Transition dynamics in a network game with heterogeneous agents: the stochastic case

DOI10.1134/S0005117922030134zbMath1489.91053OpenAlexW4223994681MaRDI QIDQ2139505

Yanyan Li

Publication date: 17 May 2022

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117922030134

zbMATH Keywords

productivitystochastic differential equationBrownian motionNash equilibriumdifferential gamenetwork gameItô lemmaheterogeneous agent

Mathematics Subject Classification ID

Games involving graphs (91A43) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Heterogeneous agent models (91B69)

Cites Work

• Game equilibria and transition dynamics in complete networks and in a triangle with heterogeneous agents
• Public goods in networks
• Game equilibria and transition dynamics in networks with heterogeneous agents
• Network Games
• On Convergence of Stochastic Processes
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