Artículo

Burgos, E.; Ceva, H.; Perazzo, R.P.J. "Thermal treatment of the minority game" (2002) Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics. 65(3)
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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
Handle:http://hdl.handle.net/20.500.12110/paper_1063651X_v65_n3_p_Burgos
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