相关论文: Dynamically Consistent Nonlinear Evaluations and E…

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

This paper studies the opinion dynamics model recently introduced by Hegselmann and Krause: each agent in a group maintains a real number describing its opinion; and each agent updates its opinion by averaging all other opinions that are…

We discuss conditionalisation for Accept-Desirability models in an abstract decision-making framework, where uncertain rewards live in a general linear space, and events are special projection operators on that linear space. This abstract…

In the present work we investigate the stability of the k-essence models allowing upto quadratic terms of the kinetic energy. The system of field equations is written as an autonomous system in terms of dimensionless variables and the…

We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs). Our main goal is to provide fully automated, model-independent and tool-supported techniques and algorithms…

We introduce a notion of nonlinear expectation --G--expectation-- generated by a nonlinear heat equation with infinitesimal generator G. We first discuss the notion of G-standard normal distribution. With this nonlinear distribution we can…

This paper introduces operators, semantics, characterizations, and solution-independent conditions to guarantee temporal logic specifications for hybrid dynamical systems. Hybrid dynamical systems are given in terms of differential…

Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…

In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend following and contrarian…

This paper examines impulsive non-autonomous systems with grazing periodic solutions. Surfaces of discontinuity and impact functions of the systems are not depending on the time variable. That is, we can say that the impact conditions are…

Each scheme of state reconstruction comes down to parametrize the state of a quantum system by expectation values or probabilities directly measurable in an experiment. It is argued that the time evolution of these quantities provides an…

We develop a dynamic model of cascading failures in a financial network whereby cross-holdings are viewed as feedback, external assets investments as inputs and failure penalties as static nonlinearities. We provide sufficient milder and…

This paper describes a discrete-time model of regularly-issued sovereign debt dynamics under a deficit-driven nominal debt growth regime that explicitly accounts for granular maturity. New issuance follows fixed allocations across a finite…

Static stability in economic models means negative incentives for deviation from equilibrium strategies, which we expect to assure a return to equilibrium, i.e., dynamic stability, as long as agents respond to incentives. There have been…

The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…

The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically…

We develop a theory for solving continuous time optimal stopping problems for non-linear expectations. Our motivation is to consider problems in which the stopper uses risk measures to evaluate future rewards.

We consider continuous-time consensus systems whose interactions satisfy a form or reciprocity that is not instantaneous, but happens over time. We show that these systems have certain desirable properties: They always converge…

Decisions to pursue higher education are not fully explained by economic incentives, with social influence and peer effects playing a crucial, yet dynamically understudied, role. This paper develops a theoretical non-linear dynamics model…