The long-run behavior of the stochastic replicator dynamics

• 成果类型: Article
• 署名作者: Imhof, LA
• 署名单位: RWTH Aachen University
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/105051604000000837
• 发表日期: 2005
• 页码: 1019-1045
• 关键词: evolutionary dynamics; WAR

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.