UDC 330.101
DOI: 10.36871/ek.up.p.r.2025.03.10.001
Authors
Elizaveta N. Baidasheva,
Krasnoyarsk State Medical University named after prof. V. F. Voino-Yasenetsky of the
Ministry of Health of the Russian Federation, Krasnoyarsk, Russia
Tatyana V. Kiyan,
Krasnoyarsk State Medical University named after prof. V. F. Voino-Yasenetsky of the
Ministry of Health of the Russian Federation, Krasnoyarsk, Russia; Krasnoyarsk State Agrarian University, Krasnoyarsk, Russia
Natalia N. Grigorieva,
Krasnoyarsk State Medical University named after prof. V. F. Voino-Yasenetsky of the
Ministry of Health of the Russian Federation, Krasnoyarsk, Russia; Institute of Gastronomy, Krasnoyarsk, Russia
Abstract
This article discusses the construction and analysis of a model of out-of-equilibrium
dynamics of an economic system based on the interaction of agents with bounded rationality and
built-in economic constraints. The model combines stochastic agent-based modeling, methods of
reinforcement learning theory and dynamic constraints – budgetary, informational and institutional.
The numerical experiment conducted using Monte Carlo methods, Latin hyperquadratic selection
and Euler–Maruyama schemes revealed a wide range of complex dynamic regimes, including
bifurcations, chaotic attractors and multistability.
The results demonstrate high sensitivity of the system trajectories to the parameters of cognitive
rationality and density of institutional barriers, which confirms the relevance of the model for the
analysis of systemic instability phenomena and reproduction of “stylized facts” of financial markets.
The work substantiates the need to move away from traditional DSGE approaches in favor of
hybrid models with endogenous adaptation mechanisms and limited awareness of agents.
Keywords
nonequilibrium dynamics, bounded rationality, agent-based modeling, stochastic processes
