Výsledky vyhledávání - "RINGHOFER, CHRISTIAN"

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Kinetic Theories for Metropolis Monte Carlo Methods

Autor: Herty, Michael, Ringhofer, Christian

We consider generalizations of the classical inverse problem to Bayesien type estimators, where the result is not one optimal parameter but an optimal probability distribution in parameter space. The practical computational tool to compute these dist

Externí odkaz: http://arxiv.org/abs/2405.01232

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Evolution of wealth in a nonconservative economy driven by local Nash equilibria

Autor: Degond, Pierre, Liu, Jian-Guo, Ringhofer, Christian

We develop a model for the evolution of wealth in a non-conservative economic environment, extending a theory developed earlier by the authors. The model considers a system of rational agents interacting in a game theoretical framework. This evolutio

Externí odkaz: http://arxiv.org/abs/1403.7800

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Evolution of the distribution of wealth in an economic environment driven by local Nash equilibria

Autor: Degond, Pierre, Liu, Jian-Guo, Ringhofer, Christian

We present and analyze a model for the evolution of the wealth distribution within a heterogeneous economic environment. The model considers a system of rational agents interacting in a game theoretical framework, through fairly general assumptions o

Externí odkaz: http://arxiv.org/abs/1307.1685

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A Nash equilibrium macroscopic closure for kinetic models coupled with Mean-Field Games

Autor: Degond, Pierre, Liu, Jian-Guo, Ringhofer, Christian

We introduce a new mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large time behav

Externí odkaz: http://arxiv.org/abs/1212.6130

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