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There is a free group monad, and an algebra of the free group monad is a group. A group G defines a monad . An algebra of this monad is a G-set, or a group equipped with a G-action.
Similarly we have that rings are algebras of a certain monad on Abelian groups ( the free tensor algebra monad) and a ring R itself also defines a monad on Abelian groups whose algebras are the R-modules.
I am interested in the general theory of these structures where one has an algebraic class of structures which can have their own modules/algebras. What is this situation called? Where can I read about it?
Note that there's a "universal" case: there is a free monad monad, whose algebras are (finitary) monads, which of course have their own algebras.
Thank you for the paper reference.
In general, monoid objects in monoidal categories are the kind of thing that that have 'modules' or 'algebras', also called 'actions'.
A monad on a category C is a monoid in the monoidal category of endofunctors on C. A ring is a monoid in the monoidal category of abelian groups. An operad is a monoid in a the monoidal category of species. Etcetera.
So I guess one general context would be when you have a monad on a monoidal category and a map of monads , where is the free monoid monad on . Then any -algebra has an underlying monoid, which therefore acts on and induces a new monad.
So for instance might be the free group monad on , for your first example.
There's also a general notion of [[module over an algebra over an operad]]. I don't know how this works in detail and there isn't much on the nLab page either, but presumably the paper linked there contains more details.
Example 4.3.14 in Tom Leinster's "Higher Operads, Higher Categories" references that slices of the category of algebras of a monad are monadic over the corresponding slices of the underlying category, so if you allow the monad to be on a different-but-related category this happens for any monad.
As far as the [[module over an algebra over an operad]] idea goes, it seems like you could generalize it to algebras of any [[polynomial monad]] where the base category allows a good notion of total differential of polynomial functors.