6 Evolutionary Game Theory & Replicator Dynamics Flashcards

(81 cards)

1
Q

CGT vs EGT

A

While Classical Game Theory (CGT) is a static theory centred around players’ full rationality, CHOOSING MOST RATIONAL CHOICE Evolutionary Game Theory (EGT) is about dynamic adaptation in games played between
randomly paired individuals, without consideration of rationality and reciprocity (no information about previous games).

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2
Q

EGT and population games
Evolutionary dynamics can be applied to many systems. Here, we focus on

A

describes the evolution of interacting and generally competing populations

symmetric
two-player evolutionary games and adopt the framework of population games

interactions between different species= each pure strategy gives payoff matrix A

frequencies = densities of individuals

how they fare depends on their fitness = expected payoff

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3
Q

fitness

A

defined as the reproductive potential of an individual.

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4
Q

population games

A

each pure strategy i=1,…,k is interpreted as one of k species composing the population

frequency x_i of pure strategy i is the fraction x_i of species i in the population

we assume pop is very large and well mixed (no fluctuations and no space)

spatially homogeneous

sum x_i = 1 from i=1,…,k as is fraction

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5
Q

strategy profile

A

at each time t, the state of the population (COMPOSITION) is described by “strategy profile”

x(t) = (x₁(t),x₂(t),…,xₖ(t))^T
=x₁(t)e₁+x₂(t)e₂+…xₖ(t)e
=
(x₁(t))
(x₂(t))
(….)
(xₖ(t))

e₁=(1,0,…,0)^T
e₂= (0,1,…,0)^T

eₖ=(0,0,..,1)^T

represent the k pure strategies / species

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6
Q

individuals

A

each individual is associated with a pure strategy, and at each time increment, agents are randomly paired and play a stage game their expected payoffs determine the rate of replication.

k species
k pure strategies

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7
Q

expected payoff

A

Π(eᵢ,x)
≡ Πᵢ(x)
= eᵢ^T Ax

with k-dimensional unit vectors

e₁=(1,0,…,0)^T
e₂=(0,1,0,…,0)^T etc

Πᵢ(x) expected payoff of an i-player against a random individual of the population playing on average x

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8
Q

replicator

A

The basic ingredient in an evolutionary system

an entity (gene, organism, strategy,,,,,)
able to produce copies of itself. A replicator system is a set of replicators with a pattern of interactions among individuals, such that those with higher fitness reproduce faster

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9
Q

WHEN xᵢ(t)=0,1

A

population only one species
MONOMORPHIC
1 pure strategy in CGT

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10
Q

WHEN 0< xᵢ(t)<1

A

population consists of the mixing of more than 1 species, is said “polymorphic”

mixed strategy in CGT)

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11
Q

genome and strategies

A

n a biological setting, we assume that the strategies are encoded by the genome, and
there is no assumption about the rationality of players. In close relation to population
genetics, the success of one species in EGT is measured by its fitness which depends on
what others do: it changes with the population composition as prescribed by the stage
game. The evolutionary dynamics of x(t) in a large population is usually specified by
the replicator equations, see Sec. 6.2

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12
Q

CGT and EGT interpretation of pop games

A

CGT EGT
Utility function, expected payoff VS Fitness, reproductive potential

Perfect rationality assumed VS Rationality not assumed

Static theory VS Dynamic theory
Pure strategy i = 1, . . . , k VS Species i = 1, . . . , k
Pure strategy i ⇒ unit vector ei VS Species i ⇒ unit vector e_i
Strategy profile x =sumi=1 to k x_ie_i VS Population state: x(t) = (x1(t), . . . , xk(t))T
Frequency of pure strategy i: 0 ≤ xi ≤ 1 xi(t): VS fraction of i in the population at t

sum_i=1,k x_i = 1 x_i(t) VS changes in time but sum_i=1,k x_i(t) = 1

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13
Q

EXAMPLE
Here, there are 3 species and 10 individuals,
4 of species 1, 3 of species 2 and 3 of species 3

A

x_1=4/10
x_2=3/10
x_3=3/10

representing with unit vectors respectively
(1,0,0)^T
(0,1,0)^T
(0,0,1)^T

x=0.4e₁+0.3e₂+0.3e₃ =
(0.4,0.3,0.3)^T

How does the population, i.e. , evolve?

we use replicator dynamics to see

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14
Q

REPLICATOR DYNAMICS

A

EGT doesn’t rely on rationality but considers a large population of individuals with given strategies that interact randomly in games

assume that between a time increment
(between t and t +dt) population composition is x(t)

individuals meet randomly many times in pairwise contests for payoffs- finesses and encode reproductive potential

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15
Q

replicator dynamics:
Between time t and t+dt, the population is in state

A

x(t)=
(x_1(t)

