Externalities and economic behavior

• Processo: 11/51509-5
• Modalidade de apoio: Auxílio à Pesquisa - Regular
• Data de Início da vigência: 01 de dezembro de 2011
• Data de Término da vigência: 28 de fevereiro de 2014
• Área do conhecimento: Ciências Sociais Aplicadas - Economia - Teoria Econômica
• Acordo de Cooperação: Universidade Hebraica de Jerusalém
• Pesquisador responsável: Fernando Pigeard de Almeida Prado
• Beneficiário: Fernando Pigeard de Almeida Prado
• Pesquisador Responsável no exterior: Eyal Winter
• Instituição Parceira no exterior: Hebrew University of Jerusalem, Israel
• Instituição Sede: Faculdade de Filosofia, Ciências e Letras de Ribeirão Preto (FFCLRP). Universidade de São Paulo (USP). Ribeirão Preto , SP, Brasil
• Vinculado ao auxílio: 08/54023-3 - Modelagem estocástica de sistemas socioeconômicos, AP.JP
• Assunto(s): Teoria dos jogos Métodos probabilísticos Processos estocásticos Cooperação internacional
• Palavra(s)-Chave do Pesquisador: Agent Based Models | Externalities | Game Theory | Probability Theory | Stochastic Process

Resumo

This project investigate market behaviors in which agents interact in network structures and exert externalities upon each other. Essentially, the approach to the subjects will make use of the techniques of Interacting Particle Systems (IPS) (Liggett (1985)) and Game Theory (Fudenberg e Tirole (1991)). With the present work, we aim at, understanding the formation of the phenomena studied and also at suggesting new ways of their control. The motivation of the project arises from the Interplay between Winter's and Prado's ongoing projects, being Winter the proponent on the part of The Hebrew University of Jerusalem (HUJ) and Prado, the proponent on the part of the Sao Paulo State. The activities of the Prado's ongoing project that will benefit from the cooperation concerns investigations of markets in which agents are directly influenced by one another choices. This issue f relates to three (of a total of four) investigations of Prado's ongoing project. (AU)

Publicações científicas

(Referências obtidas automaticamente do Web of Science e do SciELO, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores)

BELITSKY, V.; MENSHIKOV, M.; PETRITIS, D.; VACHKOVSKAIA, M.. Random Dynamical Systems with Systematic Drift Competing with Heavy-Tailed Randomness. Markov Processes and Related Fields, v. 22, n. 4, p. 629-652, 2016. (09/52379-8, 11/07000-0, 11/51509-5)

ROSALES, RAFAEL A. A.; PIRES, BENITO; PRADO, FERNANDO P. A.. Vertex reinforced random walks with exponential interaction on complete graphs. Stochastic Processes and their Applications, v. 148, p. 27-pg., 2022-06-01. (11/51509-5, 19/10269-3)

PRADO, FERNANDO P. A.; COLETTI, CRISTIAN F.; ROSALES, RAFAEL A.. Two repelling random walks on Z. Stochastic Processes and their Applications, v. 160, p. 17-pg., 2023-03-06. (17/10555-0, 11/51509-5)