Search results for "Mathematical economics"

showing 10 items of 240 documents

REPEATED GAMES WITH PROBABILISTIC HORIZON

2005

Repeated games with probabilistic horizon are defined as those games where players have a common probability structure over the length of the game's repetition, T. In particular, for each t, they assign a probability pt to the event that "the game ends in period t". In this framework we analyze Generalized Prisoners' Dilemma games in both finite stage and differentiable stage games. Our construction shows that it is possible to reach cooperative equilibria under some conditions on the distribution of the discrete random variable T even if the expected length of the game is finite. More precisely, we completely characterize the existence of sub-game perfect cooperative equilibria in finite s…

Computer Science::Computer Science and Game TheorySociology and Political ScienceSequential gameProbabilistic logicComputingMilieux_PERSONALCOMPUTINGGeneral Social SciencesPrisoner's dilemmaConvergence (routing)Repeated gameApplied mathematicsrepeated games probabilistic horizon cooperationDifferentiable functionStatistics Probability and UncertaintyMathematical economicsRandom variableGeneral PsychologyMathematicsEvent (probability theory)
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Stackelberg-Cournot and Cournot equilibria in a mixed markets exchange economy

2012

In this note, we compare two strategic general equilibrium concepts: the Stackelberg-Cournot equilibrium and the Cournot equilibrium. We thus consider a market exchange economy including atoms and a continuum of traders, who behave strategically. We show that, when the preferences of the small traders are represented by Cobb-Douglas utility functions and the atoms have the same utility functions and endowments, the Stackelberg-Cournot and the Cournot equilibrium equilibria coincide if and only if the followers’ best responses functions have a zero slope at the SCE.

Computer Science::Computer Science and Game TheoryStackelberg-CournotGeneral equilibrium theoryContinuum (topology)05 social sciencesEconomyCournot competition[SHS.ECO]Humanities and Social Sciences/Economics and FinanceComputer Science::Multiagent SystemsNonlinear Sciences::Adaptation and Self-Organizing SystemsMarket exchange0502 economics and business[No keyword available]EconomicsStackelberg competitionExchange economy[ SHS.ECO ] Humanities and Social Sciences/Economies and finances050207 economics[SHS.ECO] Humanities and Social Sciences/Economics and FinanceMathematical economicsComputingMilieux_MISCELLANEOUS050205 econometrics
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Population Games with Vector Payoff and Approachability

2016

This paper studies population games with vector payoffs. It provides a new perspective on approachability based on mean-field game theory. The model involves a Hamilton-Jacobi-Bellman equation which describes the best-response of every player given the population distribution and an advection equation, capturing the macroscopic evolution of average payoffs if every player plays its best response.

Computer Science::Computer Science and Game Theoryeducation.field_of_studyDistribution (number theory)Computer scienceStochastic gamePopulationMathematicsofComputing_NUMERICALANALYSISComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALApproachabilityStrategyBest responseRepeated gameeducationGame theoryMathematical economics
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The community structure of the global corporate network.

2013

We investigate the community structure of the global ownership network of transnational corporations. We find a pronounced organization in communities that cannot be explained by randomness. Despite the global character of this network, communities reflect first of all the geographical location of firms, while the industrial sector plays only a marginal role. We also analyze the network in which the nodes are the communities and the links are obtained by aggregating the links among firms belonging to pairs of communities. We analyze the network centrality of the top 50 communities and we provide the first quantitative assessment of the financial sector role in connecting the global economy.

Computer and Information SciencesPhysics - Physics and SocietyEconomicsEconomic ModelsPopulation DynamicsSocial SciencesSpatial Economic Analysislcsh:MedicineFOS: Physical sciencesGenetics and Molecular Biology1100 General Agricultural and Biological SciencesPhysics and Society (physics.soc-ph)Economic GeographySystems ScienceFOS: Economics and businessDevelopment Economics1300 General Biochemistry Genetics and Molecular BiologyHumansIndustrylcsh:ScienceStructure of Markets1000 MultidisciplinaryGeographyApplied MathematicsPhysicslcsh:RInternational AgenciesIndustrial OrganizationComplex SystemsGeneral MedicineOrganizational Culture10003 Department of Banking and FinanceEconomic Analysis330 EconomicsMathematical EconomicsGeneral BiochemistryPhysical SciencesEarth SciencesInterdisciplinary Physicslcsh:QEconomic DevelopmentGeneral Agricultural and Biological SciencesQuantitative Finance - General FinanceGeneral Finance (q-fin.GN)MathematicsResearch ArticlePloS one
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Imbalance Effects in the Lucas Model: An Analytical Exploration

2004

In this note, we use a technique analogous to Xie's method (1994) to solve analytically the Lucas model with externality in a specific parametric case. In particular, we characterize the shape of imbalance effects in this model. Our results are entirely consistent with the findings of the related computational literature. Moreover, our analytical investigation tends to show that these findings are robust to the presence of the Lucas externality as long as a unique equilibrium path exist.

