A stochastic behavioral model and a 'microscopic' foundation of evolutionary game theory

被引:57
作者
Helbing, D
机构
[1] II. Institute of Theoretical Physics, 70550 Stuttgart
关键词
evolutionary game theory; behavioral model; imitative processes; self-organization of behavioral conventions; stochastic game theory; mean value equations; covariance equations; reliability of rate equations; expected strategy distribution; most probable strategy distribution;
D O I
10.1007/BF00133171
中图分类号
F [经济];
学科分类号
02 ;
摘要
A stochastic model is developed to describe behavioral changes by imitative pair interactions of individuals. 'Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations, which means that the approximate mean value equations of these equations are the game dynamical equations of evolutionary game theory. The stochastic version of the game dynamical equations allows the derivation of covariance equations. These should always be solved along with the ordinary game dynamical equations. On the one hand, the average behavior is affected by the covariances so that the game dynamical equations must be corrected for increasing covariances; otherwise they may become invalid in the course of time. On the other hand, the covariances are a measure of the reliability of game dynamical descriptions. An increase of the covariances beyond a critical value indicates a phase transition, i.e. a sudden change in the properties of the social system under consideration. The applicability and use of the equations introduced are illustrated by computational results for the social self-organization of behavioral conventions.
引用
收藏
页码:149 / 179
页数:31
相关论文
共 53 条
[1]  
[Anonymous], URBAN TRAVEL DEMAND
[2]  
[Anonymous], PROBLEME MODERNEN PH
[3]  
Arthur W. B., 1988, TECHNICAL CHANGE EC, P590
[4]   COMPETING TECHNOLOGIES, INCREASING RETURNS, AND LOCK-IN BY HISTORICAL EVENTS [J].
ARTHUR, WB .
ECONOMIC JOURNAL, 1989, 99 (394) :116-131
[5]   THE EVOLUTION OF COOPERATION [J].
AXELROD, R ;
HAMILTON, WD .
SCIENCE, 1981, 211 (4489) :1390-1396
[6]  
Boltzmann L., 1896, Vorlesungen uber Gastheorie
[7]  
DURLAUF S, 1991, UNPUB NONERGODIC EC
[8]  
DURLAUF S, 1989, 3719 NAT BUR EC RES
[9]   SELFORGANIZATION OF MATTER AND EVOLUTION OF BIOLOGICAL MACROMOLECULES [J].
EIGEN, M .
NATURWISSENSCHAFTEN, 1971, 58 (10) :465-+
[10]  
Eigen Manfred., 1979, THE HYPERCYCLE