摘要翻译：
本文提出并分析了一个异质经济环境下财富分配演化的模型。该模型通过对成本函数的相当普遍的假设，在博弈论框架中考虑了一个理性主体相互作用的系统。这种演化驱动了在财富和经济配置变量中的代理人的动态。我们考虑了一个尺度分离的区域，其中大尺度动力学是由一个流体力学封闭给出的，纳什平衡作为局部热力学平衡。结果是一个气体动力学类型的方程组的密度和平均财富在大尺度上的药剂。在二次代价函数的特殊情况下，我们将反伽马分布恢复为均衡，这在文献中已经考虑过。
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英文标题：
《Evolution of the distribution of wealth in an economic environment
driven by local Nash equilibria》
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作者：
Pierre Degond (IMT), Jian-Guo Liu, Christian Ringhofer
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最新提交年份：
2013
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要：
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 on the cost function. This evolution drives the dynamic of the agents in both wealth and economic configuration variables. We consider a regime of scale separation where the large scale dynamics is given by a hydrodynamic closure with a Nash equilibrium serving as the local thermodynamic equilibrium. The result is a system of gas dynamics-type equations for the density and average wealth of the agents on large scales. We recover the inverse gamma distribution as an equilibrium in the particular case of quadratic cost functions which has been previously considered in the literature.
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