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arXiv 0908.4467math.PR
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随机复制子动力学中的时间平均、重现性和瞬时性

Time averages, recurrence and transience in the stochastic replicator dynamics

Josef Hofbauer, Lorens A. Imhof

摘要:

我们研究了一个随机复制过程的长期行为,它描述了一个对称的两人博弈在总冲击下的博弈动态。我们建立了一个平均原则,涉及的过程和适当修改的游戏的纳什均衡的时间平均值。并根据混合平衡点和支付矩阵的确定性给出了系统暂态的一个充分条件。我们也给出了纯平衡点随机稳定的充要条件。

英文摘要:

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 Nash equilibria of a suitably modified game. Furthermore, a sufficient condition for transience is given in terms of mixed equilibria and definiteness of the payoff matrix. We also present necessary and sufficient conditions for stochastic stability of pure equilibria.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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