摘要翻译:
本文介绍并讨论了简单市场经济中财富分配动力学模型的最优控制策略,其作用是使人口财富密度的方差最小。我们的分析是基于对微观主体动态的相应控制问题的有限时间范围近似或模型预测控制,并在全局水平上得出了税收和再分配政策的另一种理论方法。结果表明,一般情况下,该控制可以修正相应的Boltzmann动力学方程定常解的Pareto指数,并且这种修正可以精确地量化。本文还讨论了以前基于福克-普朗克模型和税收再分配政策之间的联系以及目前的方法。
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英文标题:
《Kinetic models for optimal control of wealth inequalities》
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作者:
Bertram D\"uring, Lorenzo Pareschi, Giuseppe Toscani
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最新提交年份:
2018
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分类信息:
一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Economics 经济学
二级分类:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类:Mathematics 数学
二级分类:Optimization and Control 优化与控制
分类描述:Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学,线性规划,控制论,系统论,最优控制,博弈论
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一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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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 introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density among the population. Our analysis is based on a finite time horizon approximation, or model predictive control, of the corresponding control problem for the microscopic agents' dynamic and results in an alternative theoretical approach to the taxation and redistribution policy at a global level. It is shown that in general the control is able to modify the Pareto index of the stationary solution of the corresponding Boltzmann kinetic equation, and that this modification can be exactly quantified. Connections between previous Fokker-Planck based models and taxation-redistribution policies and the present approach are also discussed.
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PDF链接:
https://arxiv.org/pdf/1803.02171