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The Equivalence of Evolutionary Games and Distributed Monte Carlo Learning

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Author Info
Yuya Sasaki
Abstract

This paper presents a tight relationship between evolutionary game theory and distributed intelligence models. After reviewing some existing theories of replicator dynamics and distributed Monte Carlo learning, we make formulations and proofs of the equivalence between these two models. The relationship will be revealed not only from a theoretical viewpoint, but also by experimental simulations of the models by taking a simple symmetric zero-sum game as an example. As a consequence, it will be verified that seemingly chaotic macro dynamics generated by distributed micro-decisions can be explained with theoretical models.

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File URL: ftp://repec.bus.usu.edu/RePEc/usu/pdf/ERI2004-02.pdf
File Format: application/pdf
File Function: First version, 2004
Download Restriction: no

Publisher Info
Paper provided by Utah State University, Department of Economics in its series Working Papers with number 2004-02.

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Length: 40 pages
Date of creation: Jan 2004
Date of revision:
Handle: RePEc:usu:wpaper:2004-02

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Related research
Keywords: evolutionary game; replicator dynamics; agent based models; Monte Carlo learning; recency-weighted learning;

Find related papers by JEL classification:
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques

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This page was last updated on 2010-1-1.


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