Berlin 2005 – wissenschaftliches Programm

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AKSOE: Physik sozio-ökonomischer Systeme

AKSOE 8: Poster Session

AKSOE 8.15: Poster

Montag, 7. März 2005, 14:00–15:30, Poster TU E

Risk Strategies in Random Environments — •Jesus Emeterio Navarro Barrientos — Institut fuer Informatik; Humboldt Universitaet zu Berlin

The performance of agents with different risk strategies in different multiplicative additive stochastic processes is studied. By means of Monte Carlo simulations different probability distributions (some of them power law distributions) for the budget of agents are obtained. We compare some of the results against simpler strategies (small constant risk) and finally we discuss for which cases it pays to use a more complex risk strategy.