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16
Q

Population’s
average fitness

A

At this point, individuals are paired randomly to play “stage games” many times (each time
starting from scratch, without recollection of previous outcomes) => they obtain their expected payoff = “fitness” Π_i(x(t)))
now it depends on x at time t

and the population average payoff/fitness
Π_bar(x(t))

Fitness For species i:
Πᵢ(x(t))= eᵢ^T A x(t)
says how i is expected to perform when the population is state x(t)

Population’s
average fitness:
Π_barᵢ(x(t))= x^T A x(t)
says how a random individual perform on average when the
population is state x(t)

(these are, generally change in time: they are “frequency dependent”)

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17
Q

Darwinian principle

A

the best adapted species/strategies reproduce faster than others =>

compare the fitness of each pure strategy
we compare the fitness of each species i to the population average fitness

Π_barᵢ(x(t)) giving growth rate

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18
Q

Growth rate

A

at which its density xᵢ(t) changes in time,
is given by
x_dot ᵢ ≡ dxᵢ(t)/dt

x_dot ᵢ/xᵢ = (d/dt)(ln xᵢ(t))
where the GR is generally a function of t, such that

x_i(t) ~ exp(∫ᵗ GR(t′)dt′) with x_i(t) that increases when GR >0 and decreases when GR<0

pop grows exponentially for a short time

GR=fitness of species i - population average fitness
=Πᵢ- Π_barᵢ
species i’s growth rate
Π_ᵢ(x(t)) - Π_barᵢ(x(t))

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19
Q

pop grows exponentially for a short time

GR=fitness of species i - population average fitness
=Πᵢ- Π_barᵢ
species i’s growth rate

A

xᵢ increases when Πᵢ(x(t))> Π_barᵢ(x(t))
species i has a higher fitness than average population
growth

xᵢ decreases when Πᵢ(x(t))< Π_barᵢ(x(t))
if species i has a lower fitness than average population
decrease
THIS LEADS TO THE REPLICATOR DYNAMICS

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20
Q

REPLICATOR EQUATIONS

A

THIS LEADS TO THE REPLICATOR DYNAMICS A
replicator equations
xᵢ_dot = xᵢ [ Πᵢ(x)-Π_barᵢ(x)] =xᵢ[ i’s growth rate]
= xᵢ[ eᵢ^T Ax- x^T Ax] (unit vector = Π_bar)
=xᵢ[(Ax)ᵢ- x^TAx] for i=1,…,k

set of k coupled nonlinear ODEs
since sum x_i=1
=> k-1 independent coupled nonlinear ODEs, e.g. by choosing to write x_k=1-(…)

case k=2 is nice: scalar ode

Use the second format

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21
Q

At each time increment dt, the population state changes according to the REs:

A

xᵢ →xᵢ+dxᵢ

where
dxᵢ=xᵢ[Πᵢ(x)-Π_bar(x)] dt

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22
Q

Properties of the REs (symmetric games):

A
  • REs are a set of k-1 coupled nonlinear equations ODES for (generally cubic in x_i, )
  • A symmetric zero-sum game can be formulated so that one player gains what the other loses
    => can be chosen to be antisymmetric and, in this formulation, for zero-sum games
    => For these zero-sum games, REs are quadratic: x_dot ᵢ = xᵢ(**Ax)ᵢ
    => When these REs have a physical interior equilibrium, there is a nontrivial constant of motion (like in the zero-sum RPS game of Sections 5.6 and 6.3, constant of motions, orbits set by IC)

Each unit vector eᵢ=(0,…,0,i,0…,0^T (0 x (i-1), 1, (0 x (k-i)) associated with pure strategy i, is an equilibrium of the REs corresponding to the entire population consisting of individuals of species i.
These equilibria are called “absorbing fixed points” because there is no longer species coexistence
(loss of variability- homogeneous pop) in these states. They are particularly important in finite populations. (See Chapter 9)

The REs have at most 1 interior equilibrium
x∗ = (x∗1, x∗2, . . . , x∗k)^T
with 0<x∗_i<1, for which a necessary condition is
(Ax∗)₁= (Ax∗)₂=….
= (Ax∗)ₖ = x∗^TAx∗ (same conditions as for BCT, demanding that what is in the square brackets vanishes, each component is the same coinciding with avg. fitness)

Adding (or subtracting) a constant to each column of A gives the same REs, i.e

A=
[a b]
[c d] and

A~ =
[ a-c 0]
[0 d-b]
lead to the same REs
Replicator dynamics with or result in the same replicator equations.
We can obtain same RE by adding subtracting

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23
Q

replicator dynamics summary

A

in terms of ODES dep on evolution of classical game theory,
interpret expected payoff as fitness

growth rate relates to difference in fitness

Classical game theory (CGT): static theory assuming full rationality of all players.
Evolutionary game theory (EGT): theory of dynamic adaptation assuming no rationality, replaced by the notion of fitness (expected payoff) => framework for evolution of interacting populations

