In this paper I give a brief introduction to a family of simple but
non-trivial models designed to increase our understanding of collective
processes in markets, the so-called Minority Games, and their non-equilibrium
statistical mathematical analysis. Since the most commonly studied members of
this family define disordered stochastic processes without detailed balance,
the canonical technique for finding exact solutions is found to be generating
functional analysis a la De Dominicis, as originally developed in the
spin-glass community.Comment: 14 pages, short review for Cergy 2002 conference proceeding
