少数者博弈模型
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“酒吧问题”——Brian Arthur,1994

少数者博弈模型---MINORITY GAME
——张翼成,1997
1) A large number of independent agents participate
in a market. N (odd)
2) Each agent has some alternatives in making his decision.
A (buy,yes), B (sell,no)
3) The aggregate activity results in a market price,
which is known to all. minority side win
4) Agents use the public price history to make their
decisions.
记忆容量与策略——m=2

在t 时刻,每人根据 t时刻的历史,采用他的s 个策略中累计虚分最高的策略的预测作出决定;
决策后,考察决策的收益,并进一步为策略打分
Minority Game

Strategies:
Adaptive Decision: Using the strategy which having the highest accumulated points