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24
Q

Replicator eqs
for frequency xᵢ of pure strategy i for symmetric 2-player game

payoff matrix

A

time derivative for fraction x_i
x˙ᵢ = xᵢ[Πᵢ(x) − Π¯(x)]
= xᵢ[(Ax)ᵢ − xT Ax] (for i = 1, . . . , k)

xₖ = 1 − Σᵢ₌₁ ᵏ⁻¹ xᵢ
=>k-1 indep. variables

set of coupled non linear ODEs
k pure strategies become k-1 indep vars
k=2 gives one ODE

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25
What is the relationship between the notion of stability in nonlinear dynamics and the concepts of evolutionary stability and Nash equilibrium?
notions are close but do not perfectly overlap, which gives rise to what is referred to as “Folk theorems”. given ODEs we can find equilibria, we saw that all equilibria correspond to a pure strategy of each species taking over we also saw that there can be 0 or 1 coexistence equilirbium, by demanding [*] to vanish, relates to BCT x˙ᵢ = xᵢ[Πᵢ(x) − Π¯(x)] = xᵢ[(Ax)ᵢ − xT Ax] = xᵢ[*]
26
Summary relations between dynamic and evolutionary stability:
(a) NE of the underlying stage game= equilibria of the REs , while strict NE of the underlying stage game are attractors (asymptotically equilibria) of the REs. (b) A stable equilibrium of the REs is a NE of the underlying stage game. (c) If a solution of the REs converges to some x, then x is a NE of the stage game. (d) The evolutionary stable strategy ESSes of the stage game is an attractor of the REs Moreover, interior ESSes (see Theorem 5.2) of the underlying stage games are global attractors of the REs (6.4), i.e. their basin of attraction is the whole simplex S. Importantly, the converse of statements (a)-(d) are not true. Proofs, along with examples and counter-examples, can, e.g., be found in Ref.(4) (see Sec. 6.6). (e) For two-player symmetric matrix games with two pure strategies (2×2 symmetric games), things are fortunately very simple: in this case, x is an ESS if and only if it is an attractor of the REs (6.4).
27
Summary relations between dynamic and evolutionary stability:
- A **Nash equilibrium** (NE) of a stage game is an **equilibrium** of the associated replicator equations (REs) - **Strict Nash equilibria are attractors**(asympotic stable equilibria) of the associated REs - A **stable equilibrium of the REs** is **NE** of the underlying stage game - **Evolutionary stable strategies** (ESSes) of a stage game are **attractors** of the underlying REs Note: converse statements are not true! (e.g. attractors of the REs are not ESSes of the stage game)
28
Relation is much simpler for symmetric 2-player games with 2 pure strategies:
In this special, but important case: ESSes <=> ATTRACTORS OF THE REs
29
Replicator dynamics of two-player symmetric games with two pure strategies
symmetric two-player games with two pure strategies (2 × 2 games) REs are scalar ODEs (:D) infinitely large and unstructured population where individuals (players) have two pure strategies at their disposal, and are randomly paired to play the underlying symmetric 2 × 2 stage game.
30
replicator dynamics: symmetric two-player games with **two pure strategies** (2 × 2 games) **payoff matrix** **frequency**
“cooperation” (C) e𝒸 = (1, 0)^T “defection” (D) e𝒹 = (0, 1)^T **A**= vs |C |D C a b D c d Frequency of species/strategy C is x, frequency of species/strategy D is 1-x (Fractions)
31
replicator dynamics: symmetric two-player games with **two pure strategies** (2 × 2 games) **Strategy profile** i.e. state of the population, at time t:
x(t) = (x(t), 1 − x(t))^T = x(t)e𝒸 + (1 − x(t))e𝒹
32
replicator dynamics: symmetric two-player games with **two pure strategies** (2 × 2 games) **expected payoffs** **Average payoff/fitness**
