playing the hypothesis testing minority game in the maximal reduced strategy space abstract hypothesis testing minority game hmg is a variant of the standard minority game mg that models the inertial behavior of agents in the market in the earlier study of our group we find that agents cooperate better in hmg than in the standard mg when strategies are picked from the full strategy space here we continue to study the behavior of hmg when strategies are chosen from the maximal reduced strategy space surprisingly we find that unlike the standard mg the level of cooperation in hmg depends strongly on the strategy space used in addition a novel intermittency dynamics is also observed in the minority choice time series in a certain parameter range in which the orderly phases are characterized by a variety of periodic dynamics remarkably all these findings can be explained by the crowd anticrowd theory

dynamical solution of the on line minority game we solve the dynamics of the on line minority game mg with general types of decision noise using generating functional techniques a la de dominicis and the temporal regularization procedure of bedeaux et al the result is a macroscopic dynamical theory in the form of closed equations for correlation and response functions defined via an effective continuous time single trader process which are exact in both the ergodic and in the non ergodic regime of the mg our solution also explains why although one cannot formally truncate the kramers moyal expansion of the process after the fokker planck term upon doing so one still finds the correct solution that the previously proposed diffusion matrices for the fokker planck term are incomplete and how previously proposed approximations of the market volatility can be traced back to ergodicity assumptions

fuzzy inventory with backorder for fuzzy order quantity and fuzzy shortage quantity abstract in the problem of inventory with backorder the total cost is f q s in section 2 2 1 0 0 let kq s f q s 0 g q s a a b q where q q 1 q 0 q 2 is a triangular fuzzy number also we will have the membership function g q z of the fuzzy cost g q and its centroid

mixed population minority game with generalized strategies we present a quantitative theory based on crowd effects for the market volatility in a minority game played by a mixed population below a critical concentration of generalized strategy players we find that the volatility in the crowded regime remains above the random coin toss value regardless of the temperature controlling strategy use our theory yields good agreement with numerical simulations

an interpolating by pass to pareto optimality in intuitionistic fuzzy technique for a eoq model with time sensitive backlogging abstract this article fuzzyfies eoq crisp model with backlogged while demand of the customers varies with selling price and promotional effort the demand rate in stock out situation decreases with duration of the shortage period and it comes back to its initial rate since promotional effort continues the cost function consists of set up cost inventory cost shortage cost and cost for promotional effort the coefficient vectors of the concerned minimization cost function are considered as fuzzy numbers which are transformed into interval numbers then the interval objective function has been transformed into a classical multi objective eoq model using intuitionistic fuzzy technique a comparative study on pareto optimality and optimality under lagrange s interpolating polynomial function has been made illustrating numerical example

the minority game with different payoff functions crowd anticrowd theory abstract the crowd anticrowd theory is applied to explain the features observed in a class of the minority game using different payoff functions simulations results using both the full strategy space and a reduced strategy space reveal that the standard deviation sd in the number of agents making a particular decision over time as a function of the agents memory size m does not depend on the explicit form of the payoff function the robustness of the results is explained in terms of the general features in strategy selection among the agents in different regimes of m while different payoff functions may affect the popularity of a particular strategy the strategy selection is found to be insensitive to the choice of payoff functions the crowd anticrowd cancellation effect leads to a minimum in sd at an intermediate value of m separating the small m regime characterized by crowd behavior and the large m regime characterized by random coin toss behavior of the agents

statistical thermodynamics for choice models on graphs abstract formalism based on equilibrium statistical thermodynamics is applied to communication networks of decision making individuals it is shown that in statistical ensembles for choice models properly defined disutility plays the same role as energy in statistical mechanics we demonstrate additivity and extensivity of disutility and build three types of equilibrium statistical ensembles the canonical the grand canonical and the super canonical using boltzmann probability measure one can reproduce the logit choice model we propose using q distributions for temperature evolution of moments of stochastic variables the formalism is applied to networks with fixed topologies of different degrees of symmetry for which analytic and numerical results are presented

