Artículo
Abstract:
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.
Registro:
| Documento: | Artículo |
| Título: | Thermal treatment of the minority game |
| Autor: | Burgos, E.; Ceva, H.; Perazzo, R.P.J. |
| Filiación: | Departamento de Física, Comisión Nacional de Energía Atómica, Avenida del Libertador 8250, Buenos Aires, 1429, Argentina Departamento de Física FCEN, Universidad de Buenos Aires, Ciudad Universitaria, Pabellón 1, Buenos Aires, 1428, Argentina Centro de Estudios Avanzados, Universidad de Buenos Aires, Uriburu 950, Buenos Aires, 1114, Argentina |
| Palabras clave: | 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 |
| Año: | 2002 |
| Volumen: | 65 |
| Número: | 3 |
| DOI: | http://dx.doi.org/10.1103/PhysRevE.65.036711 |
| Título revista: | Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics |
| Título revista abreviado: | Phys Rev E. |
| ISSN: | 1063651X |
| PDF: | https://bibliotecadigital.exactas.uba.ar/download/paper/paper_1063651X_v65_n3_p_Burgos.pdf |
| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_1063651X_v65_n3_p_Burgos |
Referencias:
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Citas:
---------- APA ----------
Burgos, E., Ceva, H. & Perazzo, R.P.J. (2002) . Thermal treatment of the minority game. Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, 65(3).http://dx.doi.org/10.1103/PhysRevE.65.036711
---------- CHICAGO ----------
Burgos, E., Ceva, H., Perazzo, R.P.J. "Thermal treatment of the minority game" . Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics 65, no. 3 (2002).http://dx.doi.org/10.1103/PhysRevE.65.036711
---------- MLA ----------
Burgos, E., Ceva, H., Perazzo, R.P.J. "Thermal treatment of the minority game" . Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, vol. 65, no. 3, 2002.http://dx.doi.org/10.1103/PhysRevE.65.036711
---------- VANCOUVER ----------
Burgos, E., Ceva, H., Perazzo, R.P.J. Thermal treatment of the minority game. Phys Rev E. 2002;65(3).http://dx.doi.org/10.1103/PhysRevE.65.036711
