Computer Science – Computational Engineering – Finance – and Science
Scientific paper
2005-04-29
Computer Science
Computational Engineering, Finance, and Science
19 pages 10 figures
Scientific paper
In this article we study the behavior of a group of economic agents in the context of cooperative game theory, interacting according to rules based on the Potts Model with suitable modifications. Each agent can be thought of as belonging to a chain, where agents can only interact with their nearest neighbors (periodic boundary conditions are imposed). Each agent can invest an amount σ_{i}=0,...,q-1. Using the transfer matrix method we study analytically, among other things, the behavior of the investment as a function of a control parameter (denoted β) for the cases q=2 and 3. For q>3 numerical evaluation of eigenvalues and high precision numerical derivatives are used in order to assess this information.
Baraviera Alexandre Tavares
Dahmen Silvio R.
Silva Roberto da
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