相关论文: Statistical mechanics of the majority game

Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…

We propose a statistical mechanics approach to a coevolving spin system with an adaptive network of interactions. The dynamics of node states and network connections is driven by both spin configuration and network topology. We consider a…

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…

We investigate further several properties of the minority game we have recently introduced. We explain the origin of the phase transition and give an analytical expression of $\sigma^2/N$ in the $N\ll2^M$ region. The ability of the players…

Minority games where groups of agents remember, react or incorporate information with different timescales are investigated. We study how their respective gains depend on their timescales for standard models and games with no public…

We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

The system mentioned in the title belongs to the family of the so-called massively multi-player online social games (MMOSG). It features a scoring system for the elements of the game that is prone to herding effects. We analyze in detail…

We consider continuous-time mean-field stochastic games with strategic complementarities. The interaction between the representative productive firm and the population of rivals comes through the price at which the produced good is sold and…

Commuters looking for the shortest path to their destinations, the security of networked computers, hedge funds trading on the same stocks, governments and populations acting to mitigate an epidemic, or employers and employees agreeing on a…

In this paper we present a novel approach to optimise tactical and strategic decision making in football (soccer). We model the game of football as a multi-stage game which is made up from a Bayesian game to model the pre-match decisions…

We study variants of a stochastic game inspired by backgammon where players may propose to double the stake, with the game state dictated by a one-dimensional random walk. Our variants allow for different numbers of proposals and different…

A description of static equilibria in the noisy binary choice (Ising) game on complete and random graphs resulting from maximisation of the likelihood of system configurations is presented. An equivalence of such likelihood equilibria to…

We introduce a two-player model of reinforcement learning with memory. Past actions of an iterated game are stored in a memory and used to determine player's next action. To examine the behaviour of the model some approximate methods are…

We review the recent approaches to modelling financial markets based on multi-agent systems. After a brief summary of the basic stylised facts observed in real-market time-series we discuss some simple agent-based systems which are…

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

We study the dynamics and statics of a dilute batch minority game with random external information. We focus on the case in which the number of connections per agent is infinite in the thermodynamic limit. The dynamical scenario of…

In this work the properties of minority games containing agents which try to winning all the time are studied by means of computational simulations. We have considered several ways of introducing above the rules clever players using…

We propose a generalization of classical statistical mechanics which describes the behavior of dissipative systems placed in contact with a heat bath. In contrast to conventional statistical mechanics, which assigns probabilities to the…

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…