市场量子结构:通过费曼行动将汉密尔顿-雅各布-贝尔曼动态与斯克罗丁格方程式联系起来
The Quantum Structure of Markets: Linking Hamiltonian-Jacobi-Bellman Dynamics to Schrodinger Equation through Feynman Action
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We develop a Euclidean path-integral control to characterize optimal firm behavior in an economy governed by Walrasian equilibrium, Pareto efficiency, and non-cooperative Markovian feedback Nash equilibrium. The approach recasts the problem as a Lagrangian stochastic control system with forward-looking dynamics, thereby avoiding the explicit construction of a value function. Instead, optimal policies are obtained from a continuously differentiable Ito process generated through integrating factor
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