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