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How Noise Matters

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Author Info
Lawrence E. Blume (Cornell University)

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Abstract

Recent advances in evolutionary game theory have employed stochastic processes of noise in decisionmaking to select in favor of certain equilibria in coordination games. Noisy decisionmaking is justified on bounded rationality grounds, and consequently the sources of noise are left unmodelled. This methodological approach can only be successful if the results do not depend too much on the nature of the noise process. This paper investigates invariance to noise of the equilibrium selection results, both for the random matching paradigm that has characterized much of the recent literature and for a larger class of two-strategy population games where payoffs may vary non-linearly with the distribution of strategies among the population. Several parametrizations of noise reduction are investigated. The results show that a symmetry property of the noise process and (in the case of non-linear payoffs) bounds on the asymmetry of the payoff functions suffice to preserve the selection results of the evolutionary literature.

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Publisher Info
Paper provided by EconWPA in its series Game Theory and Information with number 9407002.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 24 pages
Date of creation: 27 Jul 1994
Date of revision: 27 Jul 1994
Handle: RePEc:wpa:wuwpga:9407002

Note: One TeX file (24 pages) and an EPS file, queries to LB19@CORNELL.EDU
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Find related papers by JEL classification:
C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
D8 - Microeconomics - - Information, Knowledge, and Uncertainty

References listed on IDEAS
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  1. Kandori, Michihiro & Mailath, George J & Rob, Rafael, 1993. "Learning, Mutation, and Long Run Equilibria in Games," Econometrica, Econometric Society, vol. 61(1), pages 29-56, January. [Downloadable!] (restricted)
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(explanations, 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. Kosfeld, M., 1999. "Stochastic strategy adjustment in coordination games," Research Memorandum 775, Tilburg University, Faculty of Economics and Business Administration. [Downloadable!]
  2. David P. Myatt & Chris Wallace, 2002. "Adaptive Play by Idiosyncratic Agents," Economics Series Working Papers 089, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  3. T. Demuynck & A. Schollaert, 2006. "Note on State Dependent Mutations as an Equilibrium Refinement Device," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/408, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  4. H. Peyton Young, 2007. "Social Norms," Economics Series Working Papers 307, University of Oxford, Department of Economics. [Downloadable!]
  5. repec:att:wimass:192015 is not listed on IDEAS
  6. repec:att:wimass:19199923 is not listed on IDEAS
  7. Richard Vaughan, . "Evolutive Equilibrium Selection I: Symmetric Two Player Binarychoice Games," ELSE working papers 016, ESRC Centre on Economics Learning and Social Evolution. [Downloadable!]
  8. Yossi Feinberg, 2006. "Evolutionary Dynamics and Long-Run Selection," Advances in Theoretical Economics, Berkeley Electronic Press, vol. 6(1), pages 1239-1239. [Downloadable!] (restricted)
  9. Thomas W.L. Norman, 2007. "Rapid Evolution under Inertia," Economics Series Working Papers 299, University of Oxford, Department of Economics. [Downloadable!]
  10. Damme, E. van & Weibull, J.W., 1998. "Evolution with mutations driven by control costs," Discussion Paper 94, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
  11. David P. Myatt & Chris Wallace, 2002. "A Multinomial Probit Model of Stochastic Evolution," Economics Series Working Papers 090, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  12. T. Demuynck & A. Schollaert, 2006. "The nature of the mutation process matters," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/361, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  13. Drew Fudenberg & David K. Levine, 1996. "Consistency and Cautious Fictitious Play," Levine's Working Paper Archive 470, David K. Levine. [Downloadable!]
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  14. Josef Hofbauer & William H. Sandholm, 2001. "Evolution and Learning in Games with Randomly Disturbed Payoffs," Vienna Economics Papers 0205, University of Vienna, Department of Economics. [Downloadable!]
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