The idea of a market with a uniform price is not realistic
and we wanted to check the influence of price variations
on the agents' behavior.
In fact, the above section 3.2 on hysteresis already gives
us a clue as to the possible results of price changes:
price differences resulting in profit differences for
the buyer lower than the width of the hysteresis
curve do not change fidelity and then should not distroy order.
Figure 1 shows that this width in profits
is around 20 perc.(and hence 40 perc. in prices)
when 
is 25 perc. above the theshold
for order.
We made simulations with morning price 
fluctuating
in each shop with an auto-regressive trend
towards the morning price computed
to maximize profits p. Price is also decreased when potential
buyers refuse the offer, a situation seldom encountered
by the end of the simulations as mentioned earlier. The morning price
of each shop is then varied in the simulations
according to the following expression:
is a stochastic multiplier with average 1, n and 
are respectively the number of customers of the shop
and the number of customers having refused the
previous price during the last session.
The simulation results are remarkably close to
the results obtained with constant morning price for both sessions:
the transition is
sharpened and order is obtained for slightly lower values of 
.