cooperative behavior in evolutionary snowdrift game with bounded rationality abstract an evolutionary snowdrift game sg that incorporates bounded rationality and limited information in the evolutionary process is proposed and studied based on sg in a well mixed population and defining the winning action at a turn to be the one that gets a higher payoff the most recent m winning actions can be used as a public information based on which the competing agents decide their next actions this defines a strategy pool from which each agent picks a number of strategies as their tool in adapting to the competing environment the payoff parameter r in sg serves to set the maximum number of winners per turn due to the bounded rationality and limited information the cooperative frequency shows steps and plateaux as a function of r and these features tend to be smoothed out as m increases these features are results of an interplay between a restricted subset of m bit histories that the system can visit at a value of r and the limited capacity that agents can adapt the standard deviation in the number of agents taking the cooperative action is also studied for general values of r our model generates a realization of the binary agent resource model the idea of introducing bounded rationality into a two person game to realize the minority game or binary agent resource model could be a useful tool for future research

the evolutionary minority game with local coordination abstract we discuss a modification of the evolutionary minority game emg in which agents are placed in the nodes of a regular or a random graph a neighborhood for each agent can thus be defined and a modification of the usual relaxation dynamics can be made in which each agent updates her decision depending upon her neighborhood we report numerical results for the topologies of a ring a torus and a random graph changing the size of the neighborhood we find the surprising result that in the emg a better coordination a lower frustration can be achieved if agents base their actions on local information disregarding the global trend in the self segregation process

optimization of fuzzy production inventory models in this paper we introduce two fuzzy production inventory models with fuzzy parameters for crisp production quantity or for fuzzy production quantity the fuzzy total production inventory costs of these models under the fuzzy arithmetical operations of function principle are proposed the final purpose is to find optimal solutions of these models by using graded mean integration representation method for defuzzifing fuzzy total production inventory cost and by using extension of the lagrangean method for solving inequality constrain problem furthermore we find that the optimal solutions are all crisp real numbers in addition when the fuzzy parameters fuzzy inventory cost fuzzy demand fuzzy setup cost fuzzy demand rate and fuzzy production rate are all crisp real numbers the optimal solutions of our proposed models can be specified to meet classical production inventory models

minority game with peer pressure abstract to study the interplay between global market choice and local peer pressure we construct a minority game like econophysical model in this so called networked minority game model every selfish player uses both the historical minority choice of the population and the historical choice of one s neighbors in an unbiased manner to make decision results of numerical simulation show that the level of cooperation in the networked minority game differs remarkably from the original minority game as well as the prediction of the crowd anticrowd theory we argue that the deviation from the crowd anticrowd theory is due to the negligence of the effect of a four point correlation function in the effective hamiltonian of the system

backorder fuzzy inventory model under function principle in this paper the fuzzy inventory model is discussed especially in the case of permitting backorder under the fuzzy environment of fuzzy demand fuzzy order cost fuzzy inventory cost and fuzzy backorder cost we use the function principle instead of the extension principle to calculate the total fuzzy inventory cost we also apply the median rule to find the optimal economic order quantity eoq and shortage quantity

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 nontrivial 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

transient elastic waves in finite layered media one dimensional analysis transient waves induced by a trapezoidal pulse are studied for a class of finite periodic elastic media using a modal method for weakly coupled systems approximate relations are derived for peak compressive stress and group velocity peak stress behind the wave front is proportional to transmissibility the product of frequency interval of the first propagating zone and time interval of the equivalent rectangular pulse which conserves impulse along the stack stress is attenuated or magnified exponentially depending on transmissibility finally the effect on peak stress of disorder in the stack is investigated

on the minority game analytical and numerical studies abstract we investigate further several properties of the minority game we have recently introduced we explain the origin of the phase transition and give an analytical expression of 2 n in the n 2 m region the ability of the players to learn a given payoff is also analyzed and we show that the darwinian evolution process tends to a self organized state in particular the lifetime distribution is a power law with exponent 2 furthermore we study the influence of identical players on their gain and on the systems performance finally we show that large brains always take advantage of small brains

the hamming distance in the minority game abstract we investigate different versions of the minority game a toy model for agents buying and selling a commodity the hamming distance between the strategies used by agents to make decisions is introduced as an analytical tool to determine several properties of these models the success rate of the agents in an adaptive version of the game is compared with the rate from a stochastic version it is shown numerically and analytically that the adaptive process is inefficient increasing the success rate of the unused strategies while decreasing the success rate of the strategies used by the agents the agents do not do as well as if they were forced to use only one strategy permanently a version of the game in which the agents strategies evolve is also analysed using the notion of distance the agents evolve into a state in which they are all using one strategy which is again the state that yields the maximum success rate

