# American Institute of Mathematical Sciences

doi: 10.3934/jdg.2021021
Online First

Online First articles are published articles within a journal that have not yet been assigned to a formal issue. This means they do not yet have a volume number, issue number, or page numbers assigned to them, however, they can still be found and cited using their DOI (Digital Object Identifier). Online First publication benefits the research community by making new scientific discoveries known as quickly as possible.

Readers can access Online First articles via the “Online First” tab for the selected journal.

## Large deviations and Stochastic stability in Population Games

 1 Maastricht University, Department of Data Science and Knowledge Engineering, Paul-Henri-Spaaklaan 1, 6229 EN Maastricht, The Netherlands 2 Technion-Israel Institute of Technology, Faculty of Industrial Engineering and Management, Haifa, 32000003, Israel 3 University of Wisconsin, Department of Economics, 1180 Observatory Drive, Madison, WI 53706, USA

* Corresponding author: Mathias Staudigl

Received  October 2020 Early access July 2021

Fund Project: M. Staudigl is supported by the COST Action CA-16228.Srinivas Arigapudi is supported in part at the Technion by a Fine Fellowship

In this article we review a model of stochastic evolution under general noisy best-response protocols, allowing the probabilities of suboptimal choices to depend on their payoff consequences. We survey the methods developed by the authors which allow for a quantitative analysis of these stochastic evolutionary game dynamics. We start with a compact survey of techniques designed to study the long run behavior in the small noise double limit (SNDL). In this regime we let the noise level in agents' decision rules to approach zero, and then the population size is formally taken to infinity. This iterated limit strategy yields a family of deterministic optimal control problems which admit an explicit analysis in many instances. We then move in by describing the main steps to analyze stochastic evolutionary game dynamics in the large population double limit (LPDL). This regime refers to the iterated limit in which first the population size is taken to infinity and then the noise level in agents' decisions vanishes. The mathematical analysis of LPDL relies on a sample-path large deviations principle for a family of Markov chains on compact polyhedra. In this setting we formulate a set of conjectures and open problems which give a clear direction for future research activities.

Citation: Mathias Staudigl, Srinivas Arigapudi, William H. Sandholm. Large deviations and Stochastic stability in Population Games. Journal of Dynamics & Games, doi: 10.3934/jdg.2021021
##### References:

show all references

##### References:
Optimal exit paths with non-binding state constraints
Optimal exit paths with indirect exit and binding state constraints
Optimal transition paths in Bilingual games
Phase portrait of the logit dynamics $V^{0.1}$ for example (46)
Coordination Game
Bilingual Game
 [1] Claudio Marchi. On the convergence of singular perturbations of Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2010, 9 (5) : 1363-1377. doi: 10.3934/cpaa.2010.9.1363 [2] Isabeau Birindelli, J. Wigniolle. Homogenization of Hamilton-Jacobi equations in the Heisenberg group. Communications on Pure & Applied Analysis, 2003, 2 (4) : 461-479. doi: 10.3934/cpaa.2003.2.461 [3] Thi Tuyen Nguyen. Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator. Communications on Pure & Applied Analysis, 2019, 18 (3) : 999-1021. doi: 10.3934/cpaa.2019049 [4] Olivier Ley, Erwin Topp, Miguel Yangari. Some results for the large time behavior of Hamilton-Jacobi equations with Caputo time derivative. Discrete & Continuous Dynamical Systems, 2021, 41 (8) : 3555-3577. doi: 10.3934/dcds.2021007 [5] Yuxiang Li. Stabilization towards the steady state for a viscous Hamilton-Jacobi equation. Communications on Pure & Applied Analysis, 2009, 8 (6) : 1917-1924. doi: 10.3934/cpaa.2009.8.1917 [6] Laura Caravenna, Annalisa Cesaroni, Hung Vinh Tran. Preface: Recent developments related to conservation laws and Hamilton-Jacobi equations. Discrete & Continuous Dynamical Systems - S, 2018, 11 (5) : i-iii. doi: 10.3934/dcdss.201805i [7] Fabio Camilli, Paola Loreti, Naoki Yamada. Systems of convex Hamilton-Jacobi equations with implicit obstacles and the obstacle problem. Communications on Pure & Applied Analysis, 2009, 8 (4) : 1291-1302. doi: 10.3934/cpaa.2009.8.1291 [8] Yasuhiro Fujita, Katsushi Ohmori. Inequalities and the Aubry-Mather theory of Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2009, 8 (2) : 683-688. doi: 10.3934/cpaa.2009.8.683 [9] Olga Bernardi, Franco Cardin. On $C^0$-variational solutions for Hamilton-Jacobi equations. Discrete & Continuous Dynamical Systems, 2011, 31 (2) : 385-406. doi: 10.3934/dcds.2011.31.385 [10] Emeric Bouin. A Hamilton-Jacobi approach for front propagation in kinetic equations. Kinetic & Related Models, 2015, 8 (2) : 255-280. doi: 10.3934/krm.2015.8.255 [11] Gawtum Namah, Mohammed Sbihi. A notion of extremal solutions for time periodic Hamilton-Jacobi equations. Discrete & Continuous Dynamical Systems - B, 2010, 13 (3) : 647-664. doi: 10.3934/dcdsb.2010.13.647 [12] Antonio Avantaggiati, Paola Loreti, Cristina Pocci. Mixed norms, functional Inequalities, and Hamilton-Jacobi equations. Discrete & Continuous Dynamical Systems - B, 2014, 19 (7) : 1855-1867. doi: 10.3934/dcdsb.2014.19.1855 [13] Martino Bardi, Yoshikazu Giga. Right accessibility of semicontinuous initial data for Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2003, 2 (4) : 447-459. doi: 10.3934/cpaa.2003.2.447 [14] Xifeng Su, Lin Wang, Jun Yan. Weak KAM theory for HAMILTON-JACOBI equations depending on unknown functions. Discrete & Continuous Dynamical Systems, 2016, 36 (11) : 6487-6522. doi: 10.3934/dcds.2016080 [15] Gui-Qiang Chen, Bo Su. Discontinuous solutions for Hamilton-Jacobi equations: Uniqueness and regularity. Discrete & Continuous Dynamical Systems, 2003, 9 (1) : 167-192. doi: 10.3934/dcds.2003.9.167 [16] David McCaffrey. A representational formula for variational solutions to Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2012, 11 (3) : 1205-1215. doi: 10.3934/cpaa.2012.11.1205 [17] Mihai Bostan, Gawtum Namah. Time periodic viscosity solutions of Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2007, 6 (2) : 389-410. doi: 10.3934/cpaa.2007.6.389 [18] Piermarco Cannarsa, Marco Mazzola, Carlo Sinestrari. Global propagation of singularities for time dependent Hamilton-Jacobi equations. Discrete & Continuous Dynamical Systems, 2015, 35 (9) : 4225-4239. doi: 10.3934/dcds.2015.35.4225 [19] Qing Liu, Atsushi Nakayasu. Convexity preserving properties for Hamilton-Jacobi equations in geodesic spaces. Discrete & Continuous Dynamical Systems, 2019, 39 (1) : 157-183. doi: 10.3934/dcds.2019007 [20] Olga Bernardi, Franco Cardin. Minimax and viscosity solutions of Hamilton-Jacobi equations in the convex case. Communications on Pure & Applied Analysis, 2006, 5 (4) : 793-812. doi: 10.3934/cpaa.2006.5.793

Impact Factor:

## Metrics

• HTML views (306)
• Cited by (0)

• on AIMS