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Protocol invariance and the timing of decisions in dynamic games
(Society for Economic Theory, 2019)
Copyright © 2019 The Authors.We characterize a class of dynamic stochastic games that we call separable dynamic games with noisy transitions and establish that these widely used models are protocol invariant provided that ...
A kinetic theory approach to the dynamics of crowd evacuation from bounded domains
(World Scientific, 2015-01)
A mathematical model of the evacuation of a crowd from bounded domains is derived by a hybrid approach with kinetic and macro-features. Interactions at the micro-scale, which modify the velocity direction, are modeled by ...
Time series analysis for minority game simulations of financial markets
(Elsevier B.V., 2003-04-15)
The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis ...
Stochastic simulation of multiscale complex systems with PISKaS: A rule-based approach
(ACADEMIC PRESS INC ELSEVIER SCIENCE, 2018)
Computational simulation is a widely employed methodology to study the dynamic behavior of complex systems. Although common approaches are based either on ordinary differential equations or stochastic differential equations, ...
Escaping the trap of "blocking": A kinetic model linking economic development and political competition
(American Institute of Mathematical Sciences, 2017-06)
In this paper we present a kinetic model with evolutive stochastic game-type interactions, analyzing the relationship between the level of political competition in a society and the degree of economic liberalization. The ...
Bifurcation And Multiplicity Results For Critical Nonlocal Fractional Laplacian Problems
(Elsevier Masson SAS, 2016)