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
Lenguaje:Inglés
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
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
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spelling paperaa:paper_1063651X_v65_n3_p_Burgos2023-06-12T16:49:17Z Thermal treatment of the minority game Phys Rev E. 2002;65(3) Burgos, E. Ceva, H. Perazzo, R.P.J. 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 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. 2002 info:eu-repo/semantics/article info:ar-repo/semantics/artículo info:eu-repo/semantics/publishedVersion application/pdf eng info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_1063651X_v65_n3_p_Burgos
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
language Inglés
orig_language_str_mv eng
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
work_keys_str_mv AT burgose thermaltreatmentoftheminoritygame
AT cevah thermaltreatmentoftheminoritygame
AT perazzorpj thermaltreatmentoftheminoritygame
_version_ 1769810241602453504

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