Population games and discrete optimal transport

DOI10.1007/S00332-018-9507-5zbMATH Open1417.91096arXiv1704.00855OpenAlexW2611598362WikidataQ129050796 ScholiaQ129050796MaRDI QIDQ2003397FDOQ2003397

Authors: Shui-Nee Chow, Wuchen Li, Jun Lu, Haomin Zhou 

Publication date: 8 July 2019

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Abstract: We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy set. The derived dynamics is the gradient flow of a free energy and the transition density equation of a Markov process. Such process provides models for the behavior of the individual players in population, which is myopic, greedy and irrational. The stability of the dynamics is governed by optimal transport metric, entropy and Fisher information.

Full work available at URL: https://arxiv.org/abs/1704.00855

Recommendations

• Equilibrium selection via optimal transport
• ESS, population games, replicator dynamics: dynamics and games if not dynamic games
• Cournot-Nash equilibrium and optimal transport in a dynamic setting
• Evolutionary dynamics over continuous action spaces for population games that arise from symmetric two-player games
• The projection dynamic and the geometry of population games

zbMATH Keywords

optimal transportFokker-Planck equationsmean field gamesevolutionary game theory

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Fokker-Planck equations (35Q84) Stochastic games, stochastic differential games (91A15) Evolutionary games (91A22)

Cites Work

• Title not available (Why is that?)
• Equilibrium points in n -person games
• Optimal Transport
• Mean field games
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Best response dynamics and socially stable strategies
• Ricci curvature of finite Markov chains via convexity of the entropy
• Potential games
• Fokker-Planck equations for a free energy functional or Markov process on a graph
• Large-scale dynamics of mean-field games driven by local Nash equilibria
• Title not available (Why is that?)
• Evolutionary game dynamics
• Gradient flows of the entropy for finite Markov chains
• Decompositions and potentials for normal form games
• Optimal transport and Cournot-Nash equilibria
• Science from Fisher Information
• Evolutionary dynamics of cooperation
• On the Global Convergence of Stochastic Fictitious Play
• Evolution in games with randomly disturbed payoffs
• A new mathematical framework for the study of linkage and selection
• Games on graphs
• Title not available (Why is that?)
• Local stability under evolutionary game dynamics
• Individual Q-Learning in Normal Form Games
• Optimality and stability of symmetric evolutionary games with applications in genetic selection
• From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem
• Riemannian game dynamics
• Learning in games via reinforcement and regularization
• Penalty-regulated dynamics and robust learning procedures in games

Cited In (4)

• Optimal transport natural gradient for statistical manifolds with continuous sample space
• Applications: Introduction to the special issue on population games
• Equilibrium selection via optimal transport
• Solving maxmin optimization problems via population games

This page was built for publication: Population games and discrete optimal transport

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2003397)