英文标题:
《On Agents and Equilibria》
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作者:
Ted Theodosopoulos
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最新提交年份:
2013
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英文摘要:
This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is that \"agents\" are meta-individual, hierarchically structured objects, that include as irreducible components groupings of different dimensions. We also explore the effects of non-ergodicity, by constructing a simple stochastic model for the contingent nature of economic interactions.
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中文摘要:
本文讨论了基于概率主体的方法在理论经济学问题上的优势,从经济主体的性质到它们相互作用所支持的均衡的性质。我们提出的一个想法是,“代理”是元个体、层次结构的对象,包括不同维度的分组作为不可约组件。我们还探讨了非遍历性的影响,通过构建一个简单的随机模型来描述经济互动的偶然性。
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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
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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