Title of article :
Stochastic decision-making in the minority game
Author/Authors :
D. Sherrington، نويسنده , , A. C. C. Coolen، نويسنده , , J. A. F. Heimel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
9
From page :
83
To page :
91
Abstract :
A discussion is presented of the effects of stochasticity in the decision-making of agents in the minority game. Both simulational and analytic results are reported and discussed for both additive and multiplicative noise. As a function of the ratio d of information dimension to number of agents a phase transition separates a low d non-ergodic phase from a high d ergodic phase. For additive noise the critical dc is temperature-independent but for multiplicative noise dc(T) decreases with T. Additive noise does not affect the asymptotic behaviour for d>dc but is relevant below dc. Multiplicative noise has consequence for all d
Journal title :
Physica A Statistical Mechanics and its Applications
Serial Year :
2002
Journal title :
Physica A Statistical Mechanics and its Applications
Record number :
868002
Link To Document :
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