75267

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

A Purely Algebraic Method of Volatile Equilibrium Calculation for a Systems Permitting Excess Demand Agrégation

Электронная публикация: 

Да

ISBN/ISSN: 

979-8-3503-3790-7

DOI: 

10.1109/MLSD58227.2023.10304053

Наименование конференции: 

  • 2023 16th International Conference Management of large-scale system development (MLSD)

Наименование источника: 

  • Proceedings of the 16th International Conference Management of Large-Scale System Development (MLSD)

Город: 

  • Москва

Издательство: 

  • IEEE

Год издания: 

2023

Страницы: 

https://ieeexplore.ieee.org/document/10304053
Аннотация
Volatile equilibrium is a method of implementing of macroeconomic aspects like money, debt, and finance into a purely microeconomic general equilibrium Arrow model (modeling natural exchange). Here we deal with the collective consumption of a price equilibrium stability reserve as a common resource, each investor consumes roughly proportionally to its' leverage, leading to a bad equilibrium similar to the typical resource-system overloading phenomenon, when further leverage increasing isn't interesting to investors due to the risk induced by price volatility the common resource overconsumption leads to. In the article we consider mainly an algorithmic aspect of the calculation of this volatile equilibrium. The calculation of volatile equilibrium generally is algorithmically hard problem, that takes much calculational resources at no obvious parametric or qualitative analysis perspective. In the article we introduce a version of suitable for parametric analysis and theoretical investigation almost analytical method permitting to exclude any trajectory calculation.

Библиографическая ссылка: 

Кривошеев О.И. A Purely Algebraic Method of Volatile Equilibrium Calculation for a Systems Permitting Excess Demand Agrégation / Proceedings of the 16th International Conference Management of Large-Scale System Development (MLSD). М.: IEEE, 2023. С. https://ieeexplore.ieee.org/document/10304053.