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 Cet article a éte moissonné depuis la source Math-Net.Ru

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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 
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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/

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