中文

On the strategy frequency problem in batch Minority Games

物理与社会 2009-11-13 v1 无序系统与神经网络

摘要

Ergodic stationary states of Minority Games with S strategies per agent can be characterised in terms of the asymptotic probabilities ϕa\phi_a with which an agent uses aa of his strategies. We propose here a simple and general method to calculate these quantities in batch canonical and grand-canonical models. Known analytic theories are easily recovered as limiting cases and, as a further application, the strategy frequency problem for the batch grand-canonical Minority Game with S=2 is solved. The generalization of these ideas to multi-asset models is also presented. Though similarly based on response function techniques, our approach is alternative to the one recently employed by Shayeghi and Coolen for canonical batch Minority Games with arbitrary number of strategies.

关键词

引用

@article{arxiv.physics/0611188,
  title  = {On the strategy frequency problem in batch Minority Games},
  author = {A. De Martino and I. Perez Castillo and D. Sherrington},
  journal= {arXiv preprint arXiv:physics/0611188},
  year   = {2009}
}

备注

17 pages