Boltzmann and Fokker-Planck equations modelling the Elo rating system with learning effects

DOI10.1007/S00332-018-9512-8zbMATH Open1421.35372arXiv1806.06648OpenAlexW3102460899WikidataQ128816693 ScholiaQ128816693MaRDI QIDQ2003403FDOQ2003403

Bertram Düring, Marco Torregrossa, M-T Wolfram

Publication date: 8 July 2019

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

Abstract: In this paper we propose and study a new kinetic rating model for a large number of players, which is motivated by the well-known Elo rating system. Each player is characterised by an intrinsic strength and a rating, which are both updated after each game. We state and analyse the respective Boltzmann type equation and derive the corresponding nonlinear, nonlocal Fokker-Planck equation. We investigate the existence of solutions to the Fokker-Planck equation and discuss their behaviour in the long time limit. Furthermore, we illustrate the dynamics of the Boltzmann and Fokker-Planck equation with various numerical experiments.

Full work available at URL: https://arxiv.org/abs/1806.06648

zbMATH Keywords

Elo ratinglearningasymptotic behaviourFokker-Planck equationkinetic modelexistence of weak solutions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods (including Monte Carlo methods) (91G60) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Asymptotic behavior of solutions to PDEs (35B40) Weak solutions to PDEs (35D30) Degenerate parabolic equations (35K65) Boltzmann equations (35Q20) Fokker-Planck equations (35Q84)

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Cited In (7)

• Steady states of an Elo-type rating model for players of varying strength
• Swarming: hydrodynamic alignment with pressure
• Trends to equilibrium for a nonlocal Fokker-Planck equation
• Monte Carlo stochastic Galerkin methods for non-Maxwellian kinetic models of multiagent systems with uncertainties
• The impact of intelligent transportation points system based on Elo rating on emergence of cooperation at Y intersection
• Propagation of chaos: a review of models, methods and applications. II: Applications
• Continuum and thermodynamic limits for a simple random-exchange model

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