英文标题:
《A fractional-order difference Cournot duopoly game with long memory》
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作者:
Baogui Xin, Wei Peng, Yekyung Kwon
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最新提交年份:
2019
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英文摘要:
We reconsider the Cournot duopoly problem in light of the theory for long memory. We introduce the Caputo fractional-order difference calculus to classical duopoly theory to propose a fractional-order discrete Cournot duopoly game model, which allows participants to make decisions while making full use of their historical information. Then we discuss Nash equilibria and local stability by using linear approximation. Finally, we detect the chaos of the model by employing a 0-1 test algorithm.
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中文摘要:
我们根据长记忆理论重新考虑古诺寡头垄断问题。我们将Caputo分数阶差分法引入经典的双寡头理论,提出了一个分数阶离散古诺双寡头博弈模型,该模型允许参与者在充分利用历史信息的同时做出决策。然后利用线性近似讨论了纳什均衡和局部稳定性。最后,我们采用0-1测试算法检测模型的混沌。
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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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