 Название: Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
Автор: Vassili N. Kolokoltsov, Oleg A. Malafeyev
Издательство: Springer
ISBN: 3030123707
Год: 2019
Страниц: 206
Жанр: прикладная математика
Язык: английский
Формат: pdf (true), djvu
Размер: 24.1 MB
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games. Exhibiting various real world problems involving major and minor agents, this book presents a systematic continuous-space approximation approach for mean-field interacting agents models and mean-field games models. After describing Markov-chain methodology and a modeling of mean-field interacting systems, the text presents various structural conditions on the chain to yield respective socio-economic models, focusing on migration models via binary interactions. The specific applications are wide-ranging - including inspection and corruption, cyber-security, counterterrorism, coalition building and network growth, minority games, and investment policies and optimal allocation - making this book relevant to a wide audience of applied mathematicians interested in operations research, computer science, national security, economics, and finance.
Contents:
1 Introduction: Main Models and LLN Methodology - Pages 1-24
Part I Multi-agent Interaction and Nonlinear Markov Games
2 Best-Response Principals - Pages 27-70
3 Dynamic Control of Major Players - Pages 71-87
4 Models of Growth Under Pressure - Pages 89-108
Part II Pools of Rational Optimizers
5 MFGs for Finite-State Models - Pages 111-118
6 Three-State Model of Corruption and Inspection - Pages 119-131
7 Four-State Model of Cybersecurity - Pages 133-146
9 Turnpikes for MFGs on Two-Dimensional Networks - Pages 147-173
Appendix: Notes and Compliments - 175
References - 185
Index - 195
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security 
