Related papers: Imitation Dynamics with Payoff Shocks
We propose a novel independent and payoff-based learning framework for stochastic games that is model-free, game-agnostic, and gradient-free. The learning dynamics follow a best-response-type actor-critic architecture, where agents update…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
A further generalization of the stochastic replicator dynamic derived by Fudenberg and Harris \cite{FH92} is considered. In particular, a Poissonian integral is introduced to the fitness to simulate the affects of anomalous events. For the…
This tutorial article puts forth a framework to analyze the noncooperative strategic interactions among the members of a large population of bounded rationality agents. Our approach hinges on, unifies and generalizes existing methods and…
We investigate the long-run behavior of a stochastic replicator process, which describes game dynamics for a symmetric two-player game under aggregate shocks. We establish an averaging principle that relates time averages of the process and…
Imitation dynamics for population games are studied and their asymptotic properties analyzed. In the considered class of imitation dynamics - that encompass the replicator equation as well as other models previously considered in…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
Reinforcement-based learning has attracted considerable attention both in modeling human behavior as well as in engineering, for designing measurement- or payoff-based optimization schemes. Such learning schemes exhibit several advantages,…
We report on new stability conditions for evolutionary dynamics in the context of population games. We adhere to the prevailing framework consisting of many agents, grouped into populations, that interact noncooperatively by selecting…
The best-response dynamics is an example of an evolutionary game where players update their strategy in order to maximize their payoff. The main objective of this paper is to study a stochastic spatial version of this game based on the…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
Evolutionary game dynamics in finite populations is typically subject to noise, inducing effects which are not present in deterministic systems, including fixation and extinction. In the first part of this paper we investigate the…
We study a dynamic sender-receiver game in which the sender observes a state evolving according to a Markov chain but does not observe the receiver's action. Despite the absence of feedback, dynamic interaction partially restores…
Evolutionary game theory has impacted many fields of research by providing a mathematical framework for studying the evolution and maintenance of social and moral behaviors. This success is owed in large part to the demonstration that the…
The literature on evolutionary game theory suggests that pure strategies that are strictly dominated by other pure strategies always become extinct under imitative game dynamics, but they can survive under innovative dynamics. As we…
Recently, the eco-evolutionary game theory which describes the coupled dynamics of strategies and environment have attracted great attention. At the same time, most of the current work is focused on the classic two-player two-strategy game.…
We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…
The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…
We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…
Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…