Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization

Autor:	Irene Crimaldi, Pierre-Yves Louis, Ida G. Minelli
Rok vydání:	2022
Předmět:	Statistics and Probability Applied Mathematics Interacting agents interacting stochastic processes reinforced stochastic process urn model nonlinear Pólya urn generalized Pólya urn reinforcement learning stochastic approximation game theory technological dynamics CODA models
Zdroj:	Advances in Applied Probability. 55:275-320
ISSN:	1475-6064 0001-8678
DOI:	10.1017/apr.2022.18
Popis:	The rich-get-richer rule reinforces actions that have been frequently chosen in the past. What happens to the evolution of individuals’ inclinations to choose an action when agents interact? Interaction tends to homogenize, while each individual dynamics tends to reinforce its own position. Interacting stochastic systems of reinforced processes have recently been considered in many papers, in which the asymptotic behavior is proven to exhibit almost sure synchronization. In this paper we consider models where, even if interaction among agents is present, absence of synchronization may happen because of the choice of an individual nonlinear reinforcement. We show how these systems can naturally be considered as models for coordination games or technological or opinion dynamics.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a981da4aa7be94c5af278af7fb1284f7 https://doi.org/10.1017/apr.2022.18 Zobrazit plný text záznamu