controlling collective dynamics in complex minority game resource allocation systems resource allocation takes place in various kinds of real world complex systems such as traffic systems social services institutions or organizations or even ecosystems the fundamental principle underlying complex resource allocation dynamics is boolean interactions associated with minority games as resources are generally limited and agents tend to choose the least used resource based on available information a common but harmful dynamical behavior in resource allocation systems is herding where there are time intervals during which a large majority of the agents compete for a few resources leaving many other resources unused accompanying the herd behavior is thus strong fluctuations with time in the number of resources being used in this paper we articulate and establish that an intuitive control strategy namely pinning control is effective at harnessing the herding dynamics in particular by fixing the choices of resources for a few agents while leaving the majority of the agents free herding can be eliminated completely our investigation is systematic in that we consider random and targeted pinning and a variety of network topologies and we carry out a comprehensive analysis in the framework of mean field theory to understand the working of control the basic philosophy is then that when a few agents waive their freedom to choose resources by receiving sufficient incentives the majority of the agents benefit in that they will make fair efficient and effective use of the available resources our work represents a basic and general framework to address the fundamental issue of fluctuations in complex dynamical systems with significant applications to social economical and political systems

on the multinomial logit model abstract we show that the multinomial logit model of bounded rational choice can be derived in the same way as the gibbs boltzmann distribution in statistical physics in particular this model describes the behavior of a thermodynamic agent which is an agent whose utility function depends on a very large number of variables with respect to a small subset of variables weakly interacting with the others we also show that the same model is obtained if entropic control costs or information costs are introduced in which case the temperature like parameter can be considered as the price of negative entropy

failsafe modes in incomplete minority game abstract we make a failsafe extension to the incomplete minority game model give a brief analysis on how incompleteness will effect system efficiency simulations that limited incompleteness in strategies can improve the system efficiency among three failsafe modes the back to best mode brings most significant improvement and keeps the system efficiency in a long range of incompleteness a simple analytic formula has a trend which matches simulation results the immg model is used to study the effect of distribution and we find that there is one junction point in each series of curves at which system efficiency is not influenced by the distribution of incompleteness when p i p i c the concentration of incompleteness weakens the effect on the other side of p i c concentration will be helpful when p i is close to zero agents using incomplete strategies have on average better profits than those using standard strategies and the back to best agents have a wider range of p i to win

random matrix ensembles with column row constraints ii we analyze statistical properties of a complex system subjected to conditions which manifests through specific constraints on the column row sum of the matrix elements of its hermitian operators the presence of additional constraints besides real symmetric nature leads to new correlations among their eigenfunctions hinders a complete delocalization of dynamics and affects the eigenvalues too the statistical analysis of the latter indicates the presence of a new universality class analogous to that of a special type of brownian ensemble appearing between poisson and gaussian orthogonal ensemble

multichoice minority game dynamics and global cooperation abstract in the original two choice minority game mg selfish players cooperate with each other even though direct communication is not allowed moreover there is a periodic dynamics in the mg whenever the strategy space size is much smaller than the number of strategies at play do these phenomena persist if every player has n c 2 choices where all player s strategies are picked from a reduced strategy space we answer this question by studying a multichoice minority game model known as mg n c s numerical simulation shows that these two models have very similar global cooperative behaviors nevertheless unlike in the mg periodic dynamics does not always appear in the mg n c s even when the strategy space size is much smaller than the number of strategies at play

irrelevance of memory in the minority game by means of extensive numerical simulations we show that all the distinctive features of the minority game introduced by challet and zhang physica a 256 514 1998 are completely independent of the memory of the agents the only crucial requirement is that all the individuals must possess the same information irrespective of whether this information is true or false

the full strategy minority game abstract the full strategy minority game f s m g is an instance of the minority game m g which includes a single copy of every potential agent in this work we explicitly solve the f s m g thanks to certain symmetries of this game furthermore by considering the m g as a statistical sample of the f s m g we compute approximated values of the key variable 2 n in the symmetric phase for different versions of the m g as another application we prove that our results can be easily modified in order to handle certain kinds of initial biased strategy scores in particular when the bias is introduced at the agents level we also show that the f s m g verifies a strict period two dynamics i e period two dynamics satisfied with probability 1 giving to the best of our knowledge the first example of an instance of the m g for which this feature can be analytically proved thanks to this property it is possible to compute in a simple way the probability that a general instance of the m g breaks the period two dynamics for the first time in a given simulation

