Evolution of reputation in networks: a mean field game approach
Passeggeri, Riccardo (A.A. 2013/2014) Evolution of reputation in networks: a mean field game approach. Tesi di Laurea in Mathematical methods for economics and finance, LUISS Guido Carli, relatore Fausto Gozzi, pp. 62. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Mathematical introduction. Measure and probability theory. Stochastic processes. Brownian motion. Ito's formula. Stochastic differential equations. Kolmogorov forward equation. Dynamic programming and Hamilton Jacobi-Bellman equation. The model. Resolution of the model. The Hamilton-Jacobi-Bellman equation. The forward Kolmogorov equation. The transversality condition. Discussion of the assumptions of the model.
References
Bibliografia: pp. 61-62.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Mathematical methods for economics and finance |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Dall'Aglio, Marco |
| Academic Year: | 2013/2014 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 31 Oct 2014 09:37 |
| Last Modified: | 20 Nov 2018 11:36 |
| URI: | https://tesi.luiss.it/id/eprint/12924 |
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