English
Related papers

Related papers: On the Minority Game : Analytical and Numerical St…

200 papers

We study a model of stochastic evolutionary game dynamics in which the probabilities that agents choose suboptimal actions are dependent on payoff consequences. We prove a sample path large deviation principle, characterizing the rate of…

Probability · Mathematics 2017-08-10 William H. Sandholm , Mathias Staudigl

We analyze a simple model of adaptive competition which captures essential features of a variety of adaptive competitive systems in the social and biological sciences. Each of N agents, at each time step of a game, joins one of two groups.…

adap-org · Physics 2007-05-23 Robert Savit , Radu Manuca , Rick Riolo

We present a dynamical theory of a multi-agent market game, the so-called Minority Game (MG), based on crowds and anticrowds. The time-averaged version of the dynamical equations provides a quantitatively accurate, yet intuitively simple,…

Condensed Matter · Physics 2009-10-31 M. Hart , P. Jefferies , P. M. Hui , N. F. Johnson

We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, $N$ agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 V. Sasidevan , Deepak Dhar

In evolutionary games the fitness of individuals is not constant but depends on the relative abundance of the various strategies in the population. Here we study general games among n strategies in populations of large but finite size. We…

Populations and Evolution · Quantitative Biology 2009-05-16 Tibor Antal , Arne Traulsen , Hisashi Ohtsuki , Corina E. Tarnita , Martin A. Nowak

We address the question of market efficiency using the Minority Game (MG) model. First we show that removing unrealistic features of the MG leads to models which reproduce a scaling behavior close to what is observed in real markets. In…

Statistical Mechanics · Physics 2008-12-02 D. Challet , A. Chessa , M. Marsili , Y. -C. Zhang

In this paper I give a brief introduction to a family of simple but non-trivial models designed to increase our understanding of collective processes in markets, the so-called Minority Games, and their non-equilibrium statistical…

Disordered Systems and Neural Networks · Physics 2008-12-02 A. C. C. Coolen

The evolutionary Prisoner's Dilemma Game (PDG) and the Snowdrift Game (SG) with preferential learning mechanism are studied in the Barab\'asi-Albert network. Simulation results demonstrate that the preferential learning of individuals…

Physics and Society · Physics 2009-09-29 Jie Ren , Wen-Xu Wang , Gang Yan , Bing-Hong Wang

Evolutionary game theory is a powerful framework for studying evolution in populations of interacting individuals. A common assumption in evolutionary game theory is that interactions are symmetric, which means that the players are…

Populations and Evolution · Quantitative Biology 2016-05-04 Alex McAvoy , Christoph Hauert

We show that in a variant of the Minority Game problem, the agents can reach a state of maximum social efficiency, where the fluctuation between the two choices is minimum, by following a simple stochastic strategy. By imagining a social…

Physics and Society · Physics 2012-03-06 Soumyajyoti Biswas , Asim Ghosh , Arnab Chatterjee , Tapan Naskar , Bikas K. Chakrabarti

To study the interplay between global market choice and local peer pressure, we construct a minority-game-like econophysical model. In this so-called networked minority game model, every selfish player uses both the historical minority…

Statistical Mechanics · Physics 2015-06-24 H. F. Chau , F. K. Chow , K. H. Ho

Purpose: We propose a model to present a possible mechanism for obtaining sizeable behavioural structures by simulating an agent based on the evolutionary public good game with available social learning. Methods: The model considered a…

Computer Science and Game Theory · Computer Science 2019-10-29 Chulwook Park

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

A systematic theory is introduced that describes stochastic effects in game theory. In a biological context, such effects are relevant for the evolution of finite populations with frequency-dependent selection. They are characterized by…

Statistical Mechanics · Physics 2007-05-23 Michael Lassig

Fat tailed statistics and power-laws are ubiquitous in many complex systems. Usually the appearance of of a few anomalously successful individuals (bio-species, investors, websites) is interpreted as reflecting some inherent "quality"…

Statistical Mechanics · Physics 2015-05-20 Yosef E. Maruvka , David A. Kessler , Nadav M. Shnerb

We examine birth--death processes with state dependent transition probabilities and at least one absorbing boundary. In evolution, this describes selection acting on two different types in a finite population where reproductive events occur…

Populations and Evolution · Quantitative Biology 2010-10-12 Philipp M. Altrock , Chaytanya S. Gokhale , Arne Traulsen

We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be…

Adaptation and Self-Organizing Systems · Physics 2011-12-06 Karol Wawrzyniak , Wojciech Wislicki

Spatial evolutionary games are studied with myopic players whose payoff interest, as a personal character, is tuned from selfishness to other-regarding preference via fraternity. The players are located on a square lattice and collect…

Physics and Society · Physics 2012-03-07 Gyorgy Szabo , Attila Szolnoki

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-06 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

In this chapter, we deal with some specific domains of applications to game theory. This is one of the major class of models in the new approaches of modelling in the economic domain. For that, we use genetic automata which allow to build…

Computer Science and Game Theory · Computer Science 2007-12-18 Rawan Ghnemat , Saleh Oqeili , Cyrille Bertelle , Gérard Henry Edmond Duchamp