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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security

  • Vassili N. Kolokoltsov
  • Oleg A. Malafeyev

Table of contents

  1. Front Matter
    Pages i-xix
  2. Vassili N. Kolokoltsov, Oleg A. Malafeyev
    Pages 1-24
  3. Multi-agent Interaction and Nonlinear Markov Games

    1. Front Matter
      Pages 25-25
    2. Vassili N. Kolokoltsov, Oleg A. Malafeyev
      Pages 27-70
    3. Vassili N. Kolokoltsov, Oleg A. Malafeyev
      Pages 71-87
    4. Vassili N. Kolokoltsov, Oleg A. Malafeyev
      Pages 89-108
  4. Pools of Rational Optimizers

    1. Front Matter
      Pages 109-109
    2. Vassili N. Kolokoltsov, Oleg A. Malafeyev
      Pages 111-118
    3. Vassili N. Kolokoltsov, Oleg A. Malafeyev
      Pages 119-131
    4. Vassili N. Kolokoltsov, Oleg A. Malafeyev
      Pages 133-146
    5. Vassili N. Kolokoltsov, Oleg A. Malafeyev
      Pages 147-173
  5. Back Matter
    Pages 175-196

About this book

Introduction

There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games. Exhibiting various real world problems involving major and minor agents, this book presents a systematic continuous-space approximation approach for mean-field interacting agents models and mean-field games models. After describing Markov-chain methodology and a modeling of mean-field interacting systems, the text presents various structural conditions on the chain to yield respective socio-economic models, focusing on migration models via binary interactions. The specific applications are wide-ranging – including inspection and corruption, cyber-security, counterterrorism, coalition building and network growth, minority games, and investment policies and optimal allocation – making this book relevant to a wide audience of applied mathematicians interested in operations research, computer science, national security, economics, and finance.

Keywords

Dynamic law of large numbers Mean-field games corruption inspection curity

Authors and affiliations

  • Vassili N. Kolokoltsov
    • 1
  • Oleg A. Malafeyev
    • 2
  1. 1.Department of StatisticsUniversity of WarwickCoventryUK
  2. 2.Faculty of Applied Mathematics and Control ProcessesSaint Petersburg State UniversitySaint PetersburgRussia

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-030-12371-0
  • Copyright Information Springer Nature Switzerland AG 2019
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-030-12370-3
  • Online ISBN 978-3-030-12371-0
  • Series Print ISSN 1431-8598
  • Series Online ISSN 2197-1773
  • Buy this book on publisher's site