Nonexchangeable logit dynamics with cost constraints: different viewpoints and numerical analysis

DOI10.48550/arXiv.2607.09106MaRDI QIDQ7283964arXivFDO

Authors Hidekazu Yoshioka, Tomohiro Tanaka

Publication date 10 July 2026

Published in arXiv

Tldr We formulate a logit dynamic under cost constraints from both agent-based (SDE) and probabilistic viewpoints, proving well-posedness for McKean-Vlasov SDEs with jumps and regularized Fokker-Planck equations. A numerical scheme using finite differences is proposed for the latter, demonstrating its effectiveness in preventing breakdowns in computational results.

Full work available at URL https://doi.org/10.48550/arXiv.2607.09106

arXiv classification

math.DS

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