英文标题：
《Diversity of scales makes an advantage: The case of the Minority Game》
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作者：
Miroslav Pi\\v{s}t\\v{e}k, Frantisek Slanina
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最新提交年份：
2014
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英文摘要：
  We use the Minority Game as a testing frame for the problem of the emergence of diversity in socio-economic systems. For the MG with heterogeneous impacts, we show that the direct generalization of the usual agents\' profit does not fit some real-world situations. As a typical example we use the traffic formulation of the MG. Taking into account vehicles of various lengths it can easily happen that one of the roads is crowded by a few long trucks and the other contains more drivers but still is less covered by vehicles. Most drivers are in the shorter queue, so the majority win. To describe such situations, we generalized the formula for agents\' profit by explicitly introducing utility function depending on an agent\'s impact. Then, the overall profit of the system may become positive depending on the actual choice of the utility function. We investigated several choices of the utility function and showed that this variant of the MG may turn into a positive sum game.
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中文摘要：
我们使用少数群体博弈作为社会经济系统中多样性出现问题的测试框架。对于具有异质性影响的MG，我们证明了通常代理人利润的直接概括不适合某些实际情况。作为一个典型的例子，我们使用MG的流量公式。考虑到不同长度的车辆，很容易出现这样的情况：一条道路上挤满了几辆长卡车，另一条道路上有更多的司机，但车辆的覆盖率仍然较低。大多数司机排队的时间较短，所以大多数人获胜。为了描述这种情况，我们通过显式引入效用函数（取决于代理的影响）来推广代理利润公式。然后，根据效用函数的实际选择，系统的整体利润可能会变为正。我们研究了效用函数的几种选择，并表明MG的这种变体可能会变成一个正和博弈。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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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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