Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics

DOI10.1287/moor.2017.0908zbMath1433.60016arXiv1511.07897OpenAlexW2963758416MaRDI QIDQ5219703

William H. Sandholm, Mathias Staudigl

Publication date: 12 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.07897

zbMATH Keywords

Markov chainsstochastic stabilitycongestion gamesevolutionary game theorypotential gamessample path large deviations

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Population dynamics (general) (92D25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Evolutionary games (91A22)

Related Items

Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions, Unnamed Item, An introduction to \textit{ABED}: agent-based simulation of evolutionary game dynamics, Metastability in stochastic replicator dynamics, Tributes to Bill Sandholm, Stochastic stability in the large population and small mutation limits for coordination games, Large deviations and stochastic stability in population games

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic stability in asymmetric binary choice coordination games
• Evolution in games with randomly disturbed payoffs
• Stochastic evolutionary game dynamics
• Large deviations analysis of some recursive algorithms with state dependent noise
• Evolutionarily stable strategies and game dynamics
• The statistical mechanics of strategic interaction
• Large deviations for long range interacting particle systems with jumps
• Muddling through: Noisy equilibrium selection
• Why imitate, and if so, how? A boundedly rational approach to multi-armed bandits
• Bandwagon effects and long run technology choice
• A multinomial probit model of stochastic evolution.
• Potential games
• Evolution of equilibria in the long run: A general theory and applications
• Musical chairs: Modeling noisy evolution
• Simple formulas for stationary distributions and stochastically stable states
• A class of games possessing pure-strategy Nash equilibria
• Social Stability and Equilibrium
• Orders of limits for stationary distributions, stochastic dominance, and stochastic stability
• [https://portal.mardi4nfdi.de/wiki/Publication:4150440 M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres]
• Recursive algorithms, urn processes and chaining number of chain recurrent sets
• Large deviations and stochastic stability in the small noise double limit
• Stochastic Approximations with Constant Step Size and Differential Inclusions
• Asymptotics of the Invariant Measure in Mean Field Models with Jumps
• Learning, Mutation, and Long Run Equilibria in Games
• The Evolution of Conventions
• Deterministic Approximation of Stochastic Evolution in Games
• Solutions of ordinary differential equations as limits of pure jump markov processes
• Potential games with continuous player sets