Research Article
Mean field asymptotics of Markov Decision Evolutionary Games and teams
@INPROCEEDINGS{10.1109/GAMENETS.2009.5137395, author={Hamidou Tembine and Jean-Yves Le Boudec and Rachid El-Azouzi and Eitan Altman}, title={Mean field asymptotics of Markov Decision Evolutionary Games and teams}, proceedings={1st International Conference on Game Theory for Networks}, publisher={IEEE}, proceedings_a={GAMENETS}, year={2009}, month={6}, keywords={}, doi={10.1109/GAMENETS.2009.5137395} }
- Hamidou Tembine
Jean-Yves Le Boudec
Rachid El-Azouzi
Eitan Altman
Year: 2009
Mean field asymptotics of Markov Decision Evolutionary Games and teams
GAMENETS
IEEE
DOI: 10.1109/GAMENETS.2009.5137395
Abstract
We introduce Markov decision evolutionary games with N players, in which each individual in a large population interacts with other randomly selected players. The states and actions of each player in an interaction together determine the instantaneous payoff for all involved players. They also determine the transition probabilities to move to the next state. Each individual wishes to maximize the total expected discounted payoff over an infinite horizon. We provide a rigorous derivation of the asymptotic behavior of this system as the size of the population grows to infinity. We show that under any Markov strategy, the random process consisting of one specific player and the remaining population converges weakly to a jump process driven by the solution of a system of differential equations. We characterize the solutions to the team and to the game problems at the limit of infinite population and use these to construct almost optimal strategies for the case of a finite, but large, number of players. We show that the large population asymptotic of the microscopic model is equivalent to a (macroscopic) Markov decision evolutionary game in which a local interaction is described by a single player against a population profile. We illustrate our model to derive the equations for a dynamic evolutionary Hawk and Dove game with energy level.