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arXiv physics/0504001physics.soc-ph
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混合博弈模型的动态行为及其应用

Dynamic Behaviors of Mix-game Model and Its Applications

Chengling Gou

摘要:

本文提出了一种修改少数者博弈(MG),通过添加一些代理人谁发挥多数博弈到MG。因此,它被称为混合游戏。该模型的亮点在于混合博弈中的两组智能体在处理历史信息和计算自身绩效方面具有不同的能力界限。通过仿真发现,在MG中加入参与多数博弈的Agent后,局部波动率发生了很大的变化,局部波动率的变化很大程度上取决于两个群体的历史记忆的不同组合。此外,本文分析了这一发现的潜在机制。并给出了混合博弈的应用实例。

英文摘要:

This paper proposes a modification to Minority Game (MG) by adding some agents who play majority game into MG. So it is referred to as mix-game. The highlight of this model is that the two groups of agents in mix-game have different bounded abilities to deal with history information and to count their own performance. Through simulations, this paper finds out that the local volatilities change a lot by adding some agents who play majority game into MG, and the change of local volatilities largely depends on different combinations of history memories of the two groups. Furthermore this paper analyses the underlying mechanisms for this finding. It also gives an example of applications of mix-game.

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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