TO THE OPTIMIZATION PROBLEM IN THE MINORITY GAME MODEL

被引:0
|
作者
Yanishevsky, V. [1 ]
机构
[1] Ivan Franko State Pedag Univ Drohobych, 46,Lesja Ukrajinka St, UA-82100 Drogobych, Ukraine
来源
JOURNAL OF PHYSICAL STUDIES | 2011年 / 15卷 / 03期
关键词
D O I
暂无
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The optimization problem in the minority game model was investigated using a variational technique that is based on the logarithmic grand-canonical partition function inequality. In the introduced approach the 13IP parameter expansion is not used as in the original papers. Fundamental relations were obtained in replica symmetric approximation for the minimum of the investigated variable as well as a system of equations for variational parameters. It was shown that the obtained results coincide with the results of the original papers.
引用
收藏
页数:10
相关论文
共 50 条
  • [31] Complex Network Minority Game Model for the Financial Market Modeling and Simulation
    Chen, Lingyun
    COMPLEXITY, 2020, 2020
  • [33] The mechanism for the self-adaptation behavior in the evolutionary minority game model
    Xie, YB
    Wang, BH
    Yang, WS
    Wang, WN
    CHINESE SCIENCE BULLETIN, 2004, 49 (05): : 432 - 437
  • [34] A model problem for global optimization
    Rump, Siegfried M.
    IEICE NONLINEAR THEORY AND ITS APPLICATIONS, 2011, 2 (01): : 68 - 73
  • [35] AN OPTIMIZATION MODEL OF THE STEFAN PROBLEM
    KALISTRATOV, VA
    OKHEZIN, SP
    PMM JOURNAL OF APPLIED MATHEMATICS AND MECHANICS, 1993, 57 (03): : 439 - 445
  • [36] Model Transformation as an Optimization Problem
    Kessentini, Marouane
    Sahraoui, Houari
    Boukadoum, Mounir
    MODEL DRIVEN ENGINEERING LANGUAGES AND SYSTEMS, PROCEEDINGS, 2008, 5301 : 159 - +
  • [37] Cooperating agents in the Minority Game
    Wong, KYM
    Lim, SW
    Gao, Z
    PROGRESS OF THEORETICAL PHYSICS SUPPLEMENT, 2005, (157): : 221 - 228
  • [38] Strategy selection in the minority game
    D'hulst, R
    Rodgers, GJ
    PHYSICA A, 2000, 278 (3-4): : 579 - 587
  • [39] Quenching and annealing in the minority game
    Burgos, E
    Ceva, H
    Perazzo, RPJ
    PHYSICA A, 2001, 294 (3-4): : 539 - 546
  • [40] Theory of the evolutionary minority game
    Lo, TS
    Hui, PM
    Johnson, NF
    PHYSICAL REVIEW E, 2000, 62 (03): : 4393 - 4396