Fluctuations around Nash equilibria in game theory

被引：5
|
作者：
Marsili, M [1 ]
Zhang, YC [1 ]
机构：
[1] UNIV FRIBOURG,INST PHYS THEOR,CH-1700 FRIBOURG,SWITZERLAND
来源：
PHYSICA A | 1997年 / 245卷 / 1-2期
关键词：
D O I：
10.1016/S0378-4371(97)00289-6
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We investigate the fluctuations induced by irrationality in simple games with a large number of competing players. We show that Nash equilibria in such games are ''weakly'' stable: irrationality propagates and amplifies through players' interactions so that huge fluctuations can result from a small amount of irrationality. In the presence of multiple Nash equilibria, our statistical approach allows to establish which is the globally stable equilibrium. However, characteristic times to reach this state can be very large.
引用
收藏
页码：181 / 188
页数：8
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