Expected payoff of C = fitness of C in state x(t) : Π𝒸 = e𝒸^T**A**x(t) = ax(t) + b(1 − x(t)) =(1 0) **A** ( x, 1-x)^T playing c against x (note x is x(t)) Expected payoff of D = fitness of D in state x(t) : Π𝒹 = e𝒹^T**A**x(t) = cx(t) + d(1 − x(t)) =(1 0) **A** ( x, 1-x)^T avrg payoff/fitness: Π¯(t) = x(t)^T **A**x(t) = x(t)Π𝒸(t) + (1 − x(t))Π𝒹(t) =(x, 1-x) **A** (x, 1-x) =(x 1 − x) (Π𝒸) (Π𝒹) = xΠ𝒸 + (1 − x)Π𝒹 = [ax + b(1 − x)] [cx + d(1 − x)] = (Π𝒸) (Π𝒹) x is the fraction of cooperation in pop x Π𝒸 the fitness of these + 1-x pop of defectors x Π𝒹
33
Replicator equation for symmetric 2x2 games (one dimensional equation):
uses avrg payoff/fitness x˙ = x[Π𝒸 (x)−Π¯(x)] = x(1−x)[Π𝒸 (x)−Π𝒹(x)] = x(1−x)[b−d+x(a−b−c+d)] SINGLE scalar ODE k=2 case solved by integration, separation solution gives the frequency x(t) of C according to the replicator dynamics, frequency for D is 1-x(t)
34
replicator dynamics: symmetric two-player games with **two pure strategies** (2 × 2 games) x˙ = x(1−x)[b−d+x(a−b−c+d)] Equilibrium points of this RE are:
EQ: to the x=0 (all D individuals) and x=1 (all C individuals) and when b>d and c>a, or b
35
Different payoff matrices?
(important replicator eq property: we can get the same replicator equations by adding/subtracting a constant in each column of payoff matrix) so payoff matrix **A~** = [a − c 0] [0 d − b] gives same RE as **A** rescaling the payoff matrix
36
In principle, the RE being separable, it can be solved yielding x˙ = x(1−x)[b−d+x(a−b−c+d)]
t(x) = C + ∫₀ˣ (dy)/(y(1 − y) {b − d + (a + d − b − c)y}) which would need to be inverted to get x(t) [See Q3(d) of Sheet 3]
38
diagram for analysis
quadrants: c-a DOMINANCE |ANTI-COORDINATION --------------------------------b-d COORDINATION| DOMINANCE games: |Hawk Gove snowdrift -------------------------------------------------- stag-hunt| prisoner's dilemma Diagrams: ₓ₌₀ ₓ₌₁ |ₓ₌₀ ₓ∗ ₓ₌₁ D → C | D→◯←C ------------------------------ D←◯→C | D←C ₓ₌₀ ₓ∗ ₓ₌₁ |ₓ₌₀ ₓ₌₁ explanation fitness: Π𝒸>Π𝒹 so C dominance |cooperation x∗ = (x∗, 1 − x∗) stable ----------- ESSes and atractors 0,1 coxistence unstable|Π𝒸<Π𝒹 so D dominance cooperation or defection attractors: dominance | Π𝒸<Π𝒹 so D dominance
39
The replicator dynamics of symmetric games with more than 2 pure strategies
The replicator dynamics of symmetric games with more than 2 pure strategies is much richer than the case of 2x2 games seen so far. Here, we look at the rock-paper-scissors (RPS) games with the cyclic dominance of three pure strategies and find oscillatory behaviour
40
6.4 Replicator dynamics of the Rock-Paper-Scissors game
Rock-paper-scissors game: reference model for cyclic dominance. 3 pure strategies in cyclic competition: Rock (R) which wins against Scissors (S) and loses vs. Paper (P), which in turn loses to Scissors (S) pure strategies eᵣ= (1, 0, 0)^T for R, eₚ = (0, 1, 0)^T for P, eₛ = (0, 0, 1)^T for S Here k=3 pure strategies/species => (k-1)=2 coupled REs P dominates over R R dominates over S S dominates over P cyclic no species dominates over all others
41
Population games: pure strategies
Population games: pure strategies interpreted as species and represented by unit vectors:
42
The most common and popular formulation of the RPS game is as a zero-sum game, with a payoff matrix that can be chosen to be antisymmetric:
Aᴿᴾˢ = [ R P S ] [R 0 −1 1] [P 1 0 −1] [S −1 1 0] => win: +1, draw: 0, loss: -1 => in this formulation of zero-sum RPS: one player gains what the other loses zero sum: why? because +1 and -1
43
**Strategy profile, or state of population:** RPS game
x1 : frequency of R x2 : frequency of P x3 : frequency of S **x** = (x₁, x₂, x₃)^T = x₁**eᵣ** + x₂**eₚ** + x₃**eₛ**
43
Expected payoffs:
