Strategic interaction in trend-driven dynamics

DOI10.1007/s10955-013-0784-yzbMath1304.91160OpenAlexW2044254597MaRDI QIDQ372930

Marco Tolotti, Elena Sartori, Paolo Dai Pra

Publication date: 21 October 2013

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-013-0784-y

zbMATH Keywords

phase transitionstrategic gamesmean-field interactionmulti-agent models

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic games, stochastic differential games (91A15) Rationality and learning in game theory (91A26) Heterogeneous agent models (91B69)

Related Items (4)

Are transaction taxes a cause of financial instability? ⋮ Strategic Interaction in Interacting Particle Systems ⋮ Convergence Time of Probabilistic Cellular Automata on the Torus ⋮ Path-space moderate deviations for a class of Curie-Weiss models with dissipation

Cites Work

• Unnamed Item
• Social interaction and conformism in a random utility model
• The role of disorder in the dynamics of critical fluctuations of mean field models
• Discrete time, finite state space mean field games
• Dynamical aspects of mean field plane rotators and the Kuramoto model
• A simple mean field model for social interactions: dynamics, fluctuations, criticality
• Large portfolio losses: A dynamic contagion model
• Sharp asymptotics for metastability in the random field Curie-Weiss model
• Asymptotic dynamics, non-critical and critical fluctuations for a geometric long-range interacting model
• Central limit theorem for a simple diffusion model of interacting particles
• The statistical mechanics of strategic interaction
• McKean-Vlasov limit for interacting random processes in random media.
• Unitary equivalence, similarity and calculation of \(K_0\)-group
• Discrete Choice with Social Interactions
• Large Deviations for a Mean Field Model of Systemic Risk
• Multiple equilibria in a monopoly market with heterogeneous agents and externalities
• On the McKean-Vlasov Limit for Interacting Diffusions
• Processus de champ moyen: existence, unicite mesures invariantes et limites thermodynamiques
• Equilibrium Concepts for Social Interaction Models
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions

This page was built for publication: Strategic interaction in trend-driven dynamics