Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
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Beschreibung
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.
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.
Describes a systematic continuous-space approximation approach to the theory of mean field games Provides real world problems for analysis of major and minor agents in varying models Provides applications throughout text for wide-ranging functions and industries
Autor*in
Vassili N. Kolokoltsov
Themen in »Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security«
Dynamic law of large numbers Mean-field games corruption inspection curity
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“This book is really worthy to be recommended to all who would want to extend their knowledge in game theory, decision sciences, economics and management sciences.” (Tadeusz Radzik, zbMATH 1431.91004, 2020)
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