This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Continuous Approximations of Stochastic Evolutionary Game Dynamics

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Valentina Corradi
Rajiv Sarin

Additional information is available for the following registered author(s):

Abstract

We derive continuous approximations of stochastic evolutionary dynamics in games. Depending on how we construct the continuous limit, we obtain a continuous approxi-mation that is either an ordinary differential equation (ODE) or a stochastic differential equation (SDE). Our SDE approximation result provides the first derivation of a SDE from an underlying discrete stochastic evolutionary game model. In deriving both an ODE and a SDE limit from the same model, our results provide information regarding the conditions under which the different limits arise.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: ftp://all.repec.org/RePEc/els/esrcls/approx.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by ESRC Centre on Economics Learning and Social Evolution in its series ELSE working papers with number 002.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation:
Date of revision:
Handle: RePEc:els:esrcls:002

Contact details of provider:
Web page: http://www.ucl.ac.uk/economics/ELSE/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (s. malkani).

Related research
Keywords:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Fudenberg, D. & Harris, C., 1992. "Evolutionary dynamics with aggregate shocks," Journal of Economic Theory, Elsevier, vol. 57(2), pages 420-441, August. [Downloadable!] (restricted)
    Other versions:
  2. Jorgen W. Weibull, 1997. "Evolutionary Game Theory," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262731215, January.
  3. Tilman Borgers & Rajiv Sarin, 1993. "Learning Through Reinforcement and Replicator Dynamics," University of California at San Diego, Economics Working Paper Series 93-47, Department of Economics, UC San Diego.
    Other versions:
  4. Antonio Cabrales, 1993. "Stochastic Replicator Dynamics," Economics Working Papers 54, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Basov, S., 2001. "An Evolutionary Model of Reciprocity," Department of Economics - Working Papers Series 812, The University of Melbourne. [Downloadable!]
  2. Weibull, Jörgen W., 1997. "What have we learned from Evolutionary Game Theory so far?," Working Paper Series 487, Research Institute of Industrial Economics, revised 26 Oct 1998. [Downloadable!]
    Other versions:
  3. Julide Yazar, 2006. "Evolving densities in continuous strategy games through particle simulations," Journal of Economic Interaction and Coordination, Springer, vol. 1(2), pages 171-187, November. [Downloadable!] (restricted)
  4. Alan Beggs, 2000. "Stochastic Evolution with Slow Learning," Economics Series Working Papers 033, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  5. Suren Basov, 2002. "Evolution of Social Behavior in the Global Economy: The Replicator Dynamics with Migration," Department of Economics - Working Papers Series 847, The University of Melbourne. [Downloadable!]
  6. repec:att:wimass:19199915 is not listed on IDEAS
Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by encouraging others to register as authors.

This page was last updated on 2009-10-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.