969 research outputs found
Evolutionary games on graphs
Game theory is one of the key paradigms behind many scientific disciplines
from biology to behavioral sciences to economics. In its evolutionary form and
especially when the interacting agents are linked in a specific social network
the underlying solution concepts and methods are very similar to those applied
in non-equilibrium statistical physics. This review gives a tutorial-type
overview of the field for physicists. The first three sections introduce the
necessary background in classical and evolutionary game theory from the basic
definitions to the most important results. The fourth section surveys the
topological complications implied by non-mean-field-type social network
structures in general. The last three sections discuss in detail the dynamic
behavior of three prominent classes of models: the Prisoner's Dilemma, the
Rock-Scissors-Paper game, and Competing Associations. The major theme of the
review is in what sense and how the graph structure of interactions can modify
and enrich the picture of long term behavioral patterns emerging in
evolutionary games.Comment: Review, final version, 133 pages, 65 figure
Discrete stochastic processes, replicator and Fokker-Planck equations of coevolutionary dynamics in finite and infinite populations
Finite-size fluctuations in coevolutionary dynamics arise in models of
biological as well as of social and economic systems. This brief tutorial
review surveys a systematic approach starting from a stochastic process
discrete both in time and state. The limit of an infinite
population can be considered explicitly, generally leading to a replicator-type
equation in zero order, and to a Fokker-Planck-type equation in first order in
. Consequences and relations to some previous approaches are
outlined.Comment: Banach Center publications, in pres
Fixation and escape times in stochastic game learning
Evolutionary dynamics in finite populations is known to fixate eventually in
the absence of mutation. We here show that a similar phenomenon can be found in
stochastic game dynamical batch learning, and investigate fixation in learning
processes in a simple 2x2 game, for two-player games with cyclic interaction,
and in the context of the best-shot network game. The analogues of finite
populations in evolution are here finite batches of observations between
strategy updates. We study when and how such fixation can occur, and present
results on the average time-to-fixation from numerical simulations. Simple
cases are also amenable to analytical approaches and we provide estimates of
the behaviour of so-called escape times as a function of the batch size. The
differences and similarities with escape and fixation in evolutionary dynamics
are discussed.Comment: 19 pages, 9 figure
On Similarities between Inference in Game Theory and Machine Learning
In this paper, we elucidate the equivalence between inference in game theory and machine learning. Our aim in so doing is to establish an equivalent vocabulary between the two domains so as to facilitate developments at the intersection of both fields, and as proof of the usefulness of this approach, we use recent developments in each field to make useful improvements to the other. More specifically, we consider the analogies between smooth best responses in fictitious play and Bayesian inference methods. Initially, we use these insights to develop and demonstrate an improved algorithm for learning in games based on probabilistic moderation. That is, by integrating over the distribution of opponent strategies (a Bayesian approach within machine learning) rather than taking a simple empirical average (the approach used in standard fictitious play) we derive a novel moderated fictitious play algorithm and show that it is more likely than standard fictitious play to converge to a payoff-dominant but risk-dominated Nash equilibrium in a simple coordination game. Furthermore we consider the converse case, and show how insights from game theory can be used to derive two improved mean field variational learning algorithms. We first show that the standard update rule of mean field variational learning is analogous to a Cournot adjustment within game theory. By analogy with fictitious play, we then suggest an improved update rule, and show that this results in fictitious variational play, an improved mean field variational learning algorithm that exhibits better convergence in highly or strongly connected graphical models. Second, we use a recent advance in fictitious play, namely dynamic fictitious play, to derive a derivative action variational learning algorithm, that exhibits superior convergence properties on a canonical machine learning problem (clustering a mixture distribution)
Statics and dynamics of selfish interactions in distributed service systems
We study a class of games which model the competition among agents to access
some service provided by distributed service units and which exhibit congestion
and frustration phenomena when service units have limited capacity. We propose
a technique, based on the cavity method of statistical physics, to characterize
the full spectrum of Nash equilibria of the game. The analysis reveals a large
variety of equilibria, with very different statistical properties. Natural
selfish dynamics, such as best-response, usually tend to large-utility
equilibria, even though those of smaller utility are exponentially more
numerous. Interestingly, the latter actually can be reached by selecting the
initial conditions of the best-response dynamics close to the saturation limit
of the service unit capacities. We also study a more realistic stochastic
variant of the game by means of a simple and effective approximation of the
average over the random parameters, showing that the properties of the
average-case Nash equilibria are qualitatively similar to the deterministic
ones.Comment: 30 pages, 10 figure
- …