非线性动力学、复杂性与随机性:算法基础

NON-LINEAR DYNAMICS, COMPLEXITY AND RANDOMNESS: ALGORITHMIC FOUNDATIONS

Journal of Economic Surveys · 2011
被引 27
人大 AABS 2

中文导读

用算法数学为非线性动力学、复杂性和随机性提供严格基础,旨在将这些概念应用于经济理论和建模,对研究动态经济模型的学者有参考价值。

Abstract

Abstract In this paper I make an attempt to describe, discuss and extend a few aspects of the rich mathematical tapestry that can be woven with rigorous notions of non-linear dynamics, complexity and randomness, in terms of algorithmic mathematics. It is a tapestry that I try to weave with economic analysis, economic theory and economic modelling in mind. All three notions – that is, non-linear dynamics, complexity and randomness – have a rich conceptual, modelling or analytic tradition in core areas of economic theory, both at the micro and macro levels. It is the algorithmic foundation I try to provide for them that could be considered the novel contribution in this paper. Once the algorithmic foundations are in place, it is, for example, almost natural to consider the famed difficulties of obtaining closed form solutions for non-linear, complex or random dynamic models in economics almost a trivial vestige of a pre-simulation era in mathematical modelling.

非线性动力学复杂性随机性算法基础