Research on business fluctuations caused by discrete choice problems

离散选择问题引起的业务波动研究

• 批准号: 15530123
• 负责人: KAMIHIGASHI Takashi
• 金额: $ 1.54万
• 依托单位: Kobe University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2003
• 资助国家: 日本
• 起止时间: 2003 至 2006
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-15530123/
• 关键词: Discrete choice problem; Dynamic optimization; Business fluctuations; 離散選択

The purpose of this research is to study the relationship between discrete choice problems and business fluctuations. Discrete choice problems are important since many products in reality are indivisible.In this research, it has been shown that at the individual level, discrete choice problems result in complex dynamics. A more precise statement of this result is as follows: Under quite general conditions, the optimal paths of deterministic infinite-horizon discrete-choice problems almost never converge to a steady state or a cycle.In terms of techniques, in stead of dynamic programming, I have employed the approach of viewing an infinite horizon optimization problem as an optimization problem in an infinite dimensional space. By comparing the state space and the space of optimal paths, I have shown that optimal paths almost always exhibit complex dynamics.I am in the process of preparing a paper based on the above result for publication in a journal.

本研究的目的是研究离散选择问题与业务波动之间的关系。离散选择问题很重要，因为现实中许多产品是不可分割的。本研究表明，在个体层面上，离散选择问题会导致复杂的动态变化。这个结果的更精确的表述如下：在相当一般的条件下，确定性无限范围离散选择问题的最优路径几乎永远不会收敛到稳态或循环。在技术方面，我没有使用动态规划，而是采用将无限范围优化问题视为无限维空间中的优化问题的方法。通过比较状态空间和最优路径空间，我发现最优路径几乎总是表现出复杂的动态。我正在根据上述结果准备一篇论文，以便在期刊上发表。