to R-player: Πᵣ= Π₁ = eᵣ^T Aᴿᴾˢx = (**Aᴿᴾˢx**)₁ = x₃ − x₂ = 1 − 2x₂ − x₁ to P-player: Πₚ = Π₂ = eₚ^T Aᴿᴾˢx = (**Aᴿᴾˢx**)₂ = x₁ − x₃ = 2x₁ − x₂ − 1 to S-player: Πₛ = Π₃ = eₛ^TAᴿᴾˢx = (**Aᴿᴾˢx**)₃ = x₂ − x₁ (bc they sum to 1)
44
Average population payoff:
(payoff matrix here is antisymmetric so easier) Π¯ = x^T Aᴿᴾˢx = 0 zero sum game average
45
Replicator equations (REs) of zero-sum RPS game:
x˙ᵢ = xᵢ(Aᴿᴾˢx)ᵢ− x^T Aᴿᴾˢx = xᵢ(Aᴿᴾˢx)ᵢ (for i = 1, 2, 3) quadratic in xᵢ => explicitly: x˙₁ = x₁(x₃ − x₂), x˙₂ = x₂(x₁ − x₃), x˙₃ = x₃(x₂ − x₁) 2 linear coupled ODEs (if I know 1,2 i know 3) x₃= 1- x₂ − x₁
46
x˙₁ = x₁(x₃ − x₂), x˙₂ = x₂(x₁ − x₃), x˙₃ = x₃(x₂ − x₁)
x₃= 1- x₂ − x₁ x˙₁ = x₁(1 − x₁ − 2x₂),=f₁ x˙₂ = x₂(2x₁ + x₂-1)=f₂ non linear system of planar ODES can't solve: look for EQ
47
Finding eq x˙₁ = x₁(1 − x₁ − 2x₂),=f₁ x˙₂ = x₂(2x₁ + x₂-1)=f₂
x˙₁ = x˙₂ =0 are EQ: only R only P only S x = (1, 0, 0),(0, 1, 0),(0, 0, 1) corresponding to 1 species taking over COEXISTENCE x∗ = (x₁∗, x₂∗, 1 − x₁∗ − x₂∗) such that 1 − x₁∗ − 2x₂∗ = 2x₁∗ + x₂∗ − 1 = 0 thus x₁∗ = x₂∗ = x₃∗ = 1/3 x∗ = (1/3, 1/3, 1/3)^T Each species /pure strategy coexist with the same frequency
48
4 EQ points x˙₁ = x₁(1 − x₁ − 2x₂),=f₁ x˙₂ = x₂(2x₁ + x₂-1)=f₂ Linear stability analysis:
J(x₁, x₂) = [∂f₁/∂x₁ ∂f₁/∂x₂] [∂f₂/∂x₁ ∂f₂/∂x₂] = [1 − 2(x₁ + x₂) −2x₁] [ 2x₂ 2(x₁ + x₂) − 1] evaluated jacobian at each equilibrium and find the eigenvalues x = (1, 0, 0),(0, 1 , 0),(0, 0, 1) saddles one +ve one-ve eigenvalue (+1,-1) x∗ : J(x∗) = J∗ [−1/3 −2/3] [2/3 1/3] eigenvalues of J* are ±i/√3 PURELY IMAGINARY x∗ non hyperbolic so no conclusion about stability of from linear stability analysis
49
# define Define K≡x₁x₂x₃
this is conserved by the RES if i look for time derivative of K, this is 0 (d/dt)K= K˙= x˙₁x₂x₃ + x₁x˙₂x₃ + x₁x₂x˙₃ = x₁x₂x₃(x₃ − x₂) + x₁x₂x₃(x₁ − x₃) + x₁x₂x₃(x₂ − x₁) = 0 Due to the time derivative being 0, if given IC for **x** then we can find K(t)=K(0), which define neutrally stable closed orbits surrounding x∗
50
coexistence eq x∗ : RPS
Coexistence eq not stable but said to be neutrally/imaginary stable with neutrally closed orbits surrounding x∗ SKETCH t against x values, x∗ =1/3 oscillations of x₁(t),x₂(t),x₃(t) oscillate about 1/3
51
Phase portrait of the REs of the zero-sum RPS game
x∗ =1/3,..., surrounding closed orbits of x₁(t),x₂(t),x₃(t) Closed orbits around set by K(0)=constant triangle with RPS vertices
52
Generalized RPS game (Q4 of Example Sheet 3): There are other (non-zero-sum) formulation of the RPS game that lead to other oscillatory behaviour => generalized rock-paper-scissors game (gRPS) can be described by the payoff matrix
Generalized RPS game (Q4 of Example Sheet 3): Aᵍᴿᴾˢ = [ R P S] [R 0 −ϵ 1] [P 1 0 −ϵ] [S −ϵ 1 0] with ϵ ≥ 0 When the gRPS game is a non-zero-sum game. When we recover the zero-sum RPS game Here: R vs. P = P vs. S = S vs. R and R vs. S= P vs. R = S vs. P => symmetry (all species on same footing) In gRPS game, win: +1, draw: 0, loss −ϵ NO LONGER ZERO SUM if not = 1. no longer antisymmetric
53
# RPS RPS and lotka volterra model
Like for the Lotka-Volterra model, replicator dynamics of zero-sum RPS game lead to oscillatory behaviour set by initial condition => is marginally stable centre and oscillations about it are not robust (depend on initial condition)
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Generalized RPS game (Q4 of Example Sheet 3): Aᵍᴿᴾˢ = [ R P S] [R 0 −ϵ 1] [P 1 0 −ϵ] [S −ϵ 1 0] with ϵ ≥ 0 Expected payoffs average payoff
Expected payoffs are Πᵢ = (Aᵍᴿᴾˢx)ᵢ ⇒ Πᵣ(x) = Π₁(x) = x₃ − ϵx₂, Πₚ (x) = Π₂(x) = x₁ − ϵx₃, Πₛ(x) = Π₃(x) = x₂ − ϵx₁ Π¯ ̸= 0 when ϵ ̸= 1 Average payoff is Π¯(x) = x^T Aᵍᴿᴾˢx = x₁Π₁ + x₂Π₂ + x₃Π₃ = (1 − ϵ)(x₁x₂ + x₁x₃ + x₂x₃) REs:
