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Record W4391819610 · doi:10.1002/asjc.3340

On a best response problem arising in mean field stochastic growth games with common noise

2024· article· en· W4391819610 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueAsian Journal of Control · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsCarleton University
Fundersnot available
KeywordsNoise (video)Field (mathematics)Computer scienceMathematicsMathematical economicsControl theory (sociology)Artificial intelligencePure mathematics

Abstract

fetched live from OpenAlex

Abstract This paper analyzes the best response control problem arising in mean field stochastic growth. We consider mean field games in the setting of stochastic growth where each player's capital stock is described by Cobb–Douglas production dynamics subject to stochastic depreciation and common noise. Each individual's utility functional consists of one's own utility and relative utility. Due to random mean field dynamics, the analysis of the best response relies on a stochastic Hamilton–Jacobi–Bellman (SHJB) equation, which in turn derives a special nonlinear backward stochastic differential equation (BSDE). We analyze the BSDE and use it to determine the solution equation system of the mean field game. Further, we extend the analysis to an AK model for the growth dynamics.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.213
Threshold uncertainty score0.504

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.010
GPT teacher head0.209
Teacher spread0.199 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it