Dynamic interaction models of economic equilibrium

DOI10.1016/j.jedc.2008.04.011zbMath1170.91441OpenAlexW2034043282MaRDI QIDQ2271615

Igor V. Evstigneev, Michael I. Taksar

Publication date: 7 August 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-0623.pdf

zbMATH Keywords

market interactionseconomies with locally interacting agentsrandom fields on directed structuresstationary (invariant) equilibriastochastic equilibrium dynamics

Mathematics Subject Classification ID

Trade models (91B60) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) General equilibrium theory (91B50)

Related Items (5)

\(H_\infty\) control of a chaotic finance system in the presence of external disturbance and input time-delay ⋮ Geometric analysis of nonlinear dynamics in application to financial time series ⋮ Dynamic analysis and control of a new hyperchaotic finance system ⋮ Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk ⋮ Can a stochastic cusp catastrophe model explain stock market crashes?

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