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On stochastic imitation dynamics in large-scale networks

Zino, Lorenzo ; Como, Giacomo LU and Fagnani, Fabio (2018) 16th European Control Conference, ECC 2018 p.2176-2181
Abstract

We consider a broad class of stochastic imitation dynamics over networks, encompassing several well known learning models such as the replicator dynamics. In the considered models, players have no global information about the game structure: they only know their own current utility and the one of neighbor players contacted through pairwise interactions in a network. In response to this information, players update their state according to some stochastic rules. For potential population games and complete interaction networks, we prove convergence and long-lasting permanence close to the evolutionary stable strategies of the game. These results refine and extend the ones known for deterministic imitation dynamics as they account for new... (More)

We consider a broad class of stochastic imitation dynamics over networks, encompassing several well known learning models such as the replicator dynamics. In the considered models, players have no global information about the game structure: they only know their own current utility and the one of neighbor players contacted through pairwise interactions in a network. In response to this information, players update their state according to some stochastic rules. For potential population games and complete interaction networks, we prove convergence and long-lasting permanence close to the evolutionary stable strategies of the game. These results refine and extend the ones known for deterministic imitation dynamics as they account for new emerging behaviors including meta-stability of the equilibria. Finally, we discuss extensions of our results beyond the fully mixed case, studying imitation dynamics where agents interact on complex communication networks.

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Please use this url to cite or link to this publication:
author
; and
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
host publication
2018 European Control Conference, ECC 2018
article number
8550419
pages
6 pages
publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
conference name
16th European Control Conference, ECC 2018
conference location
Limassol, Cyprus
conference dates
2018-06-12 - 2018-06-15
external identifiers
  • scopus:85059803151
ISBN
9783952426982
DOI
10.23919/ECC.2018.8550419
language
English
LU publication?
yes
id
5ad3dd78-2fb1-477d-b54c-6a9e1678533e
date added to LUP
2019-06-29 14:20:53
date last changed
2022-05-03 23:32:01
@inproceedings{5ad3dd78-2fb1-477d-b54c-6a9e1678533e,
  abstract     = {{<p>We consider a broad class of stochastic imitation dynamics over networks, encompassing several well known learning models such as the replicator dynamics. In the considered models, players have no global information about the game structure: they only know their own current utility and the one of neighbor players contacted through pairwise interactions in a network. In response to this information, players update their state according to some stochastic rules. For potential population games and complete interaction networks, we prove convergence and long-lasting permanence close to the evolutionary stable strategies of the game. These results refine and extend the ones known for deterministic imitation dynamics as they account for new emerging behaviors including meta-stability of the equilibria. Finally, we discuss extensions of our results beyond the fully mixed case, studying imitation dynamics where agents interact on complex communication networks.</p>}},
  author       = {{Zino, Lorenzo and Como, Giacomo and Fagnani, Fabio}},
  booktitle    = {{2018 European Control Conference, ECC 2018}},
  isbn         = {{9783952426982}},
  language     = {{eng}},
  month        = {{11}},
  pages        = {{2176--2181}},
  publisher    = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
  title        = {{On stochastic imitation dynamics in large-scale networks}},
  url          = {{http://dx.doi.org/10.23919/ECC.2018.8550419}},
  doi          = {{10.23919/ECC.2018.8550419}},
  year         = {{2018}},
}