Thermal treatment of the minority game
- Autores
- Burgos, E.; Ceva, H.; Perazzo, R.P.J.
- Año de publicación
- 2002
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- 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. - Fuente
- Phys Rev E. 2002;65(3)
- Materia
-
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 - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- http://creativecommons.org/licenses/by/2.5/ar
- Repositorio
- Institución
- Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
- OAI Identificador
- paperaa:paper_1063651X_v65_n3_p_Burgos
Ver los metadatos del registro completo
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Thermal treatment of the minority gameBurgos, E.Ceva, H.Perazzo, R.P.J.AnnealingComputer simulationCostsGame theoryMathematical modelsOptimizationPerturbation techniquesTemperature measurementBar attendance model (BAM)Cost functionsMinority game (MG)Thermal perturbationHeat treatmentWe 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.2002info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfhttp://hdl.handle.net/20.500.12110/paper_1063651X_v65_n3_p_BurgosPhys Rev E. 2002;65(3)reponame:Biblioteca Digital (UBA-FCEN)instname:Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturalesinstacron:UBA-FCENenginfo:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/2.5/ar2025-09-29T13:43:00Zpaperaa:paper_1063651X_v65_n3_p_BurgosInstitucionalhttps://digital.bl.fcen.uba.ar/Universidad públicaNo correspondehttps://digital.bl.fcen.uba.ar/cgi-bin/oaiserver.cgiana@bl.fcen.uba.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:18962025-09-29 13:43:01.411Biblioteca Digital (UBA-FCEN) - Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturalesfalse |
dc.title.none.fl_str_mv |
Thermal treatment of the minority game |
title |
Thermal treatment of the minority game |
spellingShingle |
Thermal treatment of the minority game Burgos, E. 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 |
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 |
dc.creator.none.fl_str_mv |
Burgos, E. Ceva, H. Perazzo, R.P.J. |
author |
Burgos, E. |
author_facet |
Burgos, E. Ceva, H. Perazzo, R.P.J. |
author_role |
author |
author2 |
Ceva, H. Perazzo, R.P.J. |
author2_role |
author author |
dc.subject.none.fl_str_mv |
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 |
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 |
dc.description.none.fl_txt_mv |
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. |
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. |
publishDate |
2002 |
dc.date.none.fl_str_mv |
2002 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/20.500.12110/paper_1063651X_v65_n3_p_Burgos |
url |
http://hdl.handle.net/20.500.12110/paper_1063651X_v65_n3_p_Burgos |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
http://creativecommons.org/licenses/by/2.5/ar |
dc.format.none.fl_str_mv |
application/pdf |
dc.source.none.fl_str_mv |
Phys Rev E. 2002;65(3) reponame:Biblioteca Digital (UBA-FCEN) instname:Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales instacron:UBA-FCEN |
reponame_str |
Biblioteca Digital (UBA-FCEN) |
collection |
Biblioteca Digital (UBA-FCEN) |
instname_str |
Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales |
instacron_str |
UBA-FCEN |
institution |
UBA-FCEN |
repository.name.fl_str_mv |
Biblioteca Digital (UBA-FCEN) - Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales |
repository.mail.fl_str_mv |
ana@bl.fcen.uba.ar |
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13.070432 |