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Переходная динамика в сетевой игре с гетерогенными агентами: стохастический случай
Математическая теория игр и ее приложения. 2021. № 1. С. 102-129.
Korolev A. V.
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.
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
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
Korolev A. V., , in : Frontiers of Dynamic Games Game Theory and Management, St. Petersburg, 2019. : Birkhauser/Springer, 2020. Ch. 6. P. 65-85.
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 ...
Added: November 30, 2020
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
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
СПб. : Издательство СЗИУ РАНХиГС, 2018
In this paper, we consider the following problem - what affects the amount of investment in knowledge when one of the network firms enters another innovation network. The solution of this problem will allow us to understand exactly how innovative companies will behave when deciding whether to enter the innovation network of another country or ...
Added: September 15, 2018
Matveenko V. D., Гармашов И. А., Гармаш М. В. et al., В кн. : ГОСУДАРСТВО И БИЗНЕС. СОВРЕМЕННЫЕ ПРОБЛЕМЫ ЭКОНОМИКИ. МАТЕРИАЛЫ X Международной научно-практической конференциим 25-27 апреля 2018 года Санкт-Петербург. Материалы международной научно-практической конференции. Том 1. Т. 1.: СПб. : Северо-Западный институт управления РАНХиГС при Президенте РФ, 2018. С. 8-17.
In this paper, we consider the following problem - what affects the amount of investment in knowledge when one of the network firms enters another innovation network. The solution of this problem will allow us to understand exactly how innovative companies will behave when deciding whether to enter the innovation network of another country or ...
Added: September 15, 2018
Afanasiev V., Semion A., Проблемы управления 2021 № 1 С. 24-35
A differential game of several players is considered as follows. One player (attacker) penetrates some space, and several other players (pursuers) appear simultaneously to intercept the attacker. Upon detecting the pursuers, the attacker tries to evade them. The dynamics of each player are described by a time-invariant linear system of a general type with scalar ...
Added: April 6, 2021
Matveenko V. D., Korolev A. V., Бахтин М. А., В кн. : Государство и бизнес. Современные проблемы экономики. Материалы VIII международной научно-практической конференции. Том 1. Т. 1.: СПб. : РАНХиГС, 2016. С. 77-83.
This paper studies a model of game interaction with externalities on a network, in which agents choose their level of investment. We compare two concepts of equilibrium: standard Nash definition and “Jacobian” definition of equilibrium with externalities. It is shown that in both cases agents may be passive, active and hyperactive, and conditions for optimality ...
Added: February 24, 2017
., 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
Afanasiev V., Автоматика и телемеханика 2022 № 11 С. 103-120
We consider the problem of a zero-sum differential tracking game with a quadratic
performance functional in which the plant subjected to uncontrolled disturbances is described
by a nonlinear ordinary differential equation. The synthesis of optimal controls is known to
necessitate online solving a scalar Bellman–Isaacs partial differential equation that contains
information about the trajectory of the process to be ...
Added: June 19, 2023
Switzerland : Springer Publishing Company, 2020
In this paper, we consider the following problem - what affects the Nash equilibrium amount of investment in knowledge when one of the complete graph enters 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 ...
Added: June 23, 2019
Averboukh Y., Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki 2017 Vol. 27 No. 3 P. 299-308
The paper is concerned with the randomized Nash equilibrium for a nonzero-sum deterministic differential game of two players. We assume that each player is informed about the control of the partner realized up to the current moment. Therefore, the game is formalized in the class of randomized non-anticipative strategies. The main result of the paper ...
Added: April 17, 2020
Sandomirskaia M., В кн. : Экономический рост, ресурсозависимость и социально-экономическое неравенство: материалы IV Всероссийской конференции 27-29 октября 2014 года. : СПб. : Издательство Нестор-История, 2014. С. 218-220.
We consider a model of location-price competition between two firms, located on the circle. Nash equilibrium, equilibrium in secure strategies, and Nash-2 equilibrium are compared. We demonstrate that Nash-2 equilibrium exists for any locations of firms. The set of Nash-2 equilibria is treated as tacit collusion. ...
Added: October 15, 2015
Иванов А. В., Сало М. А., Бондарчук С. Н. et al., Лесоведение 2022 № 2 С. 132-143
An assessment of the windfall impact on the structure and phytomass of Siberian pine and birch forests stands was carried out based on the materials of surveys from permanent sample plots (PSP) on the territory of the Sikhote-Alin biosphere reserve, on the eastern macroslope of the Sikhote-Alin mountain range, where, due to the impact of ...
Added: March 22, 2022
Matveenko V. D., Montenegrin Journal of Economics 2013 Vol. 9 No. 3 P. 7-27
A new approach is proposed revealing duality relations between a physical side of economy (resources and technologies) and its institutional side (institutional relationsd between social groups). Production function is modeled not as a primal object but rather as a secondary one defined in a dual way by the institutional side. Differential games of bargaining are ...
Added: November 1, 2013
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
Matveenko V. D., Korolev A. V., Бахтин М. А., В кн. : Математика, статистика и информационные технологии в экономике, управлении и образовании. Ч. 1: Математика и статистика.: Тверь : Тверской государственный университет, 2016. С. 79-84.
This paper studies a model of game interaction on a network with externalities, in which agents choose their levels of investment. We compare two concepts of equilibrium: standard Nash definition and “Jacobian” definition of equilibrium with externalities. It is shown that the equilibrium level of investment is equal to the agent’s alpha centrality. Also, we ...
Added: February 23, 2017
Gehlbach S. G., Earle J., Brown J. D., , in : The Oxford Handbook of the Russian Economy. : Oxford : Oxford University Press, 2013.
Our results suggest a more nuanced view of Russian privatization than that offered by either its critics or its defenders. We confirm earlier findings that the average impact on productivity of privatization to domestic owners is around -3 to -5 percent, though some regions show productivity gains similar to those in Central Europe (an increase ...
Added: November 18, 2013
М. : Физматлит, 2013
This volume is dedicated to the 80th anniversary of academician V. M. Matrosov. The book contains reviews and original articles, which address the issues of development of the method of vector Lyapunov functions, questions of stability and stabilization control in mechanical systems, stability in differential games, the study of systems with multirate time and other. ...
Added: March 7, 2014
СПб. : Северо-Западный институт управления РАНХиГС при Президенте РФ, 2018
В данной работе рассмотрена следующая проблема – что влияет на объем инвестиций в знания при
вхождении одной из фирм сети в другую инновационную сеть. Решение данной проблемы позволит
понять, как именно будут вести себя инновационные фирмы при решении вопроса о вхождении в
инновационную сеть другой страны или региона, какие условия на это влияют и как можно будет
предсказать уровень ...
Added: September 15, 2018
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
Networks Structure, Equilibria, and Adjustment Dynamics in Network Games with Nonhomogeneous Players
Гармаш М. В., Уткина А. А., Korolev A. V., , in : Contributions to Game Theory and Management Volume XII. Vol. XII.: ., 2019. P. 128-139.
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
Matveenko V. D., Korolev A. V., , in : Contributions to game theory and management / Ed. by L. A. Petrosyan, N. A. Zenkevich. Issue 8. St. Petersburg : Graduate School of Management, St. Petersburg University, 2015. Issue 8.: St. Petersburg : Graduate School of Management, St. Petersburg University, 2015. P. 199-222.
We consider a game equilibrium in a network in each node of which an economy is described by the simple two-period model of endogenous growth with production and knowledge externalities. Each node of the network obtains an externality produced by the sum of knowledge in neighbor nodes. Uniqueness of the inner equilibrium is proved. Three ...
Added: September 22, 2015