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Generalized RPS game (Q4 of Example Sheet 3): Aᵍᴿᴾˢ = [ R P S] [R 0 −ϵ 1] [P 1 0 −ϵ] [S −ϵ 1 0] with ϵ ≥ 0 REs:
x˙ᵢ = xᵢ(Aᵍᴿᴾˢx)ᵢ − x^T Aᵍᴿᴾˢx ⇒ x˙₁= x₁ [x₃ − ϵx₂ − (1 − ϵ)(x₁x₂ + x₁x₃ + x₂x₃)] x˙₂= x₂[x₁ − ϵx₃ − (1 − ϵ)(x₁x₂ + x₁x₃ + x₂x₃)] x˙₃ = x₃ [x₂ − ϵx₁ − (1 − ϵ)(x₁x₂ + x₁x₃ + x₂x₃)]
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x˙₁= x₁ [x₃ − ϵx₂ − (1 − ϵ)(x₁x₂ + x₁x₃ + x₂x₃)] x˙₂= x₂[x₁ − ϵx₃ − (1 − ϵ)(x₁x₂ + x₁x₃ + x₂x₃)] x˙₃ = x₃ [x₂ − ϵx₁ − (1 − ϵ)(x₁x₂ + x₁x₃ + x₂x₃)] Coexistence equilibrium x∗ = (x∗1, x∗2, x∗3) game theory
If it exists, it is unique by BCT: x₃∗ − ϵx₂∗ = x₁∗ − ϵx₃∗ = x∗₂ − ϵx₁∗ = (1 − ϵ)(x₁∗x₂∗ + x∗₁x∗₃ + x∗₂x∗₃) invariant under 1 -> 2 ->3 -> 1 and under 1-> 3 -> 2-> 1 Symmetry here suggests x∗1 = x∗2 = x∗3 = 1/3, physical We can indeed verify that Π₁(x∗) = Π₂(x∗) = Π₃(x∗) = Π¯(x∗) = 1 − ϵ^3 when x∗ = (1/3, 1/3, 1/3)^T By Bishop-Cannings Theorem, x∗ = 1/3(1, 1, 1) is a coexistence equilibrium of the REs and NE of the gRPS game
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Dynamics and stability when ϵ not equal to 1: When ϵ < 1:
When ϵ > 1: replicator dynamics connection of the saddle equilibria (1,0,0), (0,1,0), (0,0,1) forming what is called a heteroclinic cycle. The frequency of each species approaches 0 or 1 in turn (heteroclinic oscillate not periodically) coexistence x∗ is unstable
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Dynamics and stability when ϵ not equal to 1: When ϵ < 1:
x∗ is the ESS and global attractor of the gRPS game=> replicator dynamics leads trajectories spiralling towards in the phase plane. spiralling inwards This corresponds to damped oscillations of xᵢ → xᵢ∗ = 1/3
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a) (heteroclinic oscillate not periodically) b) orbits c) spirals inwards Typical phase portraits of the replicator dynamics of the gRPS game for different values of ϵ ≥ 0
a) ϵ > 1 b) ϵ = 1 c) ϵ < 1
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bimatrix games
didnt matter before player 1 player 2 same options same payoff So far we've focused on symmetric games, but there are asymmetric games in which players have different roles and used different payoff matrix. 2 types of players payoff matrices **A and B** => bimatrix games different “types” or “roles” (e.g., adults vs. juveniles, males vs. females, etc
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asymmetric games
asymmetric games: each type of players has its own payoff matrix and knows of which type it is. Asymmetric games are thus played between players of different types (in different roles) choosing among the same set of pure strategies, say cooperation (C) and defection (D), using payoff matrices **A**= (Aᵢⱼ) and **B**=(Bᵢⱼ) ≠ A
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bimatrix games: payoff matrix pure strategies
**A**= (Aᵢⱼ) and **B**=(Bᵢⱼ) ≠ A pure strategies **e**C=(1,0)^T **e**D=(0,1)^T A P1-individual uses payoff matrix against a P2-player, and a P2 individual uses payoff matrix against a P1-player **A**= P1 ↓ || P2 → | C D C| A₁₁ A₁₂ D|A₂₁ A₂₂ **B**= P2 ↓ || P1 → | C D C| B₁₁ B₁₂ D|B₂₁ B₂₂
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In bimatrix games, game is always between players of different groups/types, i.e. P1 vs. P2 individuals STRATEGIES: PAYOFF to P1,P2
P1 uses strategy **x**=Σxᵢ**e**ᵢ each pure strategy i with frequency 0 ≤ xᵢ≤ 1 , Σᵢ xᵢ = 1 P2 uses strategy **y**=Σyᵢ**e**ᵢ each pure strategy i with frequency 0 ≤ yᵢ≤ 1 , Σᵢ yᵢ = 1 giving STRATEGY PAIR (P1 player, P2 player) (x,y) Expected payoff player to P1 is Π⁽¹⁾(x, y) = x^T Ay Expected payoff player to P2 is Π⁽²⁾(x, y) = x^T Ay
