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arXiv 1508.03201physics.soc-phcond-mat.stat-mech
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少数者博弈中的细节信息效应:随机外生数据对2天记忆的最优性和效率的提高

Effect of detailed information in Minority Game: Optimality of 2-day memory and enhanced efficiency due to random exogenous data

V. Sasidevan

摘要:

在少数者博弈(MG)中,奇数个异质和自适应的代理人在两个选项之间进行选择,最终站在少数一方的人获胜。当可用于代理做出选择的信息是过去$m$天的少数方的身份时,众所周知,当$m \sim \log_2(N)$时,代理之间的紧急协调是最大的。因此,最佳存储器长度随着系统大小而增加。在这项工作中,我们表明,在MG的代理商,使他们的选择的信息是少数方的实力为过去的$m$天,代理商的最佳内存长度总是两个($m=2$)足够大的系统大小。该系统对于$m=1$是低效的,并且对于大的$N$收敛到对于$m > 2$的随机选择行为。令人惊讶的是,与具有任何$m$值的内源性信息的情况相比,向代理提供均匀和随机采样的$m=1$外源性信息导致它们之间的协调增加。这与传统的MG形成鲜明对比,在传统的MG中,代理的协调是不变的,或者相对于这种随机的外源信息变得更糟。

英文摘要:

In the Minority Game (MG), an odd number of heterogeneous and adaptive agents choose between two alternatives and those who end up on the minority side win. When the information available to the agents to make their choice is the identity of the minority side for the past $m$ days, it is well-known that emergent coordination among the agents is maximum when $m \sim \log_2(N)$. The optimal memory-length thus increases with the system size. In this work, we show that, in MG when the information available to the agents to make their choice is the strength of the minority side for the past $m$ days, the optimal memory length for the agents is always two ($m=2$) for large enough system sizes. The system is inefficient for $m=1$ and converge to random choice behaviour for $m > 2$ for large $N$. Surprisingly, providing the agents with uniformly and randomly sampled $m=1$ exogenous information results in an increase in coordination between them compared to the case of endogenous information with any value of $m$. This is in stark contrast to the conventional MG, where agent's coordination is invariant or gets worse with respect to such random exogenous information.

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。

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