摘要翻译:
我们提出了一个投影梯度动力系统作为一个资产讨价还价方案的模型,其中两个利益主体的个人估值最初并不一致。个人估价是利用对世界未来状况的主观信念形成的,保留价格是利用预期效用理论计算的。代理人对他们的主观概率并不死板,并愿意在压力下更新这些概率,以最终达成关于资产的协议。在概率测度空间上提出的投影动力系统为谈判期间Agent信念的演化提供了一个模型,并构造成使双方Agent在最小可能偏离其初始信念的情况下达成协议。利用凸动力学和Lyapunov函数理论给出了收敛性结果。
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英文标题:
《A projected gradient dynamical system modeling the dynamics of
bargaining》
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作者:
D. Pinheiro, A. A. Pinto, S. Z. Xanthopoulos, A. N. Yannacopoulos
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最新提交年份:
2011
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Trading and Market Microstructure 交易与市场微观结构
分类描述:Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构,流动性,交易和拍卖设计,自动化交易,基于代理的建模和做市
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一级分类:Computer Science 计算机科学
二级分类:Systems and Control 系统与控制
分类描述:cs.SY is an alias for eess.SY. This section includes theoretical and experimental research covering all facets of automatic control systems. The section is focused on methods of control system analysis and design using tools of modeling, simulation and optimization. Specific areas of research include nonlinear, distributed, adaptive, stochastic and robust control in addition to hybrid and discrete event systems. Application areas include automotive and aerospace control systems, network control, biological systems, multiagent and cooperative control, robotics, reinforcement learning, sensor networks, control of cyber-physical and energy-related systems, and control of computing systems.
cs.sy是eess.sy的别名。本部分包括理论和实验研究,涵盖了自动控制系统的各个方面。本节主要介绍利用建模、仿真和优化工具进行控制系统分析和设计的方法。具体研究领域包括非线性、分布式、自适应、随机和鲁棒控制,以及混合和离散事件系统。应用领域包括汽车和航空航天控制系统、网络控制、生物系统、多智能体和协作控制、机器人学、强化学习、传感器网络、信息物理和能源相关系统的控制以及计算系统的控制。
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一级分类:Mathematics 数学
二级分类:Dynamical Systems 动力系统
分类描述:Dynamics of differential equations and flows, mechanics, classical few-body problems, iterations, complex dynamics, delayed differential equations
微分方程和流动的动力学,力学,经典的少体问题,迭代,复杂动力学,延迟微分方程
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一级分类:Mathematics 数学
二级分类:Optimization and Control 优化与控制
分类描述:Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学,线性规划,控制论,系统论,最优控制,博弈论
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英文摘要:
We propose a projected gradient dynamical system as a model for a bargaining scheme for an asset for which the two interested agents have personal valuations which do not initially coincide. The personal valuations are formed using subjective beliefs concerning the future states of the world and the reservation prices are calculated using expected utility theory. The agents are not rigid concerning their subjective probabilities and are willing to update them under the pressure to reach finally an agreement concerning the asset. The proposed projected dynamical system, on the space of probability measures, provides a model for the evolution of the agents beliefs during the bargaining period and is constructed so that agreement is reached under the minimum possible deviation of both agents from their initial beliefs. The convergence results are shown using techniques from convex dynamics and Lyapunov function theory.
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PDF链接:
https://arxiv.org/pdf/1105.1767