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A Model of Evolutionay Drift

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Author Info
José Ramón Uriarte Ayo () (UPV/EHU)
Abstract

Drift appears to be crucial to study the stability properties of Nash equilibria in a component specifying different out-of-equilibrium behaviour. We propose a new microeconomic model of drift to be added to the learning process by wich agents find their way to equilibrium. A key feature of the model is the sensitivity of the noisy agent to the proportion of agents in his player population playing the same strategy as his current one. We show that,1. Perturbed Payoff-Positive and Payoff Monotone selection dynamics are capable of stabilizing pure non strict Nash equilibria in either singleton or nonsingleton component of equilibria; 2. The model is relevant to understand the role of drift in the behaviour observed in the laboratory for the Ultimatum Game and for predicting outcomes that can be experimentally tested. Hence, the selection dynamics model perturbed with the proposed drift may be seen as well as a new learning tool to understand observed behaviour.

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Paper provided by Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I in its series IKERLANAK with number 200301.

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Date of creation: 16 Oct 2003
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Handle: RePEc:ehu:ikerla:200301

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Postal: Dpto. de Fundamentos del Análisis Económico I, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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Related research
Keywords: similarity relations drift Nash equilibrium replicator dynam.

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. repec:att:wimass:199529 is not listed on IDEAS
  2. Yun Joo Jung & John H. Kagel & Dan Levin, 1994. "On the Existence of Predatory Pricing: An Experimental Study of Reputation and Entry Deterrence in the Chain-Store Game," RAND Journal of Economics, The RAND Corporation, vol. 25(1), pages 72-93, Spring. [Downloadable!] (restricted)
  3. Young, H Peyton, 1996. "The Economics of Convention," Journal of Economic Perspectives, American Economic Association, vol. 10(2), pages 105-22, Spring. [Downloadable!] (restricted)
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