature. After giving some basic definitions of modeling, modeling life cycle, and model management, two representative algebraic modeling languages followed by three approaches to modeling are introduced. These approaches are database, graph-based, and knowledge-based. The discussion is followed by a review of two specialized model management systems. The second part of the survey is a categorization of various modeling systems based on the modeling functions they provide and some of their features. These functions include life cycle support and model base administration. The degree of model independence provided by model management systems and the implemented environment systems is also summarized. The last part of the paper provides directions for future research.     

Measurement of loading and operations flexibility in flexible manufacturing systems: An information-theoretic approach

An information-theoretic approach is applied for measuring the flexibility in flexible manufacturing systems (FMSs). The general relation between flexibility and entropy is discussed. The entropy for a Markovian process is obtained and then applied to closed queueing network models of FMSs to discuss loading flexibility which arises from the power to regulate the frequency of the visit of a part to different work stations. The concept of operations entropy as a measure of operations flexibility, which arises from the power to choose the work station and the corresponding operations, is introduced. The operations entropy has been decomposed into entropies within and between operations and entropies within and between groups of operations. This measure has been used to determine the next operation to be performed on a part by using the principle of least reduction of flexibility.The present paper is an improved version of the paper On measurement of flexibility in flexible manufacturing systems: An information-theoretic approach, presented at the II ORSA/TIMS Special Conference on Flexible Manufacturing Systems, held at Ann Arbor in August 1986.     

Practical stabilization for piecewise-affine systems: A BMI approach

We propose in this paper, a systematic switching practical stabilization method for PWA switched systems around an average equilibrium. For these systems, the main difficulty comes from the fact that to end in BMI formulation, it is necessary to represent the system in an augmented state space but a restricted one. However, the derived stabilizing conditions are not tractable as BMI in the restricted domain. We will present a method that overcomes this difficulty and drives asymptotically system states into a ball centered on the desired non-equilibrium reference. The efficiency of this practical stabilization method is showed by the ball smallness and the good robustness against disturbances. The design control searches for a single Lyapunov-like function and an appropriate continuous state space partition to satisfy stabilizing properties. Therefore, the method constitutes a simple systematic state feedback computation; it may be useful for on-line applications. As a direct application, satisfactory simulation results are obtained for two illustrative examples, a Buck-Boost converter and a multilevel one. Due to their functioning nature, these devices constitute good examples of switched systems. They are electrical circuits controlled by switches to produce regulated outputs despite the load disturbances and power supply irregularities.     

The singing wineglass: an exercise in mathematical modelling

Lecturers in mathematical modelling courses are always on the lookout for new examples to illustrate the modelling process. A physical phenomenon, documented as early as the nineteenth century, was recalled: when a wineglass ‘sings’, waves are visible on the surface of the wine. These surface waves are used as an exercise in mathematical modelling. Based on assumptions about the wine in the glass and observations illustrated with photographs, a mathematical problem is set up. This problem includes a non-homogeneous Neumann boundary condition on the lateral side of the glass. The solution to the mathematical problem is animated using Mathematica?. The predictions of the model are tested by comparing them with the known facts. The predictions of the model agree with the actual observations.     

Modeling complex systems macroscopically: Case/agent-based modeling,synergetics, and the continuity equation

Recently, the continuity equation (also known as the advection equation) has been used to study stability properties of dynamical systems, where a linear transfer operator approach was used to examine the stability of a nonlinear equation both in continuous and discrete time (Vaidya and Mehta, IEEE Trans Autom Control 2008, 53, 307–323; Rajaram et al., J Math Anal Appl 2010, 368, 144–156). Our study, which conducts a series of simulations on residential patterns, demonstrates that this usage of the continuity equation can advance Haken's synergetic approach to modeling certain types of complex, self-organizing social systems macroscopically. The key to this advancement comes from employing a case-based approach that (1) treats complex systems as a set of cases and (2) treats cases as dynamical vsystems which, at the microscopic level, can be conceptualized as k dimensional row vectors; and, at the macroscopic level, as vectors with magnitude and direction, which can be modeled as population densities. Our case-based employment of the continuity equation has four benefits for agent-based and case-based modeling and, more broadly, the social scientific study of complex systems where transport or spatial mobility issues are of interest: it (1) links microscopic (agent-based) and macroscopic (structural) modeling; (2) transforms the dynamics of highly nonlinear vector fields into the linear motion of densities; (3) allows predictions to be made about future states of a complex system; and (4) mathematically formalizes the structural dynamics of these types of complex social systems.     

An algebraic analysis approach to linear time-varying systems

^** Email: zerz{at}mathematik.uni-kl.de This paper introduces an algebraic analysis approach to lineartime-varying systems. The analysis is carried out in an ‘almosteverywhere’ setting, i.e. the considered signals are smoothexcept for a set of measure zero, and the coefficients of thelinear ordinary differential equations are supposed to be rationalor meromorphic functions. The methodology is based on a normalform for matrices over the resulting ring of differential operators,which is a non-commutative analogue of the Smith form. Thisis used to establish a duality between linear time-varying systemson the one hand and modules over the ring of differential operatorson the other. This correspondence is based on the fact thatthe signal space is an injective cogenerator when consideredas a module over this ring of differential operators.     

