• 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