Geodesic
Transitional dynamics in network game with heterogeneous agents: stochastic case
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 13 (2021) no. 1, pp. 102-129

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In this paper, stochastic parameters are introduced into the network games model with production and knowledges externalities. This model was formulated by V. Matveenko and A. Korolev and generalized two-period Romer model. Agents' productivities have deterministic and Wiener components. The research represents the dynamics of a single agent and the dynamics in a triangle which occurs in the process of unifying agents. Explicit expressions of the dynamics of a single agent and dyad agents in the form of Brownian random processes were obtained. A qualitative analysis of the solutions of stochastic equations and systems was carried out.
Keywords: network games, differential games, Nash equilibrium, stochastic differential equations, Ito's Lemma, heterogeneous agents, productivity.
Mots-clés : Brounian motion 
@article{MGTA_2021_13_1_a4,
     author = {Alexey V. Korolev},
     title = {Transitional dynamics in network game with heterogeneous agents: stochastic case},
     journal = {Matemati\v{c}eska\^a teori\^a igr i e\"e prilo\v{z}eni\^a},
     pages = {102--129},
     publisher = {mathdoc},
     volume = {13},
     number = {1},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MGTA_2021_13_1_a4/}
}
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Alexey V. Korolev. Transitional dynamics in network game with heterogeneous agents: stochastic case. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 13 (2021) no. 1, pp. 102-129. http://geodesic.mathdoc.fr/item/MGTA_2021_13_1_a4/