讲座题目：Sure Friends in Unsure Times

主讲嘉宾：曹志刚

北京交通大学经济管理学院教授    博士生导师  “卓越百人计划”教授

讲座时间：2024年5月16日（周四）15：00

讲座地点：金融学院116教室

嘉宾简介：

曹志刚，北京交通大学经济管理学院教授。2010年毕业于中科院数学与系统科学研究院并留院任助理研究员。2017年9月加盟北京交通大学经济管理学院，任“卓越百人计划”教授。长期从事合作博弈、交通博弈、网络博弈和算法博弈等方面的研究，在包括Operations Research、Mathematics of Operations Research、Games and Economic Behavior、Journal of Mathematical Economics、Social Choice and Welfare、International Journal of Game Theory和《中国科学：数学》在内的期刊上发表多篇论文。相关成果曾获中国信息经济学理论贡献奖、系统科学与系统工程青年科技奖、中国决策科学青年科技奖和关肇直青年研究奖等荣誉。先后主持国家自然科学基金委的青年、面上和优青项目。兼任中国“双法”研究会智能决策与博弈分会副理事长、中国运筹学会博弈论分会副理事长、中国系统工程学会副秘书长、中国信息经济学会副秘书长、管理科学与工程学会理事和中国运筹学会理事等职务。

摘要

We study the problem of who shares risk with whom in social networks. We employ a network game model characterized by risk-averse agents and infinite rounds of interactions. In each round of the game, a randomly chosen agent encounters a negative shock, and each of their friends decides whether to provide assistance by transferring a fixed amount of money. We demonstrate that each participating agent in the activated subnetwork possesses a moderate number of friends. We refer to the set of agents able to share risks as an inner-core, and find that it encompasses various network concepts including the q-core and independent set. We find that tree and preferential-attachment networks are generally ineffective in risk-sharing. As the intensity of the negative shock increases, the equilibrium social welfare may not necessarily decline.