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E.g circles are P1 individuals (4) of which 2 are of species C (cooperators, blue) and 2 are defectors and squares are P2 individuals (6) 2 cooperators species C 4 defectors species D
playing with fractions: **x**= 0.5 **e**𝒸 +0.5**e**𝒹 =(0.5,0.5)^T **y** = (1/3)**e**𝒸 +(2/3)**e**𝒹 STRATEGY PROFILE (**x,y**)= ( (1/2,1/2)^T, (1/3, 2/3)^T) Meaning: P1 population consists of half C's and half D's, P2 population consists of a fraction 1/3 of C and 2/3 of D. This description, does not say if the population of P2 is larger than that of P1 (we tacitely assume that both groups are "very large")
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6.4.1 Nash equilibrium and evolutionary stability in bimatrix games
Notions of Nash equilibrium (NE) and strict Nash equilibrium (sNE) are direct generalizations:
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strategy pair (x∗, y∗) is a NE if
(x∗, y∗) is a NE if x∗^T **A**y∗≥ x^T **A**y∗ and y∗^T Bx∗ ≥ y^T Bx∗ for all (x, y) ̸= (x∗, y∗) **(x∗, y∗) is NE if x∗ is best reply to y∗ AND y∗ is best reply to x∗** (a NE is the best reply to itself)
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strategy pair (x∗, y∗) is a sNE if (bimatrix games)
(x∗, y∗) is an sNE if x∗T Ay∗ > x^T Ay∗ and y∗T Bx∗ > y^T Bx∗ for all (x, y) ̸= (x∗, y∗) in bimatrix games (x∗, y∗) is an evolutionary stable strategy (ESS) pair IFF it is a sNE
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Necessary condition for an interior (mixed) NE by an extension of Bishop-Cannings Thm:
(Ay∗)₁ = · · · = (Ay∗)ₖ = x∗^T Ay∗ and (Bx∗)₁ = · · · = (Bx∗)ₖ = y∗^T Bx∗ In bimatrix games, all sNE/ESSes are necessarily pure strategies=> a mixed-strategy NE is never an ESS in a bimatrix game
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Example in the notes: the "Battle of sexes", a famous example of bimatrix game with two pure strategies
In this game Husband (Player 1) and Wife (Player 2) have to decide whether to watch a football game or go to the theatre (events are mutually exclusive). The husband prefers the football and the wife the theatre, and both are happier (higher payoff) if they pick a common activity. This leads to a bimatrix game in which each player has two pure strategies, “watch football” (F) or “go to theatre” (T), and the two “roles” are husband (P1) and wife (P2). payoff matrices: A = vs. F T F 2 0 T 0 1 and B = vs. F T F 1 0 T 0 2
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battle of the sexes
By inspection of A and B, it is clear that the pair of pure strategies (F,F), corresponding to the Husband and Wife watching football, and (T,T) are strict NE and therefore ESSes. The strategy pair (F,F) yields a payoff 2 to the husband and 1 to the wife, and we thus say that the payoff is (2, 1) to (husband, wife). Similarly, the strategy pair (T,T) yields a payoff (1, 2). Is there also a mixed NE (x∗, y∗)? To answer this question, we look at the mixed strategy x ∗ = (x ∗ , 1 − x ∗ ) T for the husband to play F with frequency 0 < x∗ < 1 and T with frequency 1 − x ∗ , and y ∗ = (y ∗ , 1 − y ∗ ) T for the wife to play F and T with respective frequencies 0 < y∗ < 1 and 1 − y ∗
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6.4.2 Replicator dynamics for bimatrix games expected payoff to p1 to p2
In population bimatrix games, there are two very large interacting populations: P1-individuals using the payoff matrix B =/ A versus P2-players and P2-individuals using the payoff matrix versus P1-players. Interactions/games are only between P1 and P2 individuals. Expected payoff player to P1 playing pure strategy i: Πᵢ⁽¹⁾ ≡ Π⁽¹⁾(eᵢ, y) = eᵢ^T Ay = (Ay)ᵢ Expected payoff player to P2 playing pure strategy i: Πᵢ⁽²⁾ ≡ Π⁽²⁾(eᵢ, y) = eᵢ^T By = (By)ᵢ Average payoff to P1 and P2 in population stat (x, y) Π¯⁽¹⁾ = x^T Ay and Π¯ ⁽²⁾= y^T Bx respectively giving Replicator equations (REs):
