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In stochastic dynamical systems, different concepts of stability can be obtained in different limits. A particularly interesting example is evolutionary game theory, which is traditionally based on infinite populations, where strict Nash…

Populations and Evolution · Quantitative Biology 2007-05-23 Arne Traulsen , Jorge M. Pacheco , Lorens A. Imhof

Spatial evolutionary games model individuals who are distributed in a spatial domain and update their strategies upon playing a normal form game with their neighbors. We derive integro-differential equations as deterministic approximations…

Probability · Mathematics 2010-07-06 Sung-Ha Hwang , Markos Katsoulakis , Luc Rey-Bellet

Evolutionary game dynamics describes the spreading of successful strategies in a population of reproducing individuals. Typically, the microscopic definition of strategy spreading is stochastic, such that the dynamics becomes deterministic…

Populations and Evolution · Quantitative Biology 2015-05-13 Philipp M. Altrock , Arne Traulsen

We consider evolutionary dynamics for population games in which players have a continuum of strategies at their disposal. Models in this setting amount to infinite-dimensional differential equations evolving on the manifold of probability…

Dynamical Systems · Mathematics 2025-04-23 Brendon G. Anderson , Jingqi Li , Somayeh Sojoudi , Murat Arcak

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

Evolutionary game theory is a framework to formalize the evolution of collectives ("populations") of competing agents that are playing a game and, after every round, update their strategies to maximize individual payoffs. There are two…

Adaptation and Self-Organizing Systems · Physics 2021-01-05 Sergey Denisov , Olga Vershinina , Juzar Thingna , Peter Hänggi , Mikhail Ivanchenko

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

Optimization and Control · Mathematics 2020-03-11 Yves Achdou , Mathieu Laurière

In this work we propose a kinetic formulation for evolutionary game theory for zero sum games when the agents use mixed strategies. We start with a simple adaptive rule, where after an encounter each agent increases the probability of play…

Analysis of PDEs · Mathematics 2020-06-16 Juan Pablo Pinasco , Mauro Rodriguez-Cartabia , Nicolas Saintier

Animal behavior and evolution can often be described by game-theoretic models. Although in many situations, the number of players is very large, their strategic interactions are usually decomposed into a sum of two-player games. Only…

Populations and Evolution · Quantitative Biology 2007-05-23 Dominik Kaminski , Jacek Miekisz , Marcin Zaborowski

We discuss the long-run behavior of stochastic dynamics of many interacting players in spatial evolutionary games. In particular, we investigate the effect of the number of players and the noise level on the stochastic stability of Nash…

Statistical Mechanics · Physics 2009-11-07 Jacek Miekisz

In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce risk-sensitivity behaviour for each agent via an exponential utility function. In the game model, each…

Systems and Control · Electrical Eng. & Systems 2022-11-11 Naci Saldi , Tamer Basar , Maxim Raginsky

We introduce a mean-field term to an evolutionary spatial game model. Namely, we consider the game of Nowak and May, based on the Prisoner's dilemma, and augment the game rules by a self-consistent mean-field term. This way, an agent…

Statistical Mechanics · Physics 2021-09-29 Dmitriy Antonov , Evgeni Burovski , Lev Shchur

We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…

Probability · Mathematics 2022-05-25 Matteo Burzoni , Luciano Campi

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

Probability · Mathematics 2015-04-09 Rene Carmona , Daniel Lacker

Understanding the evolutionary dynamics of reinforcement learning under multi-agent settings has long remained an open problem. While previous works primarily focus on 2-player games, we consider population games, which model the strategic…

Multiagent Systems · Computer Science 2020-06-30 Shuyue Hu , Chin-Wing Leung , Ho-fung Leung , Harold Soh

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

Systems and Control · Computer Science 2018-06-06 Naci Saldi , Tamer Basar , Maxim Raginsky

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-06 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

Optimization and Control · Mathematics 2019-07-03 Athanasios Vasiliadis
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