Merge pull request #75 from Princeton-CDH/codereview-credit

Add credit & links for code review

README.md

@@ -1,9 +1,15 @@
 # Simulating Risk
 
+[![DH community code review: June 2024](https://img.shields.io/badge/DHCodeReview-June_2024-green)](https://github.com/DHCodeReview/simulating-risk/pull/1)
+
 The code in this repository is associated with the CDH project [Simulating risk, risking simulations](https://cdh.princeton.edu/projects/simulating-risk/).
 
 Simulations are implemented with [Mesa](https://mesa.readthedocs.io/en/stable/), using Agent Based Modeling to explore risk attitudes within populations.
 
+The code for **Hawk/Dove with risk attitudes** and **Hawk/Dove with multiple risk attitudes** in this codebase was [reviewed](https://github.com/DHCodeReview/simulating-risk/pull/1) in June 2024 by [Scott Foster](https://github.com/sgfost) and [Malte Vogl](https://github.com/maltevogl) (Senior Research Fellow, Max Planck Institute of Geoanthropology) via [DHTech Community Code Review](https://dhcodereview.github.io/); review was faciliated by [Cole Crawford](https://github.com/ColeDCrawford) (Senior Software Engineer, Harvard Arts and Humanities Research Computing).
+
+## Risk attitude definitions
+
 Across simulations, we define agents with risk attitudes tracked via a numeric `r` or `risk_level` 0.0 - 1.0, where `r` is that agent's minimum acceptable risk level for taking the risky bet. When the probability 'p' of the risky bet paying off is greater than an agent's 'r', that agent will take the bet. An agent with `r=1` will always take the safe option (no risk is acceptable); an agent with `r=0` will always take the risky choice (any risk is acceptable). Notice that the agent is never indifferent; allowing indifference would require introducing a tie-breaking rule, which would be a further parameter.
 
 When the risky bet might be better or worse than the safe bet by the same amount (for example, the risky bet yields 3 or 1 and the safe bet yields 2), an agent who maximizes expected utility will prefer the risky bet when p > 0.5 and will prefer the safe bet when 'p < 0.5'; and they will be indifferent between the risky bet and the safe bet. Thus, r = 0.5 corresponds to expected utility maximization except in the case in which the probability is exactly 0.5 (or, we might say, a point epsilon units to the left of 0.5, where epsilon is smaller than the fineness of our random number generator, corresponds to expected utility maximization). These complications make no difference in practice, so we can simply say that r = 0.5 corresponds to expected utility maximization.