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相关论文: Kinetic models for the trading of goods

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We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

综合金融 · 定量金融 2018-03-14 Carlo Brugna , Giuseppe Toscani

We propose a kinetic model to describe the dynamical evolution of wealth and knowledge in national and global markets, starting from a microscopic description of individual interactions. The model is built upon interaction rules that…

物理与社会 · 物理学 2026-02-24 Marzia Bisi , Martina Conte , Maria Groppi

An important class of economic models involve agents whose wealth changes due to transactions with other agents. Several authors have pointed out an analogy with kinetic theory, which describes molecules whose momentum and energy changes…

物理与社会 · 物理学 2014-07-22 Bruce M. Boghosian

The temporal evolution of a contagious viral disease is modelled as the dynamic progression of different classes of population with individuals interacting pairwise. This interaction follows a binary mechanism typical of kinetic theory,…

种群与进化 · 定量生物学 2025-01-24 Giulia Bertaglia , Lorenzo Pareschi , Giuseppe Toscani

We propose a novel kinetic exchange model differing from previous ones in two main aspects. First, the basic dynamics is modified in order to represent economies where immediate wealth exchanges are carried out, instead of reshufflings or…

综合金融 · 定量金融 2015-05-07 Els Heinsalu , Marco Patriarca

The Kinetic Gas Theory like two-agent money exchange models, recently introduced in the Econophysics of Wealth distributions, are revisited. The emergence of Boltzmann-Gibbs like distribution of individual money to Pareto's law in the tail…

物理与社会 · 物理学 2009-11-11 Abhijit Kar Gupta

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques…

统计力学 · 物理学 2010-05-28 Giuseppe Toscani

In this paper, we consider a simple kinetic model of economy involving both exchanges between agents and speculative trading. We show that the kinetic model admits non trivial quasi-stationary states with power law tails of Pareto type. In…

偏微分方程分析 · 数学 2009-11-10 Stephane Cordier , Lorenzo Pareschi , Giuseppe Toscani

We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…

数学物理 · 物理学 2023-02-23 Marzia Bisi , Nadia Loy

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the influence of knowledge in the evolution of wealth in a system of agents which interact through the binary trades introduced in Cordier, Pareschi,…

综合金融 · 定量金融 2015-06-18 Lorenzo Pareschi , Giuseppe Toscani

A kinetic inhomogeneous Boltzmann-type equation is proposed to model the dynamics of the number of agents in a large market depending on the estimated value of an asset and the rationality of the agents. The interaction rules take into…

偏微分方程分析 · 数学 2017-02-07 Bertram Düring , Ansgar Jüngel , Lara Trussardi

We introduce a class of one-dimensional linear kinetic equations of Boltzmann and Fokker--Planck type, describing the dynamics of individuals of a multi-agent society questing for high status in the social hierarchy. At the Boltzmann level,…

物理与社会 · 物理学 2020-06-05 Giacomo Dimarco , Giuseppe Toscani

In this paper, we present a critical collection of essential mathematical tools and techniques for the analysis of Boltzmann-type kinetic equations, which in recent years have established themselves as a flexible and powerful paradigm to…

数学物理 · 物理学 2025-03-17 Nadia Loy , Andrea Tosin

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…

物理与社会 · 物理学 2018-10-25 Bertram Düring , Lorenzo Pareschi , Giuseppe Toscani

We consider a nonlinear kinetic equation of Boltzmann type which takes into account the influence of conviction during the formation of opinion in a system of agents which interact through the binary exchanges introduced in [G. Toscani,…

物理与社会 · 物理学 2015-12-09 Carlo Brugna , Giuseppe Toscani

Two kinetic exchange models are proposed to explore the dynamics of closed economic markets characterized by random exchanges, saving propensities, and collective transactions. Model I simulates a system where individual transactions occur…

元胞自动机与格子气 · 物理学 2025-02-20 Chuandong Lin , Lijie Cui

In this paper, we discuss the large--time behavior of solution of a simple kinetic model of Boltzmann--Maxwell type, such that the temperature is time decreasing and/or time increasing. We show that, under the combined effects of the…

偏微分方程分析 · 数学 2015-05-19 L. Pareschi , G. Toscani

In this paper we study binary interaction schemes with uncertain parameters for a general class of Boltzmann-type equations with applications in classical gas and aggregation dynamics. We consider deterministic (i.e., a priori averaged) and…

偏微分方程分析 · 数学 2018-11-05 Andrea Tosin , Mattia Zanella

Binary kinetic exchange models, where money is shuffled between two agents at a time, reproduce the Boltzmann Gibbs exponential wealth distribution but cannot address the multi party trades common in real markets. We generalize the exchange…

物理与社会 · 物理学 2026-05-28 Suchismita Banerjee

Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock…

综合金融 · 定量金融 2017-02-10 M. L. Bertotti , A. K. Chattopadhyay , G. Modanese
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