Continuous approximations of stochastic evolutionary game dynamics
The paper deals with a model of imitation, i.e. a discrete stochastic model which describes the change of the composition of different types in a given population. The change of the composition is caused by the imitation process [ cf. \textit{A.~Banerjee}, Q. J. Econ. 116, No. 1, 189--227 (2001; Zbl 0979.91021)]. The focus of the paper is on the construction of continuous limit for specific discrete imitation model. Under different assumptions, two limits of the same discrete model can be obtained: ordinary differential equations and stochastic differential equation. Asymptotic properties of the continuous and discrete models are compared.
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- Learning through reinforcement and replicator dynamics
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- Steady State Learning and Nash Equilibrium
- Stochastic evolutionary game dynamics
- Uniform Convergence in Probability and Stochastic Equicontinuity
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- The long-run behavior of the stochastic replicator dynamics
- Metastability in stochastic replicator dynamics
- Stochastic approximation to understand simple simulation models
- The frequency-dependent Wright-Fisher model: diffusive and non-diffusive approximations
- Evolutionary game dynamics in a Wright-Fisher process
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- Stochastic analysis and optimal control of a donation game system with non-uniform interaction rates and Gram-Schmidt orthogonalization procedure
- Deterministic approximation of a stochastic imitation dynamics with memory
- Mean-field approximation of forward-looking population dynamics
- Time averages, recurrence and transience in the stochastic replicator dynamics
- Continuous probabilistic analysis to evolutionary game dynamics in finite populations
- A note on adjusted replicator dynamics in iterated games
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