An ecological reading of mathematical language in a Grade 3 classroom: A case of learning and teaching measurement estimation

In our work in teacher education and professional development, we aim to help teachers to learn to participate in, and create, classroom ecologies that support students’ learning. In this article we focus on the challenges of developing a classroom ecology that provides mathematical sustenance for students. We pay particular attention to the ways in which classroom language can impede the development of a classroom ecology—one where all students are heard and where knowing is understood as participatory. We present recommendations for teaching practice drawn from an ecological reading of the classroom discourse during a series of lessons on measurement in a Grade 3 classroom.     

Structural modeling in a class of systems using fuzzy sets theory

On the basis of fuzzy sets theory, we propose a method for structuring hierarchy for the several complex problems, and call it Fuzzy Structural Modeling (FSM) method. An important requirement for structural modeling of complex systems is that the necessary data is acquired and organized into a form such that a structural model can be developed. The main purpose of this method is to describe and illustrate a formal procedure for constructing the graphic presentation of the hierarchical arrangement given the necessary information concerning the relation of each element to each other element. The procedure permits an automatic development of the graphic structure that portrays the hierarchy.     

Nonlinear microscale interactions in the kinetic theory of active particles

The aim of this note is to examine the sources of nonlinearity arising in the kinetic theory of active particles. We show how nonlinearities enter the different terms of the theory, giving rise to possible developments toward the modeling of different types of complex systems, mainly living and social ones, where proliferative–destructive processes must be included. Finally, some research perspectives are discussed.     

The standard regulator problem for systems with input delays. An approach through singular control theory

We present a new solution to the quadratic regulator problem for systems with input delays. Our approach makes use of the existing theory of the singular quadratic regulator problem for distributed systems.This paper was written with the financial support of the Italian Ministero della Ricerca Scientifica e Tecnologica within the program of GNAFA-CNR.     

Cybernetic causality: A unitary theory of causal recursion in natural and social systems

The phenomena connected with non-linear difference and differential equations are approached from a unifying point of view, offered by the general concept of causal recursion (Sections 1 and 2). After a short discussion of nilpotent causal recursions (Section 3), the properties of full causal recursions near or steadily developing states are considered in detail (Section 4). In the general case of causal recursion, a theorem based on a differential-geometric argument is proved concerning the convergence of trajectories, and an exhaustive classification of systems having causal recursion is obtained (Section 5). It gives, among some other things, a mathematical foundation to the concept of a self-steering system (as distinguished from that of a self-regulating system), applied in recent sociocybernetic analyses.     

Switching defence for switched systems under malicious attacks: A Stackelberg game approach

The security issue of switched systems is researched from a noncooperative dynamic game-theoretic perspective in this paper. A Stackelberg game is developed for the switched autonomous system suffering malicious attacks, and the Stackelberg equilibrium switching and attack strategies are constructed respectively. Afterwards, the proposed game-theoretic approach is extended to switched control systems. A Stackelberg Nash game is consequently established to characterize the hierarchical decision making processes, where the controller and the attacker are the followers who simultaneously make their own decisions, and a sufficient condition is provided for the construction of the Stackelberg Nash equilibrium. Finally, a continuous stirred tank reactor is exploited to validate the effectiveness and applicability of the proposed results.     

Allostatic load as a complex clinical construct: A case‐based computational modeling approach

Allostatic load (AL) is a complex clinical construct, providing a unique window into the cumulative impact of stress. However, due to its inherent complexity, AL presents two major measurement challenges to conventional statistical modeling (the field's dominant methodology): it is comprised of a complex causal network of bioallostatic systems, represented by an even larger set of dynamic biomarkers; and, it is situated within a web of antecedent socioecological systems, linking AL to differences in health outcomes and disparities. To address these challenges, we employed case‐based computational modeling (CBM), which allowed us to make four advances: (1) we developed a multisystem, 7‐factor (20 biomarker) model of AL's network of allostatic systems; (2) used it to create a catalog of nine different clinical AL profiles (causal pathways); (3) linked each clinical profile to a typology of 23 health outcomes; and (4) explored our results (post hoc) as a function of gender, a key socioecological factor. In terms of highlights, (a) the Healthy clinical profile had few health risks; (b) the pro‐inflammatory profile linked to high blood pressure and diabetes; (c) Low Stress Hormones linked to heart disease, TIA/Stroke, diabetes, and circulation problems; and (d) high stress hormones linked to heart disease and high blood pressure. Post hoc analyses also found that males were overrepresented on the High Blood Pressure (61.2%), Metabolic Syndrome (63.2%), High Stress Hormones (66.4%), and High Blood Sugar (57.1%); while females were overrepresented on the Healthy (81.9%), Low Stress Hormones (66.3%), and Low Stress Antagonists (stress buffers) (95.4%) profiles. © 2015 Wiley Periodicals, Inc. Complexity 21: 291–306, 2016     

Reduced systems in Markov chains and their applications in queueing theory

A reduced system is a smaller system derived in the process of analyzing a larger system. While solving for steady-state probabilities of a Markov chain, generally the solution can be found by first solving a reduced system of equations which is obtained by appropriately partitioning the transition probability matrix. In this paper, we catagorize reduced systems as standard and nonstandard and explore the existence of reduced systems and their properties relative to the original system. We also discuss first passage probabilities and means for the standard reduced system relative to the original system. These properties are illustrated while determining the steady-state probabilities and first passage time characteristics of a queueing system.