order and disorder in the local evolutionary minority game abstract we study a modification of the evolutionary minority game emg in which agents are placed in the nodes of a regular or a random graph a neighborhood for each agent can thus be defined and a modification of the usual relaxation dynamics can be made in which each agent updates her decision scheme depending upon the options made in her immediate neighborhood we name this model the local evolutionary minority game lemg we report numerical results for the topologies of a ring a torus and a random graph changing the size of the neighborhood we focus our discussion in a one dimensional system and perform a detailed comparison of the results obtained from the random relaxation dynamics of the lemg and from a linear chain of interacting spin like variables with temperature we provide a physical interpretation of the surprising result that in the lemg a better coordination a lower frustration is achieved if agents base their actions on local information we show how the lemg can be regarded as a model that gradually interpolates between a fully ordered antiferromagnetic like system and a fully disordered system that can be assimilated to a spin glass

dispersion of stress waves in one dimensional semi infinite weakly coupled layared systems an analytical study of the dispersion of transient stress waves in the first layer of a weakly coupled semi infinite bi layered system is carried out the analysis is based on approximate fourier transform inversions and makes use of the fact that the weakly coupled system possesses small propagation zones pzs in the frequency domain low and high frequency asymptotic approximations to the transient waves are computed taking into account frequency components of the transfer function in the first and second pzs respectively the derived analytic expressions are superpositions of non oscillating terms and convolution integrals with decaying oscillatory kernels it is shown that depending on the frequency and the amplitude of the convolution kernels the dispersed waves overshoot or undershoot the applied impulsive excitation this result is of significant practical importance in the design of layered systems as stress attenuators

effect of imitation in evolutionary minority game on small world networks abstract the system performance in an evolutionary minority game with imitation on small world networks is studied numerical results show that system performance positively correlates with the clustering coefficients the domain structure of the agents strategies can be used to give a qualitative explanation for it we also find that the time series of the reduced variance 2 n could have a phasic evolution from a metastable state two crowds are formed but the distribution of their probabilities does not peak at p 0 and p 1 to a s t e a d y s t a t e the two crowds evolve into a crowd and an anticrowd with the distribution of their probabilities peaking at p 0 and p 1

correspondence between temporal correlations in time series inverse problems and the spherical model in this paper we employ methods from statistical mechanics to model temporal correlations in time series we put forward a methodology based on the maximum entropy principle to generate ensembles of time series constrained to preserve part of the temporal structure of an empirical time series of interest we show that a constraint on the lag one autocorrelation can be fully handled analytically and corresponds to the well known spherical model of a ferromagnet we then extend such a model to include constraints on more complex temporal correlations by means of perturbation theory showing that this leads to substantial improvements in capturing the lag one autocorrelation in the variance we apply our approach on synthetic data and illustrate how it can be used to formulate expectations on the future values of a data generating process

mesoscopic approach to minority games in herd regime abstract 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 the 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 the case of linear payoff many attractors in the state space are possible

crowd anticrowd theory of the minority game abstract the minority game is a simple yet highly non trivial agent based model for a complex adaptive system here we provide an explanation of the game s fluctuations which is both intuitive and quantitative and which applies over the entire parameter range of interest the physical idea behind our theory is to describe the interplay between crowds of like minded agents and their anticorrelated partners anticrowds

theory of networked minority games based on strategy pattern dynamics we formulate a theory of agent based models in which agents compete to be in a winning group the agents may be part of a network or not and the winning group may be a minority group or not an important feature of the present formalism is its focus on the dynamical pattern of strategy rankings and its careful treatment of the strategy ties which arise during the system s temporal evolution we apply it to the minority game with connected populations expressions for the mean success rate among the agents and for the mean success rate for agents with k neighbors are derived we also use the theory to estimate the value of connectivity p above which the binary agent resource system with high resource levels makes the transition into the high connectivity state

generalized strategies in the minority game we show analytically how the fluctuations i e standard deviation ensuremath sigma in the minority game can decrease below the random coin toss limit if the agents use more general stochastic strategies this suppression of ensuremath sigma results from a cancellation between the actions of a crowd in which agents act collectively and make the same decision and those of an anticrowd in which agents act collectively by making the opposite decision to the crowd

