講師   Jerome Garnier-Brun氏 (X - CFM chair of Econophysics)

題目 Non-Hamiltonian dynamics in socioeconomic-inspired systems 

日時　10月6(木) 13:30-   (サイバーメディアセンター豊中 6Fセミナールーム)

要旨

Understanding the emergence of coordination and aggregate behaviour in the socio-economic context is a longstanding question. Whereas conventional economic theory relies on individuals being strict optimizers, who make decisions by instantly maximizing some utility function, the physics of complex systems has demonstrated that even simple problems may yield an exponential number of locally-optimal solutions when interactions and heterogeneities are present. To understand how collective effects may still emerge in such complex optimization landscapes, we propose a simple yet rich model, inspired by the Sherrington-Kirkpatrick spin-glass and centered around three parameters representing learning, bounded rationality and non-reciprocity of interactions. By employing theoretical tools from the physics of disordered systems and numerical simulations, we study how these three ingredients alter the long-time behaviour of the collective system. We show that while learning may ensure that a fixed point analogous to an economic equilibrium is reached when reciprocity is sufficient, the non-reciprocal and thus non-Hamiltonian nature of the problem quickly leads to limit cycles and chaos. The way in which non-thermal fluctuations, caused by imperfect learning, compare and interact with the thermal-like fluctuations of irrationality is finally discussed.