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Evolution of Strategies in Repeated Games with Discounting

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Author Info
Matthijs van Veelen () (Universiteit van Amsterdam)

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Abstract

In repeated games there is in general a large set of equilibria. We also know that in the repeated prisoners dilemma there is a profusion of neutrally stable strategies, but no strategy that is evolutionarily stable. This paper investigates whether and how neutrally stable strategies can be upset in a process of mutation and selection. While neutral stability excludes that mutants have a selective advantage themselves, it does not rule out the possibility that mutants that are neutral can enter a population and create a selective advantage for a second mutant. This will be called an indirect invasion and the central results show that, for high enough continuation probability, there is no strategy that is robust against indirect invasions. Such stepping stone paths out of equilibrium generally exist both in the direction of more and in the direction of less cooperation.

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Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 06-115/1.

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Date of creation: 04 Jan 2007
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Handle: RePEc:dgr:uvatin:20060115

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Web page: http://www.tinbergen.nl/

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Related research
Keywords: Repeated games; evolutionary stability; robust against indirect invasions.;

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Find related papers by JEL classification:
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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  1. Abreu, Dilip, 1988. "On the Theory of Infinitely Repeated Games with Discounting," Econometrica, Econometric Society, vol. 56(2), pages 383-96, March. [Downloadable!] (restricted)
  2. Samuelson, Larry & Swinkels, Jeroen M., 2003. "Evolutionary stability and lexicographic preferences," Games and Economic Behavior, Elsevier, vol. 44(2), pages 332-342, August. [Downloadable!] (restricted)
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  3. Robert J. Aumann & Lloyd S. Shapley, 1992. "Long Term Competition-A Game Theoretic Analysis," UCLA Economics Working Papers 676, UCLA Department of Economics. [Downloadable!]
  4. Jorgen W. Weibull, 1997. "Evolutionary Game Theory," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262731215, December.
  5. Friedman, James W, 1971. "A Non-cooperative Equilibrium for Supergames," Review of Economic Studies, Blackwell Publishing, vol. 38(113), pages 1-12, January. [Downloadable!] (restricted)
  6. Fudenberg, Drew & Maskin, Eric, 1990. "Evolution and Cooperation in Noisy Repeated Games," American Economic Review, American Economic Association, vol. 80(2), pages 274-79, May. [Downloadable!] (restricted)
  7. Binmore, Kenneth G. & Samuelson, Larry, 1992. "Evolutionary stability in repeated games played by finite automata," Journal of Economic Theory, Elsevier, vol. 57(2), pages 278-305, August. [Downloadable!] (restricted)
  8. Rubinstein, Ariel, 1979. "Equilibrium in supergames with the overtaking criterion," Journal of Economic Theory, Elsevier, vol. 21(1), pages 1-9, August. [Downloadable!] (restricted)
  9. Farrell, Joseph & Maskin, Eric, 1989. "Renegotiation-proof equilibrium: Reply," Journal of Economic Theory, Elsevier, vol. 49(2), pages 376-378, December. [Downloadable!] (restricted)
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