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
Biblioteca Digital (UBA-FCEN)
Institución
Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
OAI Identificador
paperaa:paper_1063651X_v65_n3_p_Burgos

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repository_id_str 1896
network_name_str Biblioteca Digital (UBA-FCEN)
spelling 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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