A stochastic variant of replicator dynamics in zero-sum games and its invariant measures

DOI10.1016/j.physd.2023.133940zbMath1530.91021arXiv2302.06969OpenAlexW4387378394MaRDI QIDQ6090682

Maximilian Engel, Georgios Piliouras

Publication date: 17 November 2023

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.06969

zbMATH Keywords

game theorystochastic differential equationsinvariant measuresNash equilibriumreplicator equationsgenerative adversarial networks

Mathematics Subject Classification ID

Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)

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