FROM DISCRETE KINETIC AND STOCHASTIC GAME THEORY TO MODELLING COMPLEX SYSTEMS IN APPLIED SCIENCES

This paper deals with some methodological aspects related to the discretization of a class of integro-differential equations modelling the evolution of the probability distribution over the microscopic state of a large system of interacting individuals. The microscopic state includes both mechanical and socio-biological variables. The discretization of the microscopic state generates a class of dynamical systems defining the evolution of the densities of the discretized state. In general, this yields a system of partial differential equations replacing the continuous integro-differential equation. As an example, a specific application is discussed, which refers to modelling in the field of social dynamics. The derivation of the evolution equation needs the development of a stochastic game theory.

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