کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4959961 | 1445963 | 2017 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Sharing and growth in general random multiplicative environments
ترجمه فارسی عنوان
به اشتراک گذاری و رشد در محیط های تصادفی
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
چکیده انگلیسی
We extend the discrete-time cooperation evolution model proposed by Yaari and Solomon (2010) to a version with independent multiplicative random increments of arbitrary distribution and we develop a model in continuous time driven by exponential Lévy processes. In all settings, we prove that members of a sharing group enjoy a higher growth rate of their wealth and at the same time drastically reduce their exposure to random fluctuations: as more members join the group, the wealth of each member uniformly converges to a deterministic process growing at the highest possible rate. Thus, joining a sufficiently large sharing group may promise all its members to succeed almost surely even in environments where non-sharing individuals cannot escape misery on their own.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 258, Issue 1, 1 April 2017, Pages 193-206
Journal: European Journal of Operational Research - Volume 258, Issue 1, 1 April 2017, Pages 193-206
نویسندگان
Thomas Liebmann, Stefan Kassberger, Martin Hellmich,