Statistical mechanics of socio-economic systems with heterogeneous agents (Articolo in rivista)

Type
Label
  • Statistical mechanics of socio-economic systems with heterogeneous agents (Articolo in rivista) (literal)
Anno
  • 2006-01-01T00:00:00+01:00 (literal)
Alternative label
  • De Martino, A; Marsili, M (2006)
    Statistical mechanics of socio-economic systems with heterogeneous agents
    in Journal of physics. A, mathematical and general (Print)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • De Martino, A; Marsili, M (literal)
Pagina inizio
  • R465 (literal)
Pagina fine
  • R540 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 39 (literal)
Rivista
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Univ Roma La Sapienza, CNR, INFM, Dipartimento Fis, I-00185 Rome, Italy Abdus Salam Int Ctr Theoret Phys, I-34014 Trieste, Italy (literal)
Titolo
  • Statistical mechanics of socio-economic systems with heterogeneous agents (literal)
Abstract
  • We review the statistical mechanics approach to the study of the emerging collective behaviour of systems of heterogeneous interacting agents. The general framework is presented through examples in such contexts as ecosystem dynamics and traffic modelling. We then focus on the analysis of the optimal properties of large random resource-allocation problems and on Minority Games and related models of speculative trading in financial markets, discussing a number of extensions including multi-asset models, majority games and models with asymmetric information. Finally, we summarize the main conclusions and outline the major open problems and limitations of the approach. (literal)
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