論文

査読有り
2009年9月

Analysis of price behavior in lazy $-game

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
  • Jun Kiniwa
  • ,
  • Takeshi Koide
  • ,
  • Hiroaki Sandoh

388
18
開始ページ
3879
終了ページ
3891
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1016/j.physa.2009.05.034
出版者・発行元
ELSEVIER SCIENCE BV

A non-cooperative iterated multiagent game, called a minority game, and its variations have been extensively studied in this decade. To increase its market similarity, a $-game was presented by observing the current and the next agent's payoffs. However, since the $-game is defined as an offline game, it is difficult to simulate it in practice. So we propose a new online version of the $-game, called a lazy $-game, and analyze the price behavior of the game. First, we reveal the condition of a bubble phenomenon in the lazy $-game. Next, we investigate the price behavior in the lazy $-game and show that there are some upper/lower bounds of the price as long as both the buyers group and the sellers group are nonempty. Then, we consider the similarity between the lazy $-game and the $-game. Finally, we present some simulation results. (C) 2009 Elsevier B.V. All rights reserved.

Web of Science ® 被引用回数 : 1

リンク情報
DOI
https://doi.org/10.1016/j.physa.2009.05.034
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000268533300022&DestApp=WOS_CPL
ID情報
  • DOI : 10.1016/j.physa.2009.05.034
  • ISSN : 0378-4371
  • Web of Science ID : WOS:000268533300022

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