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71.
72.
The $-game 总被引:1,自引:0,他引:1
J. Vitting Andersen D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》2003,31(1):141-145
We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In
contrast with previous MG, the best strategies are not always targeting the minority but are shifting opportunistically between
the minority and the majority. The emergent properties of the price dynamics and of the wealth of agents are strikingly different
from those found in MG. As the memory of agents is increased, we find a phase transition between a self-sustained speculative
phase in which a “stubborn majority” of agents effectively collaborate to arbitrage a market-maker for their mutual benefit
and a phase where the market-maker always arbitrages the agents. A subset of agents exhibit a sustained non-equilibrium risk-return
profile.
Received 5 June 2002 / Received in final form 21 November 2002 Published online 27 January 2003
RID="a"
ID="a"e-mail: sornette@unice.fr
RID="b"
ID="b"CNRS UMR7536
RID="c"
ID="c"CNRS UMR6622 相似文献
73.
It is proved that Youngs [4] axiomatization for the Shapley value by marginalism, efficiency, and symmetry is still valid for the Shapley value defined on the class of nonnegative constant-sum games with nonzero worth of grand coalition and on the entire class of constant-sum games as well.The research was supported by NWO (The Netherlands Organization for Scientific Research) grant NL-RF 047-008-010.I am thankful to Theo Driessen, Natalia Naumova and Elena Yanovskaya for interesting discussions and comments. The useful remarks of two anonymous referees are also appreciated. 相似文献
74.
Closed kernel systems of the coalition matrix turn out to correspond to cones of games on which the core correspondence is
additive and on which the related barycentric solution is additive, stable and continuous. Different perfect cones corresponding
to closed kernel systems are described.
Received: December 2001/Revised: July 2002
RID="*"
ID="*" This note contains the new results, which were presented by the first author in an invited lecture at the XIV Italian
Meeting on Game Theory and Applications in Ischia, July 2001. The lecture was dedicated to Irinel Dragan on the occasion of
his seventieth birthday. 相似文献
75.
Giulio?CodognatoEmail author Sayantan?GhosalEmail author 《International Journal of Game Theory》2003,31(4):493-498
In this paper, we generalize the exitence result for pure strategy Nash equilibria in anonymous nonatomic games. By working directly on integrals of pure strategies, we also generalize, for the same class of games, the existence result for undominated pure strategy Nash equilibria even though, in general, the set of pure strategy Nash equilibria may fail to be weakly compact.
Received August 2001 相似文献
76.
77.
This paper proposes a new model of Incomplete Minority Game (IMG), which features a default hierarchy of rules. This model introduces random bits into players’ individual strategies and is capable of applying the exception rules in the absence of the default one. Analysis of the numerical experiment results indicates that, in comparison with the standard Minority Game (SMG) model, this IMG model expands the maximum ensemble of uncorrelated strategies (MEUS) and excels in the effective strategy set and dynamic evolution of individual strategies, which enhance the overall performance by reaching an approximate ideal status in a shorter time with less memory steps and more stable combination of strategies. This paper also discusses the practical implication of the new IMG model. 相似文献
78.
葛洵 《纯粹数学与应用数学》2010,26(3)
证明了如果空间类κ为D-空间类或闭遗传不可约空间类,则I(κ)(∈)κ.这一结果对于κ为D空间类和闭遗传不可约空间类,肯定地回答了I(κ)是否包含I2(κ)问题. 相似文献
79.
80.
Abstract. We formulate a robust optimal stopping-time problem for a state-space system and give the connection between various notions
of lower value function for the associated games (and storage function for the associated dissipative system) with solutions
of the appropriate variational inequality (VI) (the analogue of the Hamilton—Jacobi—Bellman—Isaacs equation for this setting).
We show that the stopping-time rule can be obtained by solving the VI in the viscosity sense and a positive definite supersolution
of the VI can be used for stability analysis. 相似文献