Averaging plus learning models and their asymptotics

• المؤلفون الرئيسيون: Popescu, Ionel, Vaidya, Tushar
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2023
• الموضوعات: Science::Mathematics; Limit Theorems; Dynamical Systems
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/171432

We develop original models to study interacting agents in financial markets and in social networks. Within these models randomness is vital as a form of shock or news that decays with time. Agents learn from their observations and learning ability to interpret news or private information in time-...