RUS  ENG
Полная версия
ЖУРНАЛЫ // Contributions to Game Theory and Management // Архив

Contributions to Game Theory and Management, 2010, том 3, страницы 162–170 (Mi cgtm83)

Эта публикация цитируется в 2 статьях

Construction of Different Types of Dynamics in an Evolutionary Model of Trades in the Stock Market

Elena Gubar

St. Petersburg State University, Faculty of Applied Mathematics and Control Processes, Universitetskiy pr. 35, St. Petersburg, 198504, Russia

Аннотация: The main purpose of this work is research of the agents behavior on the stock market using methods of evolutionary game theory and construct evolutionary dynamics for the long-run period. For this model we considered and compared some additional cases of the dynamics. Following dynamics for the model were constructed: the evolutionary dynamics, the OLG dynamics and continuous dynamics of the imitation behavior. As a result we compared solutions, which were given by all dynamics.

Ключевые слова: Evolutionary game, ESS strategy, stock market, cheap-talk game, replicative dynamic, discrete dynamics, imitation models, imitation dynamics.

Язык публикации: английский



© МИАН, 2024