arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0901.2078physics.soc-ph
收藏

少数对策的保结构去劣化

Structure-preserving desynchronization of minority games

Giancarlo Mosetti, Damien Challet, Sorin Solomon

摘要:

在$N$ -玩家游戏中,完美的同步性是一个有用的理论梦想,但是通信延迟是不可避免的,并且可能导致异步交互。有些系统,如金融市场,在设计上是异步的,但大多数理论模型都假设完全同步的行为。我们提出了一个通用的方法,将自适应代理的标准模型转换为异步系统,同时在一定条件下保持其全局结构。以少数者博弈为例,我们发现即使在最大异步确定性情形下,标准博弈的相位和涨落结构仍然存在,但如果在交互作用的时间结构中加入太多的随机性,则相位和涨落结构消失。允许异构的通信速度和活动模式产生了一个新的信息生态,我们详细研究。

英文摘要:

Perfect synchronicity in $N$-player games is a useful theoretical dream, but communication delays are inevitable and may result in asynchronous interactions. Some systems such as financial markets are asynchronous by design, and yet most theoretical models assume perfectly synchronized actions. We propose a general method to transform standard models of adaptive agents into asynchronous systems while preserving their global structure under some conditions. Using the Minority Game as an example, we find that the phase and fluctuations structure of the standard game subsists even in maximally asynchronous deterministic case, but that it disappears if too much stochasticity is added to the temporal structure of interaction. Allowing for heterogeneous communication speeds and activity patterns gives rise to a new information ecology that we study in details.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