相关论文: Long-Run Analysis of the Stochastic Replicator Dyn…

Fudenberg and Harris' stochastic version of the classical replicator dynamics is considered. The behavior of this diffusion process in the presence of an evolutionarily stable strategy is investigated. Moreover, extinction of dominated…

Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…

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…

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…

We investigate the impact of payoff shocks on the evolution of large populations of myopic players that employ simple strategy revision protocols such as the "imitation of success". In the noiseless case, this process is governed by the…

We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…

We prove that stochastic replicator dynamics can be interpreted as intrinsic Brownian motion on the simplex equipped the Aitchison geometry. As an immediate consequence we derive three approximation results in the spirit of Wong-Zakai…

We discuss stochastic dynamics of populations of individuals playing games. Our models possess two evolutionarily stable strategies: an efficient one, where a population is in a state with the maximal payoff (fitness) and a risk-dominant…

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…

This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

It has recently been shown that structural conditions on the reaction network, rather than a 'fine-tuning' of system parameters, often suffice to impart 'absolute concentration robustness' on a wide class of biologically relevant,…

We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…

The recently developed short-time linear response algorithm, which predicts the average response of a nonlinear chaotic system with forcing and dissipation to small external perturbation, generally yields high precision of the response…

We take a new look at the problem of disentangling the volatility and jumps processes of daily stock returns. We first provide a computational framework for the univariate stochastic volatility model with Poisson-driven jumps that offers a…

Building upon the eco-evolutionary game dynamics framework established by Tilman et al., we investigate stochastic fluctuations in a two-strategy system incorporating environmental feedback mechanisms, where the payoff matrix exhibits…

We study the behavior of a stochastic variant of replicator dynamics in two-agent zero-sum games. We characterize the statistics of such systems by their invariant measures which can be shown to be entirely supported on the boundary of the…

Populations of replicating entities frequently experience sudden or cyclical changes in environment. We explore the implications of this phenomenon via a environmental switching parameter in several common evolutionary dynamics models…

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

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…