Related papers: Imitation Dynamics with Payoff Shocks
We consider normal-form games with $n$ players and two strategies for each player, where the payoffs are i.i.d. random variables with some distribution $F$ and we consider issues related to the pure equilibria in the game as the number of…
In this paper, we study analytically the statistics of the number of equilibria in pairwise social dilemma evolutionary games with mutation where a game's payoff entries are random variables. Using the replicator-mutator equations, we…
We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…
We investigate a model where strong noise in a sub-population creates a metastable state in an otherwise unstable two-population system. The induced metastable state is vortex-like, and its persistence time grows exponentially with the…
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…
The finitely repeated Prisoners' Dilemma is a good illustration of the discrepancy between the strategic behaviour suggested by a game-theoretic analysis and the behaviour often observed among human players, where cooperation is maintained…
We introduce an extension of the usual replicator dynamics to adaptive learning rates. We show that a population with a dynamic learning rate can gain an increased average payoff in transient phases and can also exploit external noise,…
Randomized smoothing is a technique for providing provable robustness guarantees against adversarial attacks while making minimal assumptions about a classifier. This method relies on taking a majority vote of any base classifier over…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
We study evolutionary game dynamics in a well-mixed populations of finite size, N. A well-mixed population means that any two individuals are equally likely to interact. In particular we consider the average abundances of two strategies, A…
This paper presents a learning dynamic with almost sure convergence guarantee for any stochastic game with turn-based controllers (on state transitions) as long as stage-payoffs induce a zero-sum or identical-interest game. Stage-payoffs…
We study the large-time behavior of an ensemble of entities obeying replicator-like stochastic dynamics with mean-field interactions as a model for a primordial ecology. We prove the propagation-of-chaos property and establish conditions…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
Evolution is based on the assumption that competing players update their strategies to increase their individual payoffs. However, while the applied updating method can be different, most of previous works proposed uniform models where…
The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…
We study a repeated game with payoff externalities and observable actions where two players receive information over time about an underlying payoff-relevant state, and strategically coordinate their actions. Players learn about the true…
In the presence of persistent payoff heterogeneity, the evolution of the aggregate strategy hugely depends on the underlying strategy composition under many evolutionary dynamics, while the aggregate dynamic under the standard BRD reduces…
It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in…
This paper presents a payoff perturbation technique, introducing a strong convexity to players' payoff functions in games. This technique is specifically designed for first-order methods to achieve last-iterate convergence in games where…
Aiming to provide a new class of game dynamics with good long-term rationality properties, we derive a second-order inertial system that builds on the widely studied "heavy ball with friction" optimization method. By exploiting a well-known…