Conference item

Stochastic decision-making in the minority game

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 d, is temperature-independent but for multiplicative noise d(c) (T) decreases with T...
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Publication status:: Published

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APA Style

Sherrington, D., Coolen, A., & Heimel, J. (2002). Stochastic decision-making in the minority game. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 314(1-4), 83–91.

MLA Style

Sherrington, D., et al. “Stochastic Decision-Making in the Minority Game.” PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, vol. 314, no. 1-4, 2002, pp. 83–91.

Chicago Style

Sherrington, D, A Coolen, and J Heimel. 2002. “Stochastic Decision-Making in the Minority Game.” In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 314:83–91.
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Publisher copy:: 10.1016/S0378-4371(02)01158-5

Authors

+ Sherrington, D More by this author

Institution:

University of Oxford

Division:

MPLS

Department:

Physics

Sub department:

Theoretical Physics

Role:

Author

+ Coolen, A More by this author

Role:

Author

+ Heimel, J More by this author

Role:

Author

Bibliographic Details

Journal:: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS More from this journal
Volume:: 314
Issue:: 1-4
Pages:: 83-91
Publication date:: 2002-11-01
Event title:: Meeting on Horizons in Complex Systems
DOI:: 10.1016/S0378-4371(02)01158-5
ISSN:: 0378-4371

Item Description

Keywords:: statistical physics

minority game

econophysics
Pubs id:: pubs:14620
UUID:: uuid:913658c0-985d-4209-b952-2b712ceaa519
Local pid:: pubs:14620
Source identifiers:: 14620
Deposit date:: 2012-12-19

Terms of use

Copyright date:: 2002

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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