Computational Model of Trade...

Just need to jot down the specifics of an idea I had about a computational model of trade with endogenous network formation...

The world consists of an exchange economy with N agents arranged in a circle.  Each agent is described by the following parameters:

1. Parameter, r~U[0,1] describing their level of risk aversion.
2. Parameter, v~U[a,b] describing their vision.  This vision parameter tells how many agents to the left and right are in an agents neighbourhood.  Vision could also be the same fixed v for all agents to simplify things.  Assume that agent's have perfect information about the endowments etc of all other agents in their neighbourhood/vision.
3. Each agent is endowed with some amount of two goods sugar and spice.  Endowments could be distributed uniform on some interval.
4. Agent have the same utility function which takes the amount of sugar and spice as arguments, and also must include risk aversion somehow.  I am open to suggestions as to what utility function would be most appropriate.

Agents would then have to decide whether or not to trade (if they wanted to trade at all) at "home" within their neighbourhood/vision or "abroad" by linking up with some other agent about which they know nothing (except the distributions of risk aversion, vision, etc.).  Of interest to me are the following...

1. Do agents with higher levels of risk aversion trade at home more often? Do agents with less risk aversion trade abroad more often?
2. What type of trade networks evolve through this process? Network structure within time steps and network structure aggregated across time steps would be of interest.
3. What are the equilibrium properties of such a model?  Is there meaningful convergence?  If so, how fast?  Is the equilibrium Pareto efficient/Pareto optimal?

I wrote this down very fast, and no doubt left out details necessary to close the model, but I thought I better write it down lest I forget...