Computer sciencePath (graph theory)Mathematical economicsExternalityParametric statisticsSSRN Electronic Journal
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Men's doubles professional tennis on hard courts: Game structure and point ending characteristics

2019

Despite the great tradition and importance of the doubles game in professional tennis, no literature has analysed to date the performance of professional players. Therefore, the information on the characteristics of the game, or the tactics related to how the points are won in doubles play is scarce. The objective of this study has been to describe the basic characteristics of the structure of the doubles game, and to establish how the points finish in doubles professional tennis played on hard courts. Thirty-four ATP doubles matches played in 2018 were analysed, which included a total of 40 professional players. As per the game structure, the results showed that, in comparison to the singl…

Computer sciencetacticsPhysical Therapy Sports Therapy and Rehabilitation010501 environmental sciences01 natural sciences03 medical and health sciencesProfessional players0302 clinical medicinedoublesGame structureEducación Física y DeportivaRelevance (information retrieval)performance analysislcsh:Sports medicineSet (psychology)0105 earth and related environmental sciencesStructure (mathematical logic)Point (typography)Performance analysisOffensiveComputingMilieux_PERSONALCOMPUTING030229 sport sciencesprofessional playersDoubleslcsh:RC1200-1245Mathematical economicshuman activitiesTactics
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Farsighted R&D networks

2014

We analyze the formation of bilateral R&D collaborations in an oligopoly when each firm benefits from the research done by other firms it is connected to. In contrast to myopic stability, farsighted stability leads to R&D networks consisting of two minimally connected components, with the largest one comprising three-quarters of firms.

Connected componentEconomics and EconometricsR&D collaborationsStability (learning theory)medicine.diseaseFarsightednessOligopolyCommercefarsightednessnetworksmedicineEconomicsoligopolyMathematical economicsFinance
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Partial spatial equilibria with fuzzy constraints

1981

It is implicitly accepted by spatial economic analysis that the economic behaviour of agents located in given spaces (market areas, regions, etc.) is precise, that is to say, their behaviour is such that a possible action (consumption, production) is, or is not, preferable to another. In otherwords, economic agents are assumed to make accurate economic calculations and optimise the objective functions under strict constraints of resource limitation. These objective functions have clearly defined arguments and well-controlled parameters.

Consumption (economics)Economic behaviorMathematical optimizationEnvironmental Science (miscellaneous)Development[SHS.ECO]Humanities and Social Sciences/Economics and FinanceFuzzy logicConsumer behaviorResource (project management)Action (philosophy)EconomicsProduction (economics)Economic analysisFuzzy number[ SHS.ECO ] Humanities and Social Sciences/Economies and finances[SHS.ECO] Humanities and Social Sciences/Economics and FinanceMathematical economicsConsumer behaviour
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Alcohol consumption in Spain and its economic cost: A mathematical modeling approach

2010

In this paper, a mathematical model for alcohol consumption in Spanish population is proposed. Its parameters are estimated by fitting the model to real data from Spanish Ministry of Health. Predictions about the future behavior of the alcohol consumption in Spain are presented using this model. Results are applied to estimate the economic costs (sanitary and non-sanitary) assumed by Spanish society that are derived from this consumption.

Consumption (economics)Spanish populationModeling and SimulationEconomic costModelling and SimulationEconometricsChristian ministryDifferential systemsMathematical economicsAlcohol consumptionMathematicsComputer Science ApplicationsMathematical and Computer Modelling
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An Overview of Collapsibility

2004

Collapsing over variables is a necessary procedure in much empirical research. Consequences are yet not always properly evaluated. In this paper, different definitions of collapsibility (simple, strict, strong, etc.) and corresponding necessary and sufficient conditions are reviewed and evaluated. We point out the relevance and limitations of the main contributions within a unifying interpretative framework. We deem such work to be useful since the debate on the topic has often developed in terms that are neither focused nor clear.

Contingency tableCategorical data analysisEmpirical researchPoint (typography)Work (electrical)Computer scienceRelevance (information retrieval)Mathematical economicsSimple (philosophy)
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