Lokalne funkcje głębi w modelowaniu układów ekonomicznych

• Authors: Daniel Kosiorowski

Title variants

EN

Local Depth Functions in Economic Systems Modelling

• Languages of publication: PL

Abstracts

PL

W artykule rozważamy prostą dwuosobową grę kooperacyjną, w której gracze działają w warunkach niepełnej informacji oraz opierając się na szeregu czasowym zawierającym obserwacje odstające. Rozpatrywana gra nawiązuje do idei klasyfikatora indukowanego przez statystyczną funkcję głębi.

EN

In this paper we present a methodological framework for purposes of dynamic cooperative games with locality modelling. Our framework appeals to the recently proposed by Painvaveine and van Bever concept of local depth. We propose a simple dynamic games with two agents and study its properties by means of computer simulations. The paper is a starting point for our research program aiming at creating a statistical apparatus for the cooperative dynamic games with local maximization of individual and group goals.

Keywords

PL

Gry kooperacyjne; Teoria gier; Wielowymiarowa analiza statystyczna

EN

Cooperative game; Game theory; Multi-dimensional statistical analysis

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2015
• Volume: 237
• Pages: 37-49

Contributors

author

Daniel Kosiorowski

References

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Identifiers

ISSN

2083-8611