A computational stochastic dynamic model to assess the risk of breakup in a romantic relationship

  1. de la Cruz, Jorge Herrera 2
  2. Rey, José‐Manuel 1
  1. 1 Department of Economic Analysis Complutense University of Madrid Madrid Spain
  2. 2 Department of Mathematics and Data Science San Pablo‐CEU University Madrid Spain
Revista:
Mathematical Methods in the Applied Sciences

ISSN: 0170-4214,  1099-1476

Año de publicación: 2023

Páginas: 1-18

Tipo: Artículo

DOI: 10.1002/MMA.9292 GOOGLE SCHOLAR lock_openAcceso abierto editor

Otras publicaciones en: Mathematical Methods in the Applied Sciences

Objetivos de desarrollo sostenible

Resumen

We introduce an algorithm to find feedback Nash equilibria of a stochastic differentialgame. Our computational approach is applied to analyze optimal policies to nurture aromantic relationship in the long term. This is a fundamental problem for the appliedsciences, which is naturally formulated in this work as a stochastic differential gamewith nonlinearities. We use our computational model to analyze the risk of maritalbreakdown. In particular, we introduce the concept of "love at risk" which allows usto estimate the probability of a couple breaking up in the face of possible unfavorablescenarios.

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