How noise matters
成果类型：
Article
署名作者：
Blume, LE
署名单位：
Cornell University
刊物名称：
GAMES AND ECONOMIC BEHAVIOR
ISSN/ISSBN：
0899-8256
DOI：
10.1016/S0899-8256(02)00554-7
发表日期：
2003
页码：
251-271
关键词：
摘要：
Recent advances in evolutionary game theory have introduced noise into decisionmaking to select in favor of certain equilibria in coordination games. Noisy decisionmaking is justified on bounded rationality grounds, and consequently the sources of noise are left unmodelled. This methodological approach can only be successful if the results do not depend too much on the nature of the noise process. This paper investigates invariance to noise of these results, both for the random matching paradigm that has characterized much of the recent literature and for a larger class of two-strategy population games where payoffs may vary non-linearly with the distribution of strategies among the population. Several parametrizations of noise reduction are investigated. The results show that a symmetry property of the noise process and, in the case of non-linear payoffs, bounds on the asymmetry of the payoff functions suffice to preserve the known stochastic stability results. (C) 2003 Elsevier Inc. All rights reserved.