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.


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.


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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