The long-run behavior of the stochastic replicator dynamics

被引：63
|
作者：
Imhof, LA [1 ]
机构：
[1] Univ Aachen, Inst Stat, D-52056 Aachen, Germany
来源：
ANNALS OF APPLIED PROBABILITY | 2005年 / 15卷 / 1B期
关键词：
asymptotic stochastic stability; evolutionarily stable strategy; invariant measure; Lyapunov function; Nash equilibrium; recurrence; stochastic differential equation; war of attrition;
D O I：
10.1214/105051604000000837
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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 strategies and stochastic stability of strict Nash equilibria are studied. The general results are illustrated in connection with a discrete war of attrition. A persistence result for the maximum effort strategy is obtained and an explicit expression for the evolutionarily stable strategy is derived.
引用
收藏
页码：1019 / 1045
页数：27
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