Abstract

Here presented is a model of many goaloriented stochastic automata. The goal of each automaton is to minimize the expected value of a certain penalty function. That function depends explicitly on the automaton strategy and the environment response. The automata interactions arise from the dependence of the environment response on the whole set of strategies used by the collective of automata. Without need of any a priori knowledge each automaton adapts its structure in the process of achieving its own goal. By suitably setting environment models it is possible to simulate a rather important class of problems of collective behavior in large systems. Two application examples on resource allocation and price regulation in competitive market are presented. Also given are numerical results to demonstrate the applicability of the present model.

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