?
Adjustment Dynamics in Network Games with Stochastic Parameters
Ch. 6. P. 65-85.
Korolev A. V.
In this paper we introduce stochastic parameters into the network game
model with production and knowledge externalities. This model was proposed
by V. Matveenko and A. Korolev as a generalization of the two-period Romer
model. Agents differ in their productivities which have deterministic and stochastic
(Wiener) components. We study the dynamics of a single agent and the dynamics
of a dyad where two agents are aggregated. We derive explicit expressions for
the dynamics of a single agent and dyad dynamics in the form of Brownian
random processes, and qualitatively analyze the solutions of stochastic equations
and systems of stochastic equations.
In book
Birkhauser/Springer, 2020
Korolev A. V., , in : Frontiers of Dynamic Games: Game Theory and Management, St. Petersburg, 2020. : Cham : Birkhäuser, 2021. P. 167-187.
Added: April 5, 2022
Birkhauser/Springer, 2020
The content of this volume is mainly based on selected talks that were given at the
“International Meeting on Game Theory (ISDG12-GTM2019),” as joint meeting of
“12th International ISDG Workshop” and “13th International Conference on Game
Theory and Management,” held in St. Petersburg, Russia on July 03–05, 2019. The
meeting was organized by St. Petersburg State University and International ...
Added: November 30, 2020
Korolev A. V., Математическая теория игр и ее приложения 2021 № 1 С. 102-129
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 ...
Added: May 15, 2021
Volkova O. N., Вологина Д. -., Korolev A. V., Математическая теория игр и ее приложения 2022 Т. 14 № 1 С. 21-48
Вводятся стохастические параметры в модели сетевых игр с производством и экстерналиями знаний, которая была сформулирована В. Матвеенко и А. Королевым и обобщает двухпериодную модель Ромера. Агенты различаются продуктивностью, имеющей детерминированную и винеровскую составляющие. Рассматривается динамика, которая возникает при объединении двух полных сетей. Получены явные выражения в форме броуновских случайных процессов. Проведен качественный анализ решения системы ...
Added: May 11, 2022
Matveenko V. D., Korolev A. V., Maria O. Zhdanova, International Journal of Engineering Business Management 2017 Vol. 9 P. 1-17
We study game equilibria in a model of production and externalities in network with two types of agents who possess different productivities. Each agent may invest a part of her endowment (it may be, for instance, time or money) in the first of two time periods; consumption in the second period depends on her own ...
Added: September 28, 2017
Matveenko V., Garmash M., Korolev A. V., , in : Contributions to Game Theory and Management Volume XI. : Saint Petersburg State University, 2018. P. 113-128.
We study game equilibria in a model of production and externalities in network with three types of agents who possess different productivities. Each agent may invest a part of her endowment (for instance, time or money) on the first stage; consumption on the second period depends on her own investment and productivity as well as ...
Added: September 18, 2018
Saint Petersburg State University, 2018
The collection contains papers accepted for the Eleventh International Conference Game Theory and Management (June 28-30, 2017, St. Petersburg State University, St. Petersburg, Russia). The presented papers belong to the field of game theory and its applications to management. The volume may be recommended for researches and post-graduate students of management, economic and applied mathematics departments. Sited and reviewed in: Math-Net.Ru and RSCI. Abstracted ...
Added: September 18, 2018
Korolev A. V., Automation and Remote Control 2022 Vol. 13 No. 1 P. 483-501
Stochastic parameters are introduced into a model of network games with production and knowledge externalities. The model was formulated by V. Matveenko and A. Korolev and generalizes Romer’s two-period model. The agents’ productivities have both deterministic and Wiener components. The research represents the dynamics of a single agent and the dynamics in a triangle that ...
Added: April 22, 2022
Fadinger H., Ghiglino C., Teteryatnikova M., American Economic Journal: Macroeconomics 2022 Vol. 14 No. 2 P. 367-415
We study the importance of input-output (IO) linkages and sectoral productivity (TFP) in determining cross-country income differences. We find that while highly connected sectors are more productive than the typical sector in poor countries, the opposite is true in rich ones. To assess the quantitative role of linkages and sectoral TFP differences in cross-country income ...
Added: February 8, 2021
Kabalina V., Podverbnykh U., Красноярск : Сибирский государственный аэрокосмический университет им. акад. М.Ф. Решетнева, 2017
Approaches to the evaluation of the effectiveness of personnel training system are presented, the need for the construction of learning outcomes assessment system in the context of the use of the human capital industry is identified. ...
Added: February 22, 2018
Zaitseva I., Shaposhnikov D., Applied Economics 2023 Vol. 55 No. 6 P. 577-593
Market inefficiencies, known as Moneyball effect, have been recently documented in different sports and their scope largely remains an empirical question. This article focuses on football, where fans and club managers seem to value forwards more than defenders. Apparently, football rules imply equally important roles for goals scored and goals conceded in a team win. ...
Added: August 30, 2022
Matveenko V. D., , in : Contributions to game theory and management. Issue 6.: St. Petersburg : Graduate School of Management, St. Petersburg University, 2013. P. 289-300.