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Replicator equations (REs): for bimatrix games
x˙ᵢ = xᵢ[Πᵢ⁽¹⁾ − Π¯⁽¹⁾] = xᵢ [(Ay)ᵢ − x^T Ay] y˙ᵢ = yᵢ[Πᵢ⁽²⁾− Π¯⁽²⁾] = yᵢ [(Bx)ᵢ − y^T Bx] i=1,..,k set of 2(k-1) coupled nonlinear ODEs 0≤ xᵢ, yᵢ ≤ 1 Σᵢ xᵢ=1 Σᵢ yᵢ=1 (links to growth rate? difference between expected payoff and average payoff)
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equilibrium points: x˙ᵢ = xᵢ[Πᵢ⁽¹⁾ − Π¯⁽¹⁾] = xᵢ [(Ay)ᵢ − x^T Ay] y˙ᵢ = yᵢ[Πᵢ⁽²⁾− Π¯⁽²⁾] = yᵢ [(Bx)ᵢ − y^T Bx] i=1,..,k
xᵢ=0 or 1 yᵢ=0 or 1 when k=2 (x₁, y₁) = (1 − x₂, 1 − y₂) = {(0, 0),(0, 1),(1, 0),(1, 1)} => when k=2, are 4 equilibria All P1 and P2 Ds all P1 are D's, P2 are Cs P1 are Cs P2 are Ds all P1 are C's and all P2 are Ds There is a unique interior equilibrium that is not asymptotically stable (not ESS) if (Ay∗)ᵢ = x∗T Ay∗ and (Bx∗)ᵢ = y∗T Bx∗ for all i = 1, . . . , k have a physical solution with 0 < xᵢ∗,yᵢ∗ < 1 (by demanding what is in [*] to vanish) In two-player bimatrix games, the interior equilibrium point is either unstable or surrounded by closed orbits.
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Example: "Matching the pennies"
P1 and P2 individuals, conceal in their palms a penny either with its face up or face down. Both coins are revealed simultaneously. If both coins show the same (both are heads or both are tails), P1 wins and P2 loses, whereas P1 loses and P2 wins if one shows head and the other tail.
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Matching pennies: pure strategies
Here: 2 players with 2 pure strategies, "show head" (H) represented by **e**ₕ=(1,0)^T or "show tail" (T) represented by **e**ₜ= (0,1)^T H and T are played with respective frequencies by P1, and frequencies x₁ ≡ x and x₂ ≡ 1 − x by the P2 player y₁ ≡ y and y₂ ≡ 1 − y
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Payoff matrices for show head and show tail matching the pennies Expected payoffs
**A**= vs H T H 1 -1 T -1 1 **B**= vs H T H -1 1 T 1 -1 win +1 loss -1 Πₕ⁽¹⁾= (**Ay**)₁ = 2y-1=Πₜ⁽¹⁾ (first component of **Ay**) Πₕ⁽²⁾= (**Bx**)₁= 1 -2x = =Πₜ⁽²⁾ Π~⁽¹⁾=(2x-1)(2y-1) Π~⁽²⁾=-(2x-1)(2y-1) second average payoff uses B instead
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Replicator equations for matching the pennies
x˙ = x[Π⁽¹⁾ −Π¯⁽¹⁾] = −2x(1−x)(1−2y), y˙ = y[Π⁽²⁾ −Π¯⁽²⁾] = 2y(1−y)(1−2x)
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EQ points matching the pennies
Equilibrium points: (x, y) = {(0, 0),(0, 1),(1, 0),(1, 1)} (0,0) P1 and P2 always playing T, (0,1) P1 always playing T and P2 always playing H, (1,0) P1 always playing H and P2 always playing T, (1,1) playing H **coexistence equilibrium** (x*,y*)=(1/2,1/2) for which Πₕ⁽¹⁾ = Πₜ⁽¹⁾ = Π¯⁽¹⁾ = 0 = Πₕ⁽²⁾ = Πₜ⁽²⁾=Π¯⁽²⁾ half-half is a coexistence equilibrium
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Matching pennies: Linear stability analysis?
Jacobian of REs is J(x, y) = 2* [2(x + y) − 4xy − 1 2x(1 − x)] [−2y(1 − y) −[2(x + y) − 4xy − 1] Evaluated at each equilibrium=> (0, 0),(0, 1),(1, 0),(1, 1) saddle points and thus unstable (one positive and one negative eigenvalue of J). **coexistence** J at (x*,y*) has purely imaginary eigenvalues => (x*,y*) is non-hyperbolic and we cannot conclude from linear stability.
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Matching pennies: what else can we say about the REs
In fact, REs conserve the quantity H = x(1 − x)y(1 − y) that is H˙ = 0 ⇒ H(t) = H(0) (initial value, constant) Hence is a marginally stable centre: it is surrounded by closed orbits set by the initial condition we could also do phase plan analysis to see this