缺席等级制度下的演化MG模型及其推广应用

Model of Evolutionary Incomplete Minority Game and its Applications

提出了一种基于非完备策略的演化少数者博弈模型,它在演化的同时允许参与者的策略包含部分随机位,并且规定当主规则随机选择时,由次规则顶替指导。对比分析和数值模拟表明,新模型由于在策略结构上采用“缺席的等级制度”,其性能相对于普通演化MG模型有显著提升,能够以更小的记忆步长和更稳定的策略组成,迅速进化到一个近乎理想的协作状态。分析了新模型的现实意义,并且例举了它在多行业投资模型和囚徒困境问题中的推广应用。

A new model of Evolutionary Incomplete Minority Game （EIMG） was proposed, which features a default hierarchy of rules with evolution, and when introduing random bits into strategies of agents it is capable of applying the secondary rule in the absence of the primary one, Analysis of the numerical experiment results indicates that, in comparison with the Evolutionary Minority Game （EMG） model, the EIMG model can greatly improve the overall performance and evolve to an approximate ideal status very soon with less memory steps and more stable combination of strategies. The practical implication of the EIMG model was discussed, as well as its applications in the problems of multi-trade investment and n-person prisoner＇s dilemma.