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

Abstract

We introduce an algorithm to find feedback Nash equilibria of a stochastic differential game. Our computational approach is applied to analyze optimal policies to nurture a romantic relationship in the long term. This is a fundamental problem for the applied sciences, which is naturally formulated in this work as a stochastic differential game with nonlinearities. We use our computational model to analyze the risk of marital breakdown. In particular, we introduce the concept of “love at risk,” which allows us to estimate the probability of a couple breaking up in the face of possible unfavorable scenarios.