集合互联系统中的唯一遍历性及其在双边市场中的应用
Unique Ergodicity in the Interconnections of Ensembles with Applications to Two-Sided Markets
AI总结:
针对双边市场及复杂互联系统的动态性问题,本文在一般离散时间反馈模型中给出确保每个智能体存在独立于初始条件的资源长期平均分配极限的条件(唯一遍历性),模型涵盖多场景、允许非线性与响应不确定性。
摘要:
近期人们对双边市场及其动态性产生了浓厚兴趣。在一个相当一般的离散时间反馈模型中,我们给出了确保每个智能体存在资源长期平均分配极限的条件,该极限独立于任何初始条件,我们将此性质称为唯一遍历性。我们的模型涵盖双边市场以及工人与客户之间更复杂的互联系统(如供应链),允许市场参与者响应函数的非线性,还通过考虑一组对价格或其他信号的可能响应及从中采样的测度,允许市场参与者响应的不确定性。
英文摘要:
There has been much recent interest in two-sided markets and dynamics thereof. In a rather a general discrete-time feedback model, which we show conditions that assure that for each agent, there exists the limit of a long-run average allocation of a resource to the agent, which is independent of any initial conditions. We call this property the unique ergodicity. Our model encompasses two-sided markets and more complicated interconnections of workers and customers, such as in a supply chain. It allows for non-linearity of the response functions of market participants. Finally, it allows for uncertainty in the response of market participants by considering a set of the possible responses to either price or other signals and a measure to sample from these.
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。