effects of imitation in a competing and evolving population abstract we propose and study a modified version of the evolutionary minority game consisting of a competing population agents in the population are repeatedly competing to be in a minority and they have a common strategy each agent has a parameter p characterizing the probability that she is following the prediction of the common strategy agents are lined up in a one dimensional chain with periodic boundary condition imitation is allowed among nearest neighboring agents numerical results show that the agents evolve into a state in which they self segregate into opposite groups characterized by extreme behavior and imitation leads to considerable enhancement in the overall performance of the population

the minority game with interactions we partially modify the rules of the minority game mg by introducing some degree of local information in the game which is only available for some agents called the interacting agents our work shows that for small values of the new parameter of the model the fraction of interacting agents there is an improvement of the use of the resources with respect to the mg while as this number grows the response of the system changes and ends up behaving worst than the usual mg

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 temperaturelike 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

how to attain maximum profit in minority game what is the physical origin of player cooperation in minority game and how to obtain maximum global wealth in minority game we answer the above questions by studying a variant of minority game from which players choose among nc alternatives according to strategies picked from a restricted set of strategy space our numerical experiment concludes that player cooperation is the result of a suitable size of sampling in the available strategy space hence the overall performance of the game can be improved by suitably adjusting the strategy space size

modeling of the financial market using the two dimensional anisotropic ising model we have used the two dimensional classical anisotropic ising model in an external field and with an ion single anisotropy term as a mathematical model for the price dynamics of the financial market the model presented allows us to test within the same framework the comparative explanatory power of rational agents versus irrational agents with respect to the facts of financial markets we have obtained the mean price in terms of the strong of the site anisotropy term which reinforces the sensitivity of the agent s sentiment to external news

non poisson intermittent events in price formation in a ising spin model of market abstract the formation of price in a financial market is modelled as a chain of ising spin with three fundamental figures of trading we investigate the time behaviour of the model and we compare the results with the real euro usd change rate by using the test of local poisson hypothesis we show that this minimal model leads to clustering and declustering in the volatility signal typical of the real market data

models for a fuzzy inventory of two replaceable merchandises without backorder based on the signed distance of fuzzy sets abstract this paper investigates the inventory problems for two mutually complementary merchandises we first consider the merchandises in a monopoly market and then in a perfect competitive market with the fuzzy sets concept we discuss how to determine the optimal ordering policy for the aforementioned inventory problem such that the total related cost is minimum three results are obtained and the numerical examples are provided to illustrate these results in contrast with the previous studies that employed the extension principle and centroid method to derive the estimate of the total cost in the fuzzy sense we show that using the decomposition principle and the signed distance can attain it easier

triple grouping and period three oscillations in minority game dynamics dynamical systems based on the minority game mg have been a paradigm for gaining significant insights into a variety of social and biological behaviors recently a grouping phenomenon has been unveiled in mg systems of multiple resources strategies in which the strategies spontaneously break into an even number of groups each exhibiting an identical oscillation pattern in the attendance of game players here we report our finding of spontaneous breakup of resources into three groups each exhibiting period three oscillations an analysis is developed to understand the emergence of the striking phenomenon of triple grouping and period three oscillations in the presence of random disturbances the triple group period three state becomes transient and we obtain explicit formula for the average transient lifetime using two methods of approximation our finding indicates that period three oscillation regarded as one of the most fundamental behaviors in smooth nonlinear dynamical systems can also occur in much more complex evolutionary game dynamical systems our result also provides a plausible insight for the occurrence of triple grouping observed for example in the u s housing market

emergence of time horizon invariant correlation structure in financial returns by subtraction of the market mode we investigate the emergence of a structure in the correlation matrix of assets returns as the time horizon over which returns are computed increases from the minutes to the daily scale we analyze data from different stock markets new york paris london milano and with different methods in addition to the usual correlations we also analyze those obtained by subtracting the dynamics of the center of mass i e the market mode we find that when the center of mass is not removed the structure emerges as the time horizon increases from splitting a single large cluster into smaller ones by contrast when the market mode is removed the structure of correlations observed at the daily scale is already well defined at very high frequency 5 min in the new york stock exchange moreover this structure accounts for 80 of the classification of stocks in economic sectors similar results though less sharp are found for the other markets we also find that the structure of correlations in the overnight returns is markedly different from that of intraday activity

