IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v369y2006i2p823-829.html
   My bibliography  Save this article

The geometrical patterns of cooperation evolution in the spatial prisoner's dilemma: An intra-group model

Author

Listed:
  • Oliveira dos Santos Soares, Ricardo
  • Martinez, Alexandre Souto

Abstract

The prisoner's dilemma (PD) deals with the behavior conflict between two agents, who can either cooperate (cooperators) or defect. If both agents cooperate (defect), they have a unitary (null) payoff. Otherwise the payoff is T for the defector and null for the cooperator. The temptation T to defect is the only free parameter in the model. Here the agents are represented by the cells of a L×L lattice. The agent behaviors are initially randomly distributed according to an initial proportion of cooperators ρc(0). Each agent has no memory of previous behaviors and plays the PD with his/her eight nearest neighbors. At each generation, the considered agent copies the behavior of those who have secured the highest payoff. Once the PD conflict has been established (1

Suggested Citation

  • Oliveira dos Santos Soares, Ricardo & Martinez, Alexandre Souto, 2006. "The geometrical patterns of cooperation evolution in the spatial prisoner's dilemma: An intra-group model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 369(2), pages 823-829.
    • Handle: RePEc:eee:phsmap:v:369:y:2006:i:2:p:823-829
    DOI: 10.1016/j.physa.2006.02.003
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437106001920
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2006.02.003?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Galam, Serge, 2004. "Sociophysics: a personal testimony," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 49-55.
    2. Stauffer, Dietrich, 2004. "Introduction to statistical physics outside physics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 1-5.
    3. Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
    4. Bouchaud, Jean-Philippe, 2002. "An introduction to statistical finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 313(1), pages 238-251.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Almeida, Enock & da Silva, Roberto & Martinez, Alexandre Souto, 2014. "Strategies generalization and payoff fluctuation optimization in the iterated ultimatum game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 412(C), pages 54-65.
    2. Pedro Ribeiro de Andrade & Antonio Miguel Vieira Monteiro & Gilberto Câmara & Sandra Sandri, 2009. "Games on Cellular Spaces: How Mobility Affects Equilibrium," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 12(1), pages 1-5.
    3. Yokoi, Hiroki & Uehara, Takashi & Sakata, Tomoyuki & Naito, Hiromi & Morita, Satoru & Tainaka, Kei-ichi, 2014. "Evolution of altruism in spatial prisoner’s dilemma: Intra- and inter-cellular interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 361-370.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    2. Bucsa, G. & Jovanovic, F. & Schinckus, C., 2011. "A unified model for price return distributions used in econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3435-3443.
    3. Jovanovic, Franck & Schinckus, Christophe, 2016. "Breaking down the barriers between econophysics and financial economics," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 256-266.
    4. Hokky Situngkir & Yohanes Surya, 2004. "Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia," Papers cond-mat/0403465, arXiv.org.
    5. Torsten Trimborn & Philipp Otte & Simon Cramer & Maximilian Beikirch & Emma Pabich & Martin Frank, 2020. "SABCEMM: A Simulator for Agent-Based Computational Economic Market Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 707-744, February.
    6. Kostanjcar, Zvonko & Jeren, Branko & Juretic, Zeljan, 2012. "Impact of uncertainty in expected return estimation on stock price volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5563-5571.
    7. Zhu, Jiabao & Liu, Xingwen, 2021. "The number of strategy changes can be used to promote cooperation in spatial snowdrift game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 575(C).
    8. Amir Safari & Detlef Seese, 2010. "Behavior of realized volatility and correlation in exchange markets," International Econometric Review (IER), Econometric Research Association, vol. 2(2), pages 73-96, September.
    9. Guglielmo D'Amico & Filippo Petroni, 2020. "A micro-to-macro approach to returns, volumes and waiting times," Papers 2007.06262, arXiv.org.
    10. Schinckus, Christophe, 2018. "Ising model, econophysics and analogies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 95-103.
    11. Torsten Trimborn & Philipp Otte & Simon Cramer & Max Beikirch & Emma Pabich & Martin Frank, 2018. "SABCEMM-A Simulator for Agent-Based Computational Economic Market Models," Papers 1801.01811, arXiv.org, revised Oct 2018.
    12. Boldea Bogdan Ion & Boldea Costin-Radu & Stanculescu Mircea, 2009. "An Adaptative Evolutionary Model Of Financial Investors," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 4(1), pages 897-901, May.
    13. Gao, Hai-Ling & Mei, Dong-Cheng, 2019. "The correlation structure in the international stock markets during global financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    14. F. Bagarello & E. Haven, 2014. "Towards a formalization of a two traders market with information exchange," Papers 1412.8725, arXiv.org.
    15. Lee, Sangwook & Kim, Min Jae & Lee, Sun Young & Kim, Soo Yong & Ban, Joon Hwa, 2013. "The effect of the subprime crisis on the credit risk in global scale," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2060-2071.
    16. Ferreira, Paulo & Dionisio, Andreia, 2008. "The Entropic Analysis Of Electoral Results: The Case Of European Countries," MPRA Paper 9234, University Library of Munich, Germany.
    17. Schinckus, Christophe, 2010. "Is econophysics a new discipline? The neopositivist argument," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3814-3821.
    18. Batten, Jonathan A. & Ellis, Craig A. & Fethertson, Thomas A., 2008. "Sample period selection and long-term dependence: New evidence from the Dow Jones index," Chaos, Solitons & Fractals, Elsevier, vol. 36(5), pages 1126-1140.
    19. Bernardo Spagnolo & Davide Valenti, 2008. "Volatility Effects on the Escape Time in Financial Market Models," Papers 0810.1625, arXiv.org.
    20. Ausloos, Marcel & Jovanovic, Franck & Schinckus, Christophe, 2016. "On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 7-14.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:369:y:2006:i:2:p:823-829. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.