Utilize este identificador para referenciar este registo: http://hdl.handle.net/10362/15065
Título: Evolution of reputation in networks: A mean field game approach
Autor: Passeggeri, Ricardo
Orientador: Matos, João Amaro de
Palavras-chave: Optimal stochastic control
Mean field game
Quality control
Network analysis
Data de Defesa: Mai-2014
Resumo: This work models the competitive behaviour of individuals who maximize their own utility managing their network of connections with other individuals. Utility is taken as a synonym of reputation in this model. Each agent has to decide between two variables: the quality of connections and the number of connections. Hence, the reputation of an individual is a function of the number and the quality of connections within the network. On the other hand, individuals incur in a cost when they improve their network of contacts. The initial value of the quality and number of connections of each individual is distributed according to an initial (given) distribution. The competition occurs over continuous time and among a continuum of agents. A mean field game approach is adopted to solve the model, leading to an optimal trajectory for the number and quality of connections for each individual.
URI: http://hdl.handle.net/10362/15065
Designação: A Work Project, presented as part of the requirements for the Award of a Master’s Double Degree in Finance from Louvain School of Economics and NOVA – School of Business and Economics
Aparece nas colecções:NSBE: Nova SBE - MA Dissertations

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