Dynamical quenching and annealing in self-organization multiagent models

We study the dynamics of a generalized Minority Game (GMG) and of the Bar Attendance Model (BAM) in which a number of agents self-organize to match an attendance that is fixed externally as a control parameter. We compare the usual dynamics used for the Minority Game with one for the BAM that makes a better use of the available information. We study the asymptotic states reached in both frameworks. We show that states that can be assimilated to either thermodynamic equilibrium or quenched configurations can appear in both models, but with different settings. We discuss the relevance of the parameter $G$ that measures the value of the prize for winning in units of the fine for losing. We also provide an annealing protocol by which the quenched configurations of the GMG can progressively be modified to reach an asymptotic equlibrium state that coincides with the one obtained with the BAM.Comment: around 20 pages, 10 figure

Static correlations functions and domain walls in glass-forming liquids: the case of a sandwich geometry

The problem of measuring nontrivial static correlations in deeply supercooled liquids made recently some progress thanks to the introduction of amorphous boundary conditions, in which a set of free particles is subject to the effect of a different set of particles frozen into their (low temperature) equilibrium positions. In this way, one can study the crossover from nonergodic to ergodic phase, as the size of the free region grows and the effect of the confinement fades. Such crossover defines the so-called point-to-set correlation length, which has been measured in a spherical geometry, or cavity. Here, we make further progress in the study ofcorrelations under amorphous boundary conditions by analyzing the equilibrium properties of a glass-forming liquid, confined in a planar ("sandwich") geometry. The mobile particles are subject to amorphous boundary conditions with the particles in the surrounding walls frozen into their low temperature equilibrium configurations. Compared to the cavity, the sandwich geometry has three main advantages: i) the width of the sandwich is decoupled from its longitudinal size, making the thermodynamic limit possible; ii) for very large width, the behaviour off a single wall can be studied; iii) we can use "anti-parallel" boundary conditions to force a domain wall and measure its excess energy. Our results confirm that amorphous boundary conditions are indeed a very useful new tool inthe study of static properties of glass-forming liquids, but also raise some warning about the fact that not all correlation functions that can be calculated in this framework give the same qualitative results.Comment: Submited to JCP special issue on the glass transisio

Continuous time dynamics of the Thermal Minority Game

We study the continuous time dynamics of the Thermal Minority Game. We find that the dynamical equations of the model reduce to a set of stochastic differential equations for an interacting disordered system with non-trivial random diffusion. This is the simplest microscopic description which accounts for all the features of the system. Within this framework, we study the phase structure of the model and find that its macroscopic properties strongly depend on the initial conditions.Comment: 4 pages, 4 figure

Reply to Comment on ``Thermal Model for Adaptive Competition in a Market''

We reply to the Comment of Challet et al. [cond-mat/0004308] on our paper [Phys. Rev. Lett. 83, 4429 (1999)]. We show that the claim of the Comment that the effects of the temperature in the Thermal Minority Game ``can be eliminated by time rescaling'' and consequently the behaviour is ``independent of T'' has no general validity.Comment: 1 page, 1 figur

Basins of attraction of metastable states of the spherical pp-spin model

We study the basins of attraction of metastable states in the spherical $p$-spin spin glass model, starting the relaxation dynamics at a given distance from a thermalized condition. Weighting the initial condition with the Boltzmann distribution we find a finite size for the basins. On the contrary, a white weighting of the initial condition implies vanishing basins of attraction. We make the corresponding of our results with the ones of a recently constructed effective potential.Comment: LaTeX, 7 pages, 7 eps figure

On the stationary points of the TAP free energy

In the context of the p-spin spherical model, we introduce a method for the computation of the number of stationary points of any nature (minima, saddles, etc.) of the TAP free energy. In doing this we clarify the ambiguities related to the approximations usually adopted in the standard calculations of the number of states in mean field spin glass models.Comment: 11 pages, 1 Postscript figure, plain Te

Adaptive Boolean Networks and Minority Games with Time--Dependent Capacities

In this paper we consider a network of boolean agents that compete for a limited resource. The agents play the so called Generalized Minority Game where the capacity level is allowed to vary externally. We study the properties of such a system for different values of the mean connectivity $K$ of the network, and show that the system with K=2 shows a high degree of coordination for relatively large variations of the capacity level.Comment: 4 pages, 4 figure

Continuum time limit and stationary states of the Minority Game

We discuss in detail the derivation of stochastic differential equations for the continuum time limit of the Minority Game. We show that all properties of the Minority Game can be understood by a careful theoretical analysis of such equations. In particular, i) we confirm that the stationary state properties are given by the ground state configurations of a disordered (soft) spin system; ii) we derive the full stationary state distribution; iii) we characterize the dependence on initial conditions in the symmetric phase and iv) we clarify the behavior of the system as a function of the learning rate. This leaves us with a complete and coherent picture of the collective behavior of the Minority Game. Strikingly we find that the temperature like parameter which is introduced in the choice behavior of individual agents turns out to play the role, at the collective level, of the inverse of a thermodynamic temperature.Comment: Revised version (several new results added). 12 pages, 5 figure

A New Stochastic Strategy for the Minority Game

We present a variant of the Minority Game in which players who where successful in the previous timestep stay with their decision, while the losers change their decision with a probability $p$. Analytical results for different regimes of $p$ and the number of players $N$ are given and connections to existing models are discussed. It is shown that for $p \propto 1/N$ the average loss $\sigma^2$ is of the order of 1 and does not increase with $N$ as for other known strategies.Comment: 4 pages, 3 figure

Generalized strategies in the Minority Game

We show analytically how the fluctuations (i.e. standard deviation) in the Minority Game (MG) can be made to decrease below the random coin-toss limit if the agents use more general behavioral strategies. This suppression of the standard deviation results from a cancellation between the actions of a crowd, in which agents act collectively and make the same decision, and an anticrowd in which agents act collectively by making the opposite decision to the crowd.Comment: Revised manuscript: a few minor typos corrected. Results unaffecte