Markov Economies and Stochastic Dynamical
نویسنده
چکیده
Time-discrete stochastic processes are powerful tools for characterizing some dynamical systems. The prerequisites include an understanding of Markov processes (13.1). Time-discrete systems behave quite differently from dynamical systems based on systems of ordinary differential equations. This chapter presents a Markov model of adaptive learning that illustrates the concept of stochastic stability, as developed in Young (1998). After developing some of the theoretical results, we provide an agent-based model.
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