33
An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate School on Nonlinear and Stochastic Systems in Biology held in the Department of Applied Mathematics, School of Mathematics University of Leeds, U.K. 31/03/2009 - 01/04/2009 Mauro Mobilia Evolutionary Game Theory: An Introduction

An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

  • Upload
    others

  • View
    6

  • Download
    0

Embed Size (px)

Citation preview

Page 1: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

An Introduction to Evolutionary Game Theory

Mauro Mobilia

Lectures delivered at the Graduate School on Nonlinear and Stochastic Systems in Biologyheld in the Department of Applied Mathematics, School of Mathematics

University of Leeds, U.K.

31/03/2009 - 01/04/2009

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 2: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Evolutionary Game Theory: What is it about?

Evolutionary Game Theory: What is it about?

Modelling of the animal worldDescription of behavioural science and population dynamics(e.g. in ecology, economics, ...)Dynamical version of classic (rational) game theoryMathematical description of complex phenomena: interactingagents, spatial patterns, noise, non-linearity...

Some of the founders & pioneers:John von Neumann & Oskar Morgenstern (1944), “Theory ofgames and economic behavior”John Nash (1994 Nobel prize in Economics)→ Nash equilibriumJohn Maynard Smith, “Evolution and the Theory of Games”(1972)→ Evolutionary stability

Some books:J. Hofbauer & K. Sigmund, “Evolutionary Games and PopulationDynamics” (1998)M. Nowak, “Evolutionary Dynamics” (2006)J. Maynard Smith, “Evolution and the Theory of Games” (1972)

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 3: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Outline

The goal of these lectures is to give some insight into the ollowingtopics:

Basics of Classic (Rational) Game TheoryNotion of Nash EquilibriumConcept of Evolutionary StabilityExamples of Popular GamesConcept of Fitness and Evolutionary DynamicsThe (deterministic) Replicator DynamicsReplicator Equations for 2×2 GamesMoran Process & Evolutionary DynamicsThe Concept of Fixation ProbabilityEvolutionary Game Theory in Finite PopulationInfluence of Fluctuations on Evolutionary Dynamics

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 4: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Classic (Rational) Game Theory in a NutshellAssumptions: complete information and perfect rationality Normalform of classic game is given by the triple ({N},{E },{A}):

{N}= {1,2, ...,N}: set of players{E }= {e1,e2, ...,eQ}: same set of Q pure strategies for eachplayer{A}= {A(1),A(2), ...,A(N)}: set of payoff (utility) functions for eachplayer

Other ingredients:

Mixed strategies (ME): allow to play each pure strategy ej withprobability pj ⇒ strategy profile is defined by the simplex{S}= {p = (p1, ...,pQ) : pj ≥ 0 and ∑

Qj=1 pj = 1}

Assume pairwise contests and symmetry (identical players)⇒one (Q×Q) payoff matrix A = (Aij ) with i , j = 1, ...,Q

Player 1 plays p ∈ {S} against player 2 playing q ∈ {S}:Payoff of player 1 is P1 and payoff player 2 is P2

P1 = p.Aq, P2 = q.AT p

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 5: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Example 1: Hawks & Doves

Homogeneous population with individuals competing for theirreproductive succcess (food, territory or mates)During each contest: individuals compete for resources and canwin / lose a fight (possible injury) or run away2 strategies: either Hawk (agressive, escalate) or Dove (avoidfights)

Strategy 1 Strategy 2 Payoff to 1 Because ...

Hawk Dove G Hawk wins & Dove runs

Hawk Hawk G−C2 50% chance of win/injury

Dove Hawk 0 Dove runs away

Dove Dove G2 Doves share resources

For G = 4, C = 10, payoff matrix:Hawk Dove

A =HawkDove

(−3,−3 4,0

0,4 2,2

)Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 6: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Example 1: Hawks & Doves (continued)

Strategies H and D played with frequencies x and 1−x , resp.Expected payoff H-player is EH =−3x + 4(1−x) = 4−7xExpected payoff D-player is ED = 0x + 2(1−x) = 2−2xEH = ED for x = x∗ = 2/5x∗ = 2/5 is a mixed strategyFor x > x∗: reproductive success of H is lower than for the D’s.Therefore, the frequency of D’s increases and moves towards x∗

For x < x∗: reproductive success of D is lower than for the H’s.Therefore, the frequency of H’s increases and moves towards x∗

Hence, we call x∗ an evolutionary stable strategy (ESS)

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 7: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Nash Equilibrium

What strategy to choose and how to make such a choice?

p.Aq≤ q.Aq, ∀p 6= q

q is a Nash equilibrium (NE), or a strategy which is the best reply toitself.A strict Nash equilibrium (sNE) q is the unique best reply to itself:

p.Aq < q.Aq, ∀p 6= q

Every normal form game admits at least one NE (how many of them?)

Problems: Dynamics? How to discriminate between NEs? Rationalityseems to restrictive→ no cooperationNonstrict NE are not proof against invasion: invaders may use astrategy doing as well as q and may spread (if reproductiveadvantage), unless evolutionary stability strategy (ESS)

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 8: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Evolutionary Stability

A strategy is evolutionary stable (ESS) if, whenever all members ofthe population adopt it, no dissident behaviour could invade the

population under natural selection

Consider a population in which the majority of the players (fraction1− ε) plays strategy p∗ and a minority, ε plays mutant strategy p.p∗ is an ESS iff it performs strictly better than the mutant strategy pagainst the composed population, i.e.

p∗.A[(1− ε)p∗+ εp] > p.A[(1− ε)p∗+ εp]