In the present paper the game theory is applied to an important open question in economics: providing microfoundations for often-used types of production function. Simple differential games of bargaining are proposed to model a behavior of workers and capital-owners in processes of formation of a set of admissible factor prices or participants’ weights (moral-ethical assessments). ...
Added: November 6, 2013
Gasparetto T. M., Barajas A., Journal of Sports Economics 2022 Vol. 23 No. 5 P. 548-566
Previous research on professional football offer conflicting results regarding the impact of wage dispersion on team performance. However, the existing intra-league heterogeneity among clubs is overlooked and could be the reason for the diverging outcomes. The aim of this paper is to reanalyze this relationship having the clubs’ size as moderator. Payroll – which captures ...
Added: December 22, 2021
Tamm M., Majumdar S., Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 2012 Vol. 86 P. 021135
We compute analytically the mean number of common sites, WN(t), visited by N independent random walkers each of length t and all starting at the origin at t=0 in d dimensions. We show that in the (N−d) plane, there are three distinct regimes for the asymptotic large-t growth of WN(t). These three regimes are separated by two critical lines d=2 and d=dc(N)=2N/(N−1) in the (N-d) plane. For d<2, WN(t)∼td/2 for large t (the N dependence is ...
Added: November 18, 2013
., 2019
In this paper, we consider the following problem - what affects
the Nash equilibrium amount of investment in knowledge when some agents
of the complete graph enter another full one. The solution of this problem will
allow us to understand exactly how game agents will behave when deciding
whether to enter the other net, what conditions and externalities affect it
and ...
Added: September 29, 2019
Behrens K., Mion G., Murata Y. et al., Journal of Urban Economics 2017 Vol. 97 P. 40-70
The world is replete with spatial frictions. Shipping goods across cities entails trade frictions. Commuting within cities causes urban frictions. How important are these frictions in shaping the spatial economy? We develop and quantify a multi-city general equilibrium model to address this question at three different levels: Do spatial frictions matter for the city-size distribution? ...
Added: December 5, 2016
Терещенко С. Н., Perov A., Осипов А. Л., Siberian Journal of Life Sciences and Agriculture 2021 Т. 13 № 1 С. 144-155
Background.
Development of a convolutional neural network model for detecting cassava diseases from a mobile phone photo.
Materials and methods. The material for the research was taken images with various types of cassava diseases, published in open access of the Kaggle platform.
Research methods: theory of design and development of information systems, programming, methods of augmentation and extension ...
Added: November 17, 2021
Zaremba A., Gromova E., Tur A., Mathematics 2020 Vol. 8 No. 12 Article 2185
One class of differential games with random duration is considered. It is assumed that the duration of the game is a random variable with values from a given finite interval. The cumulative distribution function (CDF) of this random variable is assumed to be discontinuous with two jumps on the interval. It follows that the player’s ...
Added: January 31, 2021
Semion A., Качество. Инновации. Образование 2016 № 6 С. 53-67
This thesis aims on task of quadrotor autopilot development. Model of helicopter was formulated using
quaternion algebra and checked on correctness.
The control problem is formulated in the key control differential game with quadratic cost function. The
synthesis of controls which leads to need of Riccati equation solution with parameters depending on
states at rate of object functioning is ...
Added: October 11, 2016
Konakov V., Markova A., Automation and Remote Control 2017 Vol. 78 No. 8 P. 1438-1448
We consider the diffusion process and its approximation by Markov chain with nonlinear unbounded trends. The usual parametrix method is not applicable because these models have unbounded trends. We describe a procedure that allows to exclude nonlinear unbounded trend and move to stochastic differential equation with bounded drift and diffusion coefficients. A similar procedure is ...
Added: August 28, 2017
Petrosian O., Погожев С. В., Automatica 2018
Added: February 18, 2018
Vakhitov V., Shepotylo O., Economics of Transition and Institutional Change 2014
Employing a unique database of Ukrainian firms in 2001–2007, we use the external push for liberalization in the services sector as a source of exogenous variation to identify the effect of services liberalization on total factor productivity (TFP) of manufacturing firms. The results indicate that a standard deviation increase in services liberalization within a firm ...
Added: October 22, 2014
Zhitlukhin M., Alexey Muravlev, Theory of Probability and Its Applications 2013 Vol. 57 No. 4 P. 708-717
This paper contains detailed exposition of the results presented in the short communication [M. V. Zhitlukhin and A. A. Muravlev, Russian Math. Surveys, 66 (2011), pp. 1012–1013]. We consider Chernoff’s problem of sequential testing of two hypotheses about the sign of the drift of a Brownian motion under the assumption that it is normally distributed. ...
Added: February 12, 2014
Konakov V., Menozzi S., Molchanov S., , in : Contemporary Mathematics. Vol. 739: Probabilistic Methods in Geometry, Topology and Spectral Theory.: AMS, 2019. P. 97-124.
This paper is concerned with Random walk approximations of the
Brownian motion on the Affine group Aff(R). We are in particular interested
in the case where the innovations are discrete. In this framework, the return
probabilities of the walk have fractional exponential decay in large time, as
opposed to the polynomial one of the continuous object. We prove that ...
Added: December 30, 2019