论文标题

交互式网络中平衡的独特性

Uniqueness of Equilibria in Interactive Networks

论文作者

Yeh, Chien-Hsiang

论文摘要

本文扩展了Acemoglu等人提出的统一网络模型。 (2016b),使得相互作用函数可以是异质的,并且灵敏度矩阵的速度小于或等于一个光谱半径。我们显示了在最终收缩和非合同假设下的平衡的存在和(几乎肯定)。在系统风险的研究中应用平衡,我们提供了一项措施,以确定如果从网络中删除会造成最大影响的关键参与者。

This paper extends the unified network model, proposed by Acemoglu et al. (2016b), such that interaction functions can be heterogeneous, and the sensitivity matrix has less than or equal to one spectral radius. We show the existence and (almost surely) uniqueness of equilibrium under both eventually contracting and noncontracting assumptions. Applying the equilibrium in the study of systemic risk, we provide a measure to determine the key player who causes the most significant impact if removed from the network.

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