Utility Maximization for an Investor with Asymmetric Attitude to Gains and Losses over the Mean–Variance Efficient Frontier

Faizliev, Alexey; Korotkovskaya, E. V.; Sidorov, Sergei; Smolov, Fedor; Vlasov, Andrey

doi:10.1088/1742-6596/1141/1/012017

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2019

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“…The simulation of the social management [16,17] on the basis of the large groups of population demonstrated the effectiveness of this approach. The utility functions of agents can take into account the symmetry and asymmetry of their awareness [18], which is provided by analyzing the correlation of information flows between social groups [19,20].…”

Section: Introductionmentioning

confidence: 99%

Game-theoretic model of wide social groups’ behavior with stimulation of volunteering activities

Geraskin¹

2019

Proceedings of the v International Conference Information Technology and Nanotechnology 2019

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The problem of developing tools for the stimulation system of socially optimal actions (volunteering) is considered. Based on the study of the population’s differentiation according to the propensity to an altruism, the game-theoretic model of the social group’s behavior is formed, accounting for the incentives for volunteering. In the cases of the linear decreasing incentive function and the linear cost functions of agents, the Cournot-Nash equilibrium mechanism in the corresponding game is proved. An existence of the equilibrium actions and an impact of incentives on the volunteers’ time distribution are confirmed by the simulation of the volunteers’ behavior in Russia.

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Section: Introductionmentioning

confidence: 99%

Game-theoretic model of wide social groups’ behavior with stimulation of volunteering activities

Geraskin¹

2019

Proceedings of the v International Conference Information Technology and Nanotechnology 2019

View full text Add to dashboard Cite

show abstract

Utility Maximization for an Investor with Asymmetric Attitude to Gains and Losses over the Mean–Variance Efficient Frontier

Cited by 1 publication

References 15 publications

Game-theoretic model of wide social groups’ behavior with stimulation of volunteering activities

Game-theoretic model of wide social groups’ behavior with stimulation of volunteering activities

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