IDEAS home Printed from https://ideas.repec.org/a/sae/joudef/v22y2025i4p373-386.html

Hallucination, panic, and exhaustion in embodied cognition

Author

Listed:
  • Rodrick Wallace

Abstract

We demonstrate—under what is perhaps a “best case†analysis—that all enterprises of embodied cognition, ranging from the “simply†cognitive to the actively conscious, and from the individual to the mechanical, institutional, and composite, are susceptible to induced patterns of hallucination, panic, and exhaustion on challenging landscapes of fog, friction, and deadly adversarial intent. That is, embodied cognition, of any nature and on any scale or level of organization, is inherently unstable in the sense of the Data Rate Theorem, requiring constant control information for proper function, a circumstance that can be exploited by traditional adversaries or other evolving entities. We further argue, in consonance with C.S. Gray, that dreams of “Wunderwaffen,†“Wundertaktik,†and implacable “Reflexive Control†are themselves siren hallucinations.

Suggested Citation

  • Rodrick Wallace, 2025. "Hallucination, panic, and exhaustion in embodied cognition," The Journal of Defense Modeling and Simulation, , vol. 22(4), pages 373-386, October.
    • Handle: RePEc:sae:joudef:v:22:y:2025:i:4:p:373-386
    DOI: 10.1177/15485129231205036
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1177/15485129231205036
    Download Restriction: no
    File URL: https://libkey.io/10.1177/15485129231205036?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Robert M. Gray, 1988. "Probability, Random Processes, and Ergodic Properties," Springer Books, Springer, number 978-1-4757-2024-2, January.
    2. Stephen M. Robinson, 1993. "Shadow Prices for Measures of Effectiveness, II: General Model," Operations Research, INFORMS, vol. 41(3), pages 536-548, June.
    3. Andreas E. Kyprianou, 2006. "Introductory Lectures on Fluctuations of Lévy Processes with Applications," Springer Books, Springer, number 978-3-540-31343-4, January.
    4. Hanqing Jin & Zuo Quan Xu & Xun Yu Zhou, 2008. "A Convex Stochastic Optimization Problem Arising From Portfolio Selection," Mathematical Finance, Wiley Blackwell, vol. 18(1), pages 171-183, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rodrick Wallace, 2025. "Detailed Command vs. Mission Command: A Cancer-Stage Model of Institutional Decision-Making," Stats, MDPI, vol. 8(2), pages 1-25, April.
    2. Rodrick Wallace, 2024. "“Neuroscience†models of institutional conflict under fog, friction, and adversarial intent," The Journal of Defense Modeling and Simulation, , vol. 21(1), pages 75-86, January.
    3. Flam, Sjur & Ruszczynski, A., 2006. "Computing Normalized Equilibria in Convex-Concave Games," Working Papers 2006:9, Lund University, Department of Economics.
    4. Guohui Guan & Zongxia Liang & Yi xia, 2021. "Optimal management of DC pension fund under relative performance ratio and VaR constraint," Papers 2103.04352, arXiv.org.
    5. Jianzhong Zhang & Biao Qu & Naihua Xiu, 2010. "Some projection-like methods for the generalized Nash equilibria," Computational Optimization and Applications, Springer, vol. 45(1), pages 89-109, January.
    6. Bakshi, Gurdip & Madan, Dilip & Panayotov, George, 2010. "Returns of claims on the upside and the viability of U-shaped pricing kernels," Journal of Financial Economics, Elsevier, vol. 97(1), pages 130-154, July.
    7. Yan Li & Baimin Yu, 2012. "Portfolio selection of a closed-end mutual fund," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 75(3), pages 245-272, June.
    8. Krawczyk, Jacek B., 2005. "Coupled constraint Nash equilibria in environmental games," Resource and Energy Economics, Elsevier, vol. 27(2), pages 157-181, June.
    9. Ying Hu & Hanqing Jin & Xun Yu Zhou, 2020. "Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time," Working Papers hal-02624308, HAL.
    10. Jacobovic, Royi & Kella, Offer, 2020. "Minimizing a stochastic convex function subject to stochastic constraints and some applications," Stochastic Processes and their Applications, Elsevier, vol. 130(11), pages 7004-7018.
    11. Chaolin Liu & Zhimin Zhang, 2013. "A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    12. Francisco Facchinei & Christian Kanzow, 2010. "Generalized Nash Equilibrium Problems," Annals of Operations Research, Springer, vol. 175(1), pages 177-211, March.
    13. Andrew W. Lo & Ruixun Zhang, 2025. "Performance Attribution for Portfolio Constraints," Management Science, INFORMS, vol. 71(9), pages 7537-7559, September.
    14. Guan, Guohui & Liang, Zongxia & Xia, Yi, 2023. "Optimal management of DC pension fund under the relative performance ratio and VaR constraint," European Journal of Operational Research, Elsevier, vol. 305(2), pages 868-886.
    15. Arindam Maity & Koushik Bera & N. Selvaraju, 2025. "Behavioral robust mean-variance portfolio selection with an intractable claim," Mathematics and Financial Economics, Springer, volume 19, number 5, June.
    16. Abhishek Singh & Debdas Ghosh & Qamrul Hasan Ansari, 2024. "Inexact Newton Method for Solving Generalized Nash Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 201(3), pages 1333-1363, June.
    17. Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2009. "Optimal reinsurance with general risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 374-384, June.
    18. Hui Mi & Zuo Quan Xu & Dongfang Yang, 2023. "Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint," Papers 2309.01936, arXiv.org.
    19. Rodrick Wallace, 2020. "Cognition, conflict, and doctrine: How groupthink fails on a Clausewitz landscape," The Journal of Defense Modeling and Simulation, , vol. 17(2), pages 137-142, April.
    20. Glynn, Peter & Jacobovic, Royi & Mandjes, Michel, 2025. "Moments of polynomial functionals of spectrally positive Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 190(C).

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:joudef:v:22:y:2025:i:4:p:373-386. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.