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arXiv physics/0606107physics.soc-phcond-mat.dis-nn
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具有异质主体的社会经济系统的统计力学

Statistical mechanics of socio-economic systems with heterogeneous agents

Andrea De Martino, Matteo Marsili

摘要:

我们回顾了统计力学的方法来研究新兴的集体行为的异质相互作用的代理系统。在生态系统动力学和交通建模等背景下,通过实例给出了该方法的总体框架.然后,我们专注于分析大型随机资源配置问题的最优性质和少数人博弈和金融市场投机交易的相关模型,讨论了一些扩展,包括多资产模型,多数人博弈和模型与不对称信息。最后,我们总结了主要结论,并概述了该方法的主要问题和局限性。

英文摘要:

We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and traffic modeling. We then focus on the analysis of the optimal properties of large random resource-allocation problems and on Minority Games and related models of speculative trading in financial markets, discussing a number of extensions including multi-asset models, Majority Games and models with asymmetric information. Finally, we summarize the main conclusions and outline the major open problems and limitations of the approach.

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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