摘要翻译:
经济理论是一个数学丰富的领域,其中有机会对奇点和突变进行形式分析。本文通过20世纪60年代末和70年代前后两位著名法国人的作品来考察奇点的历史背景。Ren\'e Thom(1923-2002)是一位著名的数学家,曾于1958年获得菲尔兹奖章,而G\'erard Debreu(1921-2004)将于1983年获得诺贝尔经济学奖。两人在各自的领域都有很大的影响力,鉴于他们工作的基本性质,交叉受精的潜力似乎相当有希望。事实并非如此:德布鲁知道托姆的工作,并在分析自己的工作时引用了它,但尽管这位和其他应用数学家将突变理论引入经济学,该理论从未获得持久的追随者,发表的结果也相对较少。本文回顾了Debreu对所谓的规则经济和狭隘经济的分析,以便在讨论奇点是如何在博弈论的纳什均衡中自然产生的之前,对奇点的经济观点有一些见解。最后,通过最近关于量子响应均衡的工作,讨论了随机博弈理论的现代处理。在这种观点中,纳什均衡对于量子响应均衡就像确定性突变理论对于随机突变理论一样,最后讨论了关于这种类比何时失效的一些警告。
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英文标题:
《Singularities and Catastrophes in Economics: Historical Perspectives and
Future Directions》
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作者:
Michael S. Harr\'e and Adam Harris and Scott McCallum
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最新提交年份:
2019
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分类信息:
一级分类:Economics 经济学
二级分类:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要:
Economic theory is a mathematically rich field in which there are opportunities for the formal analysis of singularities and catastrophes. This article looks at the historical context of singularities through the work of two eminent Frenchmen around the late 1960s and 1970s. Ren\'e Thom (1923-2002) was an acclaimed mathematician having received the Fields Medal in 1958, whereas G\'erard Debreu (1921-2004) would receive the Nobel Prize in economics in 1983. Both were highly influential within their fields and given the fundamental nature of their work, the potential for cross-fertilisation would seem to be quite promising. This was not to be the case: Debreu knew of Thom's work and cited it in the analysis of his own work, but despite this and other applied mathematicians taking catastrophe theory to economics, the theory never achieved a lasting following and relatively few results were published. This article reviews Debreu's analysis of the so called ${\it regular}$ and ${\it crtitical}$ economies in order to draw some insights into the economic perspective of singularities before moving to how singularities arise naturally in the Nash equilibria of game theory. Finally a modern treatment of stochastic game theory is covered through recent work on the quantal response equilibrium. In this view the Nash equilibrium is to the quantal response equilibrium what deterministic catastrophe theory is to stochastic catastrophe theory, with some caveats regarding when this analogy breaks down discussed at the end.
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PDF链接:
https://arxiv.org/pdf/1907.05582