Approachability in population games
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Publication:828023
DOI10.3934/JDG.2020019zbMATH Open1455.91039arXiv1407.3910OpenAlexW3041141811MaRDI QIDQ828023FDOQ828023
Authors: Dario Bauso, Thomas W. L. Norman 
Publication date: 14 January 2021
Published in: Journal of Dynamics and Games (Search for Journal in Brave)
Abstract: This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a population of individuals with given distribution on actions. First, convergence conditions are revisited based on the common prior on the population distribution, and we define the notion of emph{1st-moment approachability}. Second, we develop a model of two coupled partial differential equations (PDEs) in the spirit of mean-field game theory: one describing the best-response of every player given the population distribution (this is a emph{Hamilton-Jacobi-Bellman equation}), the other capturing the macroscopic evolution of average payoffs if every player plays its best response (this is an emph{advection equation}). Third, we provide a detailed analysis of existence, nonuniqueness, and stability of equilibria (fixed points of the two PDEs). Fourth, we apply the model to regret-based dynamics, and use it to establish convergence to Bayesian equilibrium under incomplete information.
Full work available at URL: https://arxiv.org/abs/1407.3910
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