Scientific publications

О.Н. Волкова, Д.А. Вологина, А.В. Королев.

Динамика приспособления в сетевой игре со стохастическими параметрами

// Математическая Теория Игр и ее Приложения, т. 14, в. 1. 2022. C. 21-48

Olga N. Volkova, Darina A. Vologina, Alexey V. Korolev. Adjustment dynamics in network game with stochastic parameters // Mathematical game theory and applications. Vol 13. No 1. 2022. Pp. 21-48

Keywords: network games, differential games, productivity, heterogeneous agents, stochastic differential equations, Brownian process

In this paper, stochastic parameters are introduced into the network games model with production and knowledge’s externalities. This model was formulated by V. Matveenko and A. Korolev and generalized two-period Romer model. Agents’ productivities have deterministic and Wiener components. We consider the dynamics that occur when two complete networks are combined. Explicit expressions in the form of Brownian random processes are obtained. A qualitative analysis of the solution of a system of stochastic equations is carried out.

DOI: 10.17076/mgta_2022_1_43

Indexed at RSCI, RSCI (WS)

vol14_1_021_korolev.pdf (162 Kb, total downloads: 77)

Last modified: January 19, 2023