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arXiv 1307.1685q-fin.GN
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局部纳什均衡驱动的经济环境中财富分配的演化

Evolution of the distribution of wealth in an economic environment driven by local Nash equilibria

Pierre Degond, Jian-Guo Liu, Christian Ringhofer

摘要:

我们提出并分析了一个模型的财富分配在异质经济环境中的演变。该模型考虑了一个系统的理性代理人互动的博弈理论框架,通过相当一般的假设成本函数。这种演变驱动了财富和经济配置变量中代理人的动态。我们考虑一个制度的规模分离的大规模动态是由一个流体动力学封闭与纳什均衡作为当地的热力学平衡。其结果是一个系统的气体动力学型方程的密度和平均财富的代理商在大规模上。我们恢复的逆伽马分布作为一个平衡的特殊情况下,二次成本函数,这在文献中已被考虑。

英文摘要:

We present and analyze a model for the evolution of the wealth distribution within a heterogeneous economic environment. The model considers a system of rational agents interacting in a game theoretical framework, through fairly general assumptions on the cost function. This evolution drives the dynamic of the agents in both wealth and economic configuration variables. We consider a regime of scale separation where the large scale dynamics is given by a hydrodynamic closure with a Nash equilibrium serving as the local thermodynamic equilibrium. The result is a system of gas dynamics-type equations for the density and average wealth of the agents on large scales. We recover the inverse gamma distribution as an equilibrium in the particular case of quadratic cost functions which has been previously considered in the literature.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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