Name
Abstract | ||
|---|---|---|
We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models of stochastic replicator dynamics studied earlier. In particular, it is ill-posed due to non-uniqueness of solutions, but is amenable to a natural selection principle that picks a unique solution. The model allows us to make specific statements regarding metastable states such as small noise asymptotics for mean exit times from their domain of attraction, and quasi-stationary measures. We illustrate the general results by specializing them to replicator dynamics on graphs and demonstrate that the numerical experiments support theoretical predictions. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1007/s13235-018-0265-7 | Dynamic Games and Applications |
Keywords | Field | DocType |
Stochastic replicator dynamics,Langevin equation on sphere,Metastable states,Intermittency,Small noise asymptotics,Mean exit time,Quasi-stationary distributions,Primary: 91A22,Secondary: 91A25,60H10,34F05 | Statistical physics,Change of variables,Graph,Mathematical analysis,Natural selection,Replicator equation,Metastability,Asymptotic analysis,Langevin equation,Mathematics | Journal |
Volume | Issue | ISSN |
abs/1801.02161 | 2 | 2153-0785 |
Citations | PageRank | References |
1 | 0.35 | 13 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Konstantin Avrachenkov | 1 | 1250 | 126.17 |
| Vivek S. Borkar | 2 | 974 | 142.14 |