Published September 28, 2007 | Version v1
Journal article

A class of stochastic games with infinitely many interacting agents related to Glauber dynamics on random graphs

  • 1. Dipartimento di Matematica 'G. Castelnuovo', Universita di Roma 'La Sapienza', P.le Aldo Moro 2, 00185 Roma (Italy)
  • 2. Institut fuer Angewandte Mathematik, Rheinische Friedrich-Wilhelms-Universitaet Bonn, Wegelerstr. 6, D-53115 Bonn (Germany)

Description

We introduce and study a class of infinite-horizon non-zero-sum non-cooperative stochastic games with infinitely many interacting agents using ideas of statistical mechanics. First we show, in the general case of asymmetric interactions, the existence of a strategy that allows any player to eliminate losses after a finite random time. In the special case of symmetric interactions, we also prove that, as time goes to infinity, the game converges to a Nash equilibrium. Moreover, assuming that all agents adopt the same strategy, using arguments related to those leading to perfect simulation algorithms, spatial mixing and ergodicity are proved. In turn, ergodicity allows us to prove 'fixation', i.e. players will adopt a constant strategy after a finite time. The resulting dynamics is related to zero-temperature Glauber dynamics on random graphs of possibly infinite volume

Additional details

Identifiers

DOI
10.1088/1751-8113/40/39/006;
PII
S1751-8113(07)40792-2;

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
40
Journal Issue
39
Journal Page Range
p. 11777-11790
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
39012692
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ALGORITHMS; ASYMMETRY; EQUILIBRIUM; INTERACTIONS; RANDOMNESS; SIMULATION; STATISTICAL MECHANICS
Descriptors DEC
MATHEMATICAL LOGIC; MECHANICS