Relevance of memory in minority games
By considering diffusion on De Bruijn graphs, we study in detail the dynamics of the histories in the minority game, a model of competition between adaptative agents. Such graphs describe the structure of the temporal evolution of M bit strings, each node standing for a given string, i.e., a history...
| Veröffentlicht in: | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics. - 1993. - 62(2000), 2 Pt A vom: 27. Aug., Seite 1862-8 |
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| Format: | Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2000
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| Zugriff auf das übergeordnete Werk: | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics |
| Schlagworte: | Journal Article |
| Zusammenfassung: | By considering diffusion on De Bruijn graphs, we study in detail the dynamics of the histories in the minority game, a model of competition between adaptative agents. Such graphs describe the structure of the temporal evolution of M bit strings, each node standing for a given string, i.e., a history in the minority game. We show that the frequency of visit of each history is not given by 1/2(M) in the limit of large M when the transition probabilities are biased. Consequently, all quantities of the model do significantly depend on whether the histories are real or uniformly and randomly sampled. We expose a self-consistent theory of the case of real histories, which turns out to be in very good agreement with numerical simulations |
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| Beschreibung: | Date Revised 20.11.2019 published: Print Citation Status PubMed-not-MEDLINE |
| ISSN: | 1063-651X |