simplified analytical models for transient uniaxial waves in a layered periodic stack abstract a physical understanding is gained of some results acquired in the analysis of transient propagation of uniaxial elastic waves in weakly coupled periodic stacks using simple analytical models three simplified models are examined a mass spring chain a single mass spring attached to a delayed moving base and high frequencies of an elastic mass reacted upon by a spring closed form expressions and asymptotic behavior are obtained for attenuation of maximum stress characteristic velocities internal stress distribution and transmission or suppression of highfrequency oscillations the results provide insights in the design of impact resistant structural systems using layered periodic stacks

inventory without backorder with fuzzy total cost and fuzzy storing cost defuzzified by centroid and signed distance abstract in the total cost of inventory without backorders we fuzzify the total demand r and the cost of storing one unit per day a to the triangular fuzzy numbers r and a in a plan period respectively for any order quantity q 0 we get the fuzzy total cost h q r a in terms of r and a then we defuzzify by the centroid and the signed distance methods we can find the minimun total cost and the optimal order quantity by defuzzifying the total cost through the centroid method we can do the same thing by the signed distance method then we compare the results obtained by these two methods

an aggregated fuzzy naive bayes data classifier in this study an aggregated fuzzy naive bayes classifier is proposed for decision making problems where both linguistic and numerical information are available in the solution process of such problems all attributes are considered as fuzzy numbers and a procedure based on 2 tuple fuzzy linguistic representation model is generated for combining them this procedure and subsequent fuzzy naive bayes classification are performed based on arithmetic operations defined by chen s function principle the proposed method was demonstrated on 2 well known examples from the literature in which both numerical and linguistic attributes were considered the results show that the proposed aggregated fuzzy naive bayes classifier is notably efficient in decision making where the attributes are in more realistic forms

crowd effects and volatility in markets with competing agents abstract we present analytic and numerical results for two models namely the minority model and the bar attendance model which offer simple paradigms for a competitive marketplace both models feature heterogeneous agents with bounded rationality who act using inductive reasoning we find that the effects of crowding are crucial to the understanding of the macroscopic fluctuations or volatility in the resulting dynamics of these systems

multi objective decision making model under fuzzy random environment and its application to inventory problems in this paper we concentrate on developing a fuzzy random multi objective model about inventory problems by giving some definitions and discussing some properties of fuzzy random variable we design a method of solving solution sets of fuzzy random multi objective programming problems these are applied to numerical inventory problems in which all inventory costs purchasing and selling prices in the objectives and constraints are assumed to be fuzzy random variables in nature and then the impreciseness of fuzzy random variables in the above objectives and constraints are transformed into fuzzy variables which are similar trapezoidal fuzzy numbers the exact parameters of fuzzy membership function and probability density function can be obtained through fuzzy random simulating the past dates by comparing the results with those from the fuzzy multi objective models we believe that the proposed fuzzy random multi objective model and hybrid intelligent algorithm provide significant solutions to construct other inventory models with fuzzy random variables in real life

enhanced winnings in a mixed ability population playing a minority game we study a mixed population of adaptive agents with small and large memories competing in a minority game if the agents are sufficiently adaptive we find that the average winnings per agent can exceed that obtainable in the corresponding pure populations in contrast to the pure population the average success rate of the large memory agents can be greater than 50 the present results are not reproduced if the agents are fed a random history thereby demonstrating the importance of memory in this system

incorporating inertia into multiagent systems we consider a model that demonstrates the crucial role of inertia and stickiness in multiagent systems based on the minority game the inertia of an agent is introduced into the game model by allowing agents to apply hypothesis testing when choosing their best strategies thereby reducing their reactivity toward changes in the environment we find by extensive numerical simulations that our game shows a remarkable improvement of global cooperation throughout the whole phase space in other words the maladaptation behavior due to over reaction of agents is removed these agents are also shown to be advantageous over the standard ones which are sometimes too sensitive to attain a fair success rate we also calculate analytically the minimum amount of inertia needed to achieve the above improvement our calculation is consistent with the numerical simulation results finally we review some related works in the field that show similar behaviors and compare them to our work

incomplete strategy effect in minority game abstract we perform simulations with the extended incomplete minority game model and find that limited incompleteness in strategies can improve the system efficiency greatly there is a critical p i c such that agents in a system can get the best cooperation the critical strategy density value c decreases monotonously with the increase of p i we also mix incomplete strategy agents with standard strategy agents to study the effect of incompleteness distribution on system properties and group average profit concentration of incompleteness weakens its effect when p i is close to zero agents using incomplete strategies averagely have better profits than those using standard strategies

