允许主体通过抽样获取信息的MG模型性质的研究  

On properties of minority game in which agents can obtain extra information by sampling

作　　者：杨敏[1] 邱菀华[1] 娄晓琪[1] 

机构地区：[1]北京航空航天大学经济管理学院,北京100083

出　　处：《控制与决策》2004年第4期420-423,428,共5页Control and Decision

基　　金：国家自然科学基金重点项目(79930900).

摘　　要：在标准MG模型中,主体仅仅根据最近一段时期内赢方(或输方)的信息进行决策.而这里给出的模型中,主体还可通过抽样获取额外的信息.对该模型的数值研究结果表明:1)模型相变结构没有改变,但抽样者却能获得远远超过标准MG主体的平均成功率;2)抽样者所占比例的大小对模型性质的影响很小;3)抽样者抽样的容量越大,其平均成功率越高;4)抽样成本不影响抽样者的平均成功率,但却显著地影响着抽样者的平均财富.The making decision problems in minority game (MG) are discussed. Agents make decision according to the sequence of the winner or the loser in the latest period as well as the extra information by sampling. The (numerical) results show that 1) the phase transition structure of the standard MG does not change, but the average (successful) rate of the sampling (agents) is much higher than that of the standard MG agents; 2)the proportion of (sampling) agent has little influences on the model; 3)the larger the agent sampling capacity , the higher their average successful rate; 4)the sampling cost does not infulence the average successful rate of sampling agent, but influence the wealth of sampling agent remarkably.

关 键 词：决策理论 主体 信息获取 MG模型 

分 类 号：O225[理学—运筹学与控制论]