Statistical mechanics of systems with heterogeneous agents: Minority games

被引：191

作者：

Challet, D ^{[1
]}

Marsili, M

Zecchina, R

机构：

[1] Univ Fribourg, Inst Phys Theor, CH-1700 Fribourg, Switzerland

[2] Ist Nazl Fis Nucl, Trieste SISSA Unit, I-34014 Trieste, Italy

[3] Abdus Salam Int Ctr Theoret Phys, I-34100 Trieste, Italy

来源：

PHYSICAL REVIEW LETTERS | 2000年 / 84卷 / 08期

关键词：

D O I：

10.1103/PhysRevLett.84.1824

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We study analytically a simple game theoretical model of heterogeneous interacting agents. We show that the stationary state of the system is described by the ground state of a disordered spin model which is exactly solvable within the simple replica symmetric ansatz. Such a stationary state differs from the Nash equilibrium where each agent maximizes her own utility. The latter turns out to be characterized by a replica symmetry broken structure. Numerical results fully agree with our analytical findings.

引用

页码：1824 / 1827

页数：4

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