evolutionary dynamics of populations with conflicting interactions classification and analytical treatment considering asymmetry and power evolutionary game theory has been successfully used to investigate the dynamics of systems in which many entities have competitive interactions from a physics point of view it is interesting to study conditions under which a coordination or cooperation of interacting entities will occur be it spins particles bacteria animals or humans here we analyze the case where the entities are heterogeneous particularly the case of two populations with conflicting interactions and two possible states for such systems explicit mathematical formulas will be determined for the stationary solutions and the associated eigenvalues which determine their stability in this way four different types of system dynamics can be classified and the various kinds of phase transitions between them will be discussed while these results are interesting from a physics point of view they are also relevant for social economic and biological systems as they allow one to understand conditions for 1 the breakdown of cooperation 2 the coexistence of different behaviors subcultures 3 the evolution of commonly shared behaviors norms and 4 the occurrence of polarization or conflict we point out that norms have a similar function in social systems that forces have in physics

multiple choice minority game abstract minority game is a model of heterogeneous players who think inductively in this game each player chooses one out of two alternatives every turn and those who end up in the minority side wins it is instructive to extend the minority game by allowing players to choose one out of many alternatives nevertheless such an extension is not straight forward due to difficulties in finding a set of reasonable unbiased and computationally feasible strategies here we propose a variation of the minority game where every player has more than two options results of numerical simulations agree with the expectation that our multiple choices minority game exhibits similar behavior as the original two choice minority game

theory of enhanced performance emerging in a sparsely connected competitive population we provide an analytic theory to explain anghel et al s recent numerical finding whereby a maximum in the global performance emerges for a sparsely connected competitive population phys rev lett 92 058701 2004 we show that the effect originates in the highly correlated dynamics of strategy choice and can be significantly enhanced using a simple modification to the model

statistical mechanics of systems with heterogeneous agents minority games we study analytically a simple game theoretical model of heterogeneous interacting agents we show that the stationary state of the system is described by the ground state of a disordered spin model which is exactly solvable within the simple replica symmetric ansatz such a stationary state differs from the nash equilibrium where each agent maximizes her own utility the latter turns out to be characterized by a replica symmetry broken structure numerical results fully agree with our analytical findings

operations of fuzzy numbers with step form membership function using function principle abstract the function principle was introduced in 1984 by chen to keep the original type of membership function and simplify the arithmetic operations of fuzzy numbers this paper shows how to treat the operations of fuzzy numbers with step form by using function principle

fuzzy mixture inventory model involving fuzzy random variable lead time demand and fuzzy total demand this article considers the mixture inventory model involving variable lead time with backorders and lost sales we first fuzzify the random lead time demand to be a fuzzy random variable and obtain the total cost in the fuzzy sense then we further fuzzify the total demand to be the triangular fuzzy number and derive the fuzzy total cost by the centroid method of defuzzification we derive the estimate of total cost in the fuzzy sense also we find the optimal solution for order quantity and lead time in the fuzzy sense such that the total cost has a minimum value a numerical example is provided to illustrate the results of proposed model

broken ergodicity and memory in the minority game we study the dynamics of the batch minority game with market impact correction using generating functional techniques to carry out the quenched disorder average we find that the assumption of weak long term memory which one usually makes in order to calculate ergodic stationary states breaks down when the persistent autocorrelation becomes larger than cc0 772 we show that this condition remarkably coincides with the at line found in an earlier static calculation this result suggests a new scenario for ergodicity breaking in disordered systems

a multi objective decision making model with fuzzy rough coefficients and its application to the inventory problem in this paper we concentrate on developing a fuzzy rough multi objective decision making model according to uncertainty theory we present some equivalent models and a traditional algorithm based on an interactive fuzzy satisfying method which is similar to the interactive fuzzy rough satisfying method in order to obtain a satisfying solution for the decision maker in addition the technique of fuzzy rough simulation is applied to deal with general fuzzy rough objective functions and fuzzy rough constraints which are usually difficult to convert into their equivalents furthermore combined with the techniques of fuzzy rough simulation a genetic algorithm using the compromise approach is designed for solving a fuzzy rough multi objective programming problem finally a model is applied to an inventory problem to illustrate the usefulness of the proposed model and algorithm and then a sensitivity analysis is made