English

On stochastic imitation dynamics in large-scale networks

Systems and Control 2021-03-02 v1 Computer Science and Game Theory Dynamical Systems

Abstract

We consider a broad class of stochastic imitation dynamics over networks, encompassing several well known learning models such as the replicator dynamics. In the considered models, players have no global information about the game structure: they only know their own current utility and the one of neighbor players contacted through pairwise interactions in a network. In response to this information, players update their state according to some stochastic rules. For potential population games and complete interaction networks, we prove convergence and long-lasting permanence close to the evolutionary stable strategies of the game. These results refine and extend the ones known for deterministic imitation dynamics as they account for new emerging behaviors including meta-stability of the equilibria. Finally, we discuss extensions of our results beyond the fully mixed case, studying imitation dynamics where agents interact on complex communication networks.

Keywords

Cite

@article{arxiv.1803.02265,
  title  = {On stochastic imitation dynamics in large-scale networks},
  author = {Lorenzo Zino and Giacomo Como and Fabio Fagnani},
  journal= {arXiv preprint arXiv:1803.02265},
  year   = {2021}
}

Comments

Extended version of conference paper accepted at ECC 2018

R2 v1 2026-06-23T00:44:01.658Z