Thermal treatment of the minority game

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We study a cost function for the aggregate behavior of all the agents involved in the minority game (MG) or the bar attendance model (BAM). The cost function allows us to define a deterministic, synchronous dynamic that yields results that have the main relevant features than those of the probabilis...

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Autores principales:	Burgos, E., Ceva, H., Perazzo, R.P.J.
Formato:	Artículo publishedVersion
Publicado:	2002
Materias:	Annealing Computer simulation Costs Game theory Mathematical models Optimization Perturbation techniques Temperature measurement Bar attendance model (BAM) Cost functions Minority game (MG) Thermal perturbation Heat treatment
Acceso en línea:	http://hdl.handle.net/20.500.12110/paper_1063651X_v65_n3_p_Burgos https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_1063651X_v65_n3_p_Burgos_oai
Aporte de:	Repositorio Digital de la Universidad de Buenos Aires (UBA) de Universidad de Buenos Aires

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spelling	I28-R145-paper_1063651X_v65_n3_p_Burgos_oai2024-08-16 Burgos, E. Ceva, H. Perazzo, R.P.J. 2002 We study a cost function for the aggregate behavior of all the agents involved in the minority game (MG) or the bar attendance model (BAM). The cost function allows us to define a deterministic, synchronous dynamic that yields results that have the main relevant features than those of the probabilistic, sequential dynamics used for the MG or the BAM. We define a temperature through a Langevin approach in terms of the fluctuations of the average attendance. We prove that the cost function is an extensive quantity that can play the role of an internal energy of the many-agent system while the temperature so defined is an intensive parameter. We compare the results of the thermal perturbation to the deterministic dynamics and prove that they agree with those obtained with the MG or BAM in the limit of very low temperature. © 2002 The American Physical Society. Fil:Burgos, E. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Ceva, H. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Perazzo, R.P.J. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. application/pdf http://hdl.handle.net/20.500.12110/paper_1063651X_v65_n3_p_Burgos info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar Phys Rev E. 2002;65(3) Annealing Computer simulation Costs Game theory Mathematical models Optimization Perturbation techniques Temperature measurement Bar attendance model (BAM) Cost functions Minority game (MG) Thermal perturbation Heat treatment Thermal treatment of the minority game info:eu-repo/semantics/article info:ar-repo/semantics/artículo info:eu-repo/semantics/publishedVersion https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_1063651X_v65_n3_p_Burgos_oai
institution	Universidad de Buenos Aires
institution_str	I-28
repository_str	R-145
collection	Repositorio Digital de la Universidad de Buenos Aires (UBA)
topic	Annealing Computer simulation Costs Game theory Mathematical models Optimization Perturbation techniques Temperature measurement Bar attendance model (BAM) Cost functions Minority game (MG) Thermal perturbation Heat treatment
spellingShingle	Annealing Computer simulation Costs Game theory Mathematical models Optimization Perturbation techniques Temperature measurement Bar attendance model (BAM) Cost functions Minority game (MG) Thermal perturbation Heat treatment Burgos, E. Ceva, H. Perazzo, R.P.J. Thermal treatment of the minority game
topic_facet	Annealing Computer simulation Costs Game theory Mathematical models Optimization Perturbation techniques Temperature measurement Bar attendance model (BAM) Cost functions Minority game (MG) Thermal perturbation Heat treatment
description	We study a cost function for the aggregate behavior of all the agents involved in the minority game (MG) or the bar attendance model (BAM). The cost function allows us to define a deterministic, synchronous dynamic that yields results that have the main relevant features than those of the probabilistic, sequential dynamics used for the MG or the BAM. We define a temperature through a Langevin approach in terms of the fluctuations of the average attendance. We prove that the cost function is an extensive quantity that can play the role of an internal energy of the many-agent system while the temperature so defined is an intensive parameter. We compare the results of the thermal perturbation to the deterministic dynamics and prove that they agree with those obtained with the MG or BAM in the limit of very low temperature. © 2002 The American Physical Society.
format	Artículo Artículo publishedVersion
author	Burgos, E. Ceva, H. Perazzo, R.P.J.
author_facet	Burgos, E. Ceva, H. Perazzo, R.P.J.
author_sort	Burgos, E.
title	Thermal treatment of the minority game
title_short	Thermal treatment of the minority game
title_full	Thermal treatment of the minority game
title_fullStr	Thermal treatment of the minority game
title_full_unstemmed	Thermal treatment of the minority game
title_sort	thermal treatment of the minority game
publishDate	2002
url	http://hdl.handle.net/20.500.12110/paper_1063651X_v65_n3_p_Burgos https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_1063651X_v65_n3_p_Burgos_oai
work_keys_str_mv	AT burgose thermaltreatmentoftheminoritygame AT cevah thermaltreatmentoftheminoritygame AT perazzorpj thermaltreatmentoftheminoritygame
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Thermal treatment of the minority game

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