Population games and discrete optimal transport

DOI10.1007/S00332-018-9507-5MaRDI QIDQ2003397zbMATH OpenOpenAlexWikidataFDO

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)

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

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)

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.

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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

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