  We present and analyze a model for the evolution of the wealth distribution
within a heterogeneous economic environment. The model considers a system of
rational agents interacting in a game theoretical framework, through fairly
general assumptions on the cost function. This evolution drives the dynamic of
the agents in both wealth and economic configuration variables. We consider a
regime of scale separation where the large scale dynamics is given by a
hydrodynamic closure with a Nash equilibrium serving as the local thermodynamic
equilibrium. The result is a system of gas dynamics-type equations for the
density and average wealth of the agents on large scales. We recover the
inverse gamma distribution as an equilibrium in the particular case of
quadratic cost functions which has been previously considered in the
literature.
