Abstract :
A new type of dynamical systems which capture the interactions via information flows typical for active multi-agent systems is introduced. The mathematical formalism is based upon coupling the classical dynamical system (with random components caused by uncertainties in initial conditions as well as by Langevin forces) with the corresponding Liouville or the Fokker–Planck equations describing evolution of these uncertainties in terms of probability density. The coupling is implemented by information-based supervising forces which fundamentally change the patterns of probability evolution. It is demonstrated that the probability density can approach prescribed attractors while exhibiting such patterns as shock waves, solitons and chaos in probability space. Applications of these phenomena to information-based neural nets, expectation-based cooperation, self-programmed systems, control chaos using terminal attractors as well as to games with incomplete information, are addressed. A formal similarity between the mathematical structure of the introduced dynamical systems and quantum mechanics is discussed.