Stochastic evolutionary differential games toward a systems theory of behavioral social dynamics

被引:108
作者
Ajmone Marsan, G. [1 ]
Bellomo, N. [2 ,3 ]
Gibelli, L. [4 ]
机构
[1] Org Econ Cooperat & Dev, Paris, France
[2] King Abdulaziz Univ, Fac Sci, Dept Math, Jeddah, Saudi Arabia
[3] Politecn Torino, Turin, Italy
[4] Politecn Torino, Dept Math Sci, Turin, Italy
关键词
Kinetic theory; active particles; stochastic differential games; evolution; learning; social systems; economy; MEAN-FIELD GAMES; MODELING COMPLEX-SYSTEMS; OPINION FORMATION; MATHEMATICAL-THEORY; BOLTZMANN-EQUATION; KINETIC-EQUATIONS; ACTIVE PARTICLES; MAJORITY-RULE; COMPETITION; NETWORKS;
D O I
10.1142/S0218202516500251
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper proposes a systems approach to social sciences based on a mathematical framework derived from a generalization of the mathematical kinetic theory and of theoretical tools of game theory. Social systems are modeled as a living evolutionary ensemble composed of many individuals, who express specific strategies, cooperate, compete and might aggregate into groups which pursue a common interest. A critical analysis on the complexity features of social system is developed and a differential structure is derived to provide a general framework toward modeling. Then, a case study shows how the systems approach is applied. Moreover, it is shown how the theory leads to the interpretation and use of the so-called big data. Finally some research perspectives are brought to the attention of readers.
引用
收藏
页码:1051 / 1093
页数:43
相关论文
共 166 条
[1]   Economic backwardness in political perspective [J].
Acemoglu, D ;
Robinson, JA .
AMERICAN POLITICAL SCIENCE REVIEW, 2006, 100 (01) :115-131
[2]  
Acemoglu D., 2010, 16410 NAT BUR EC RES, V16410, P1
[3]  
Acemoglu D., 2006, Economic Origins of Dictatorship and Democracy, DOI 10.1017/CBO9780511510809
[4]   Opinion Dynamics and Learning in Social Networks [J].
Acemoglu, Daron ;
Ozdaglar, Asuman .
DYNAMIC GAMES AND APPLICATIONS, 2011, 1 (01) :3-49
[5]   EMERGENCE AND PERSISTENCE OF INEFFICIENT STATES [J].
Acemoglu, Daron ;
Ticchi, Davide ;
Vindigni, Andrea .
JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION, 2011, 9 (02) :177-208
[6]   MEAN FIELD GAMES: CONVERGENCE OF A FINITE DIFFERENCE METHOD [J].
Achdou, Yves ;
Camilli, Fabio ;
Capuzzo-Dolcetta, Italo .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2013, 51 (05) :2585-2612
[7]   MEAN FIELD GAMES: NUMERICAL METHODS [J].
Achdou, Yves ;
Capuzzo-Dolcetta, Italo .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2010, 48 (03) :1136-1162
[8]   APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY [J].
Ahn, Shinmi ;
Bae, Hyeong-Ohk ;
Ha, Seung-Yeal ;
Kim, Yongsik ;
Lim, Hyuncheul .
MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES, 2013, 23 (09) :1603-1628
[9]  
Ajmone Marsan G., 2015, TIPPING POINTS MODEL
[10]   Statistical mechanics of complex networks [J].
Albert, R ;
Barabási, AL .
REVIEWS OF MODERN PHYSICS, 2002, 74 (01) :47-97