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摘要翻译：
我们研究了有效制度下的少数人博弈。通过结合效用函数和聚集具有相似策略的代理，我们发展了一个有效的博弈状态的中尺度概念。利用这种方法，博弈可以表示为一个马尔可夫过程，其状态数显著减少，概率显式可计算。对于任意收益，证明了状态个数的有限性。一个广泛的随机变量的有趣特征，称为聚合需求，即。其强烈的不均匀性和存在的模式在时间上，可以很容易地解释。利用马尔可夫理论和猝灭无序方法，我们可以解释博弈的重要宏观特征：人均方差行为和总需求的可预测性。我们证明了在线性支付的情况下，状态空间中的许多吸引子是可能的。
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英文标题：
《Mesoscopic approach to minority games in herd regime》
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作者：
Karol Wawrzyniak, Wojciech Wislicki
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最新提交年份：
2011
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分类信息：
一级分类：Physics 物理学
二级分类：Adaptation and Self-Organizing Systems 自适应和自组织系统
分类描述：Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应，自组织系统，统计物理，波动系统，随机过程，相互作用粒子系统，机器学习
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一级分类：Computer Science 计算机科学
二级分类：Multiagent Systems 多智能体系统
分类描述：Covers multiagent systems, distributed artificial intelligence, intelligent agents, coordinated interactions. and practical applications. Roughly covers ACM Subject Class I.2.11.
涵盖多Agent系统、分布式人工智能、智能Agent、协调交互。和实际应用。大致涵盖ACM科目I.2.11类。
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一级分类：Mathematics 数学
二级分类：Dynamical Systems 动力系统
分类描述：Dynamics of differential equations and flows, mechanics, classical few-body problems, iterations, complex dynamics, delayed differential equations
微分方程和流动的动力学，力学，经典的少体问题，迭代，复杂动力学，延迟微分方程
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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：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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英文摘要：
We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be represented as a Markov process with substantially reduced number of states with explicitly computable probabilities. For any payoff, the finiteness of the number of states is proved. Interesting features of an extensive random variable, called aggregated demand, viz. its strong inhomogeneity and presence of patterns in time, can be easily interpreted. Using Markov theory and quenched disorder approach, we can explain important macroscopic characteristics of the game: behavior of variance per capita and predictability of the aggregated demand. We prove that in case of linear payoff many attractors in the state space are possible.
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PDF链接：
https://arxiv.org/pdf/1112.0210
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