全部版块 我的主页
论坛 经济学人 二区 外文文献专区
429 0
2022-03-27
摘要翻译:
将纳什定理推广到量子金融环境中,提出了有限策略博弈的量子金融方法,允许策略博弈与两期金融分配问题的纠缠,这些问题用纯交换经济中的消费计划优化问题和有限状态证券市场优化问题来表示,从而解决了金融环境中公司商业博弈与金融代理人行为之间的相互作用。证明了即使在证券市场不完全的情况下,由策略的量子Nash均衡博弈得到的一组完全的量子Arrow-Debreu价格也成立,从而不需要假定证券的支付矩阵的秩等于可供选择的彩票状态的个数这一完全条件就可以得到Pareto最优结果。
---
英文标题:
《Quantum Financial Economics of Games of Strategy and Financial Decisions》
---
作者:
Carlos Pedro Gon\c{c}alves
---
最新提交年份:
2012
---
分类信息:

一级分类:Quantitative Finance        数量金融学
二级分类:General Finance        一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类:Computer Science        计算机科学
二级分类:Computer Science and Game Theory        计算机科学与博弈论
分类描述:Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面,包括机制设计的工作,游戏中的学习(可能与学习重叠),游戏中的agent建模的基础(可能与多agent系统重叠),非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
--
一级分类:Physics        物理学
二级分类:Physics and Society        物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
--

---
英文摘要:
  A quantum financial approach to finite games of strategy is addressed, with an extension of Nash's theorem to the quantum financial setting, allowing for an entanglement of games of strategy with two-period financial allocation problems that are expressed in terms of: the consumption plans' optimization problem in pure exchange economies and the finite-state securities market optimization problem, thus addressing, within the financial setting, the interplay between companies' business games and financial agents' behavior.   A complete set of quantum Arrow-Debreu prices, resulting from the game of strategy's quantum Nash equilibrium, is shown to hold, even in the absence of securities' market completeness, such that Pareto optimal results are obtained without having to assume the completeness condition that the rank of the securities' payoff matrix is equal to the number of alternative lottery states.
---
PDF链接:
https://arxiv.org/pdf/1202.2080
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群