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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