摘要翻译:
在大多数情况下,需求超过可用资源,这就产生了竞争、互动和学习。在这篇文章中,我们回顾了一个广泛的多Agent竞争模型(El Farol酒吧问题、少数人博弈、Kolkata Paise餐厅问题、稳定婚姻问题、停车位问题等)以及用来分析理解它们的方法。我们强调从统计力学的概念和工具的力量来理解和解释充分的集体现象,如相变和长记忆,以及代理异质性和物理无序之间的映射。由于这些方法可以应用于任何由具有非线性交互作用的异构自适应agent组成的大规模竞争资源分配模型,为许多学科提供了一个有前景的统一范式。
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英文标题:
《Statistical Mechanics of Competitive Resource Allocation using
Agent-based Models》
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作者:
Anirban Chakraborti, Damien Challet, Arnab Chatterjee, Matteo Marsili,
Yi-Cheng Zhang, Bikas K. Chakrabarti
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最新提交年份:
2014
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分类信息:
一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Physics 物理学
二级分类:Statistical Mechanics 统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要:
Demand outstrips available resources in most situations, which gives rise to competition, interaction and learning. In this article, we review a broad spectrum of multi-agent models of competition (El Farol Bar problem, Minority Game, Kolkata Paise Restaurant problem, Stable marriage problem, Parking space problem and others) and the methods used to understand them analytically. We emphasize the power of concepts and tools from statistical mechanics to understand and explain fully collective phenomena such as phase transitions and long memory, and the mapping between agent heterogeneity and physical disorder. As these methods can be applied to any large-scale model of competitive resource allocation made up of heterogeneous adaptive agent with non-linear interaction, they provide a prospective unifying paradigm for many scientific disciplines.
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PDF链接:
https://arxiv.org/pdf/1305.2121