This can be rewritten as

(1− ε)(p∗.Ap∗−p.Ap∗) + ε(p∗.Ap−p.Ap) > 0

Thus, 2 conditions:NE condition:p∗.Ap∗ ≥ p.Ap∗, ∀p ∈ SStability condition:if p∗ 6= p and p∗.Ap∗ = p.Ap∗, then p∗.Ap > p.Ap, ∀p ∈ S

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 9: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Evolutionary Stability (continued)2 conditions for evolutionary stability:

1 NE condition:p∗.Ap∗ ≥ p.Ap∗, ∀p ∈ S

2 Stability condition:if p∗ 6= p and p∗.Ap∗ = p.Ap∗, then p∗.Ap > p.Ap

(1) says that p∗ is a NE which is not enough for non-invadibility:there might be another alternative best reply p. In such a case, (2)states that p∗ fares better against p than p itself (⇒ non-invadibility)

Strict-NE are ESS (symmetric games)All ESS are NEs (but not necessarily strict-NEs)A game with 2 pure strategies always has an ESS

How to find an ESS? Necessary condition (for an interior NE) givenby the Bishop-Cannings Theorem: If p∗ = ∑

Qi=1 piei ∈ int(S) with

pi ≥ 0 is an interior ESS, then

e1.Ap∗ = (Ap∗)1 = ... = (Ap∗)i = ... = (Ap∗)Q = p∗.Ap∗

p1 + ...+ pQ = 1

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 10: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Hawks-Doves & game revisited (Example 1)

Hawks & Doves: gain from resources G and cost for injury C > GPayoff matrix: Hawk Dove

A =HawkDove

((G−C)/2 G

0 G/2

)Mixed strategy p∗ = (G/C)eH + (1−G/C)eD is an NEHowever, is it an ESS?With p = peH + (1−p)eD = (p,1−p)T we check the conditions for p∗to be an ESS:

p.Ap∗ = p∗.Ap∗ = G(1−G/C)/2,∀p ∈SThus, condition 1 (for NE) is satisfied for all p’s with equality

One has thus to check condition 2 (for stability):

With p.Ap = (G−Cp2)/2 and p∗.Ap = (G2/2C) + G(1−2p)/2,p∗.Ap−p.Ap = (G−Cp)2

2C > 0, ∀p 6= p∗⇒ stability guaranteed!

Thus, p∗ = (G/C)eH + (1−G/C)eD is an ESS for the Hawk-Dovegame with C > G

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 11: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Example 2: Prisoner’s Dilemma (PD)Two suspects in a crime are put in separate cells and questioned,

they can confess (i.e. cooperation, C) or defect (i.e. remain silent, D)

If both confess (C C), each is sentenced 3 years (major crime)If none confess (D D), each is sentenced 1 year (minor crimebecause no strong evidences)One confess and the other remain silent: C-strategist is used aswitness and goes free while the S-strategist is sentenced 5 yearsPayoff matrix for the PD:

C D

A =CD

(3,3 0,55,0 1,1

)Defection is the only (strict) Nash equilibrium (i.e. an ESS): D D givesa payoff (1,1). Cooperation gives a higher payoff (3,3), but it is“irrational” because of free ride danger

For each (rational) player it is beneficial to always defect (sNE).However, if both defect they get a payoff 1, less than for mutual

cooperation (which gives a payoff 3). That’s the dilemma !

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 12: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Example 3: Jean-Jacques Rousseau’s stag-hunt game (SHG)2 individuals can decide to hunt a stag (S) or a hare (H). A hare is

worth less than a stag but can be get individually

If both cooperate to hunt a stag (S S), the payoff is 4If one individual chooses to hunt a hare (H), his/her payoff isalways 3An individual stag-hunter (S) has little chance of success andher/his payoff is 1Payoff matrix for the SHG:

S H

A =SH

(4,4 1,33,1 3,3

)There are 2 strict NEs (i.e. ESS): the pure strategies S S, givingpayoff (4,4), and H H giving payoff (3,3)S S is payoff (Pareto) dominant because (5,5) > (3,3)H H is risk dominant (“safer”) because it gives a payoff 3 for 2 of the 4choices (while there is only 1 option out of 4 to get payoff 4)In addition: the mixed strategy p = (2/3)S + (1/3)H = (2/3,1/3) is anonstrict NE

SH is a coordination game, prototype of the “social contract”Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 13: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Classic games with 2 pure strategies: summary

Games with 2 pure strategies, e1 and e2, and payoff matrix:e1 e2

A =e1e2

(a bc d

)3 cases:

1 There is one single pure ESS (e.g. prisoner’s dilemma)2 Both pure strategies e1 and e2 are ESS (e.g. stag-hunt game)3 A mixed strategy is an ESS (e.g. hawk-dove with C > G)

More precisely:

If a > c, e1 is ESS (strict-NE)If d > b, e2 is ESS (strict-NE)If c > a, and b > d , mixed strategy p = pe1 + (1−p)e2 withp = b−d

b+c−a−d is an ESS (strict-NE)

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 14: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Evolutionary dynamics & the concept of fitnessAlternative representation in terms of population dynamics:Population of pure strategists with proportion with fraction xi ofei-players. In this case, x = (x1, ...,xi , ...,xQ) is an ESS under thesame conditions. In this language ei-strategists are regarded asindividuals of species i

Nash equilibrium and Evolutionary stability are static concepts

Evolutionary dynamics relies on the concept of fitness:Evolutionary “forces”: selection, reproduction, mutation, imitationx(t) state of population at time t , with ∑

Qi=1 xi = 1

Dynamics of the system: ddt xi = F (x)

It seems natural to assume that F (x) is a function of thepoulation’s fitness, whereFitness of a species i, denoted fi (x), measures the success ofreproduction of that species. This quantity depends on the stateof the whole population

Goals: Which kind of dynamics? What are the steady states?

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 15: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Replicator Dynamics

Population of Q different species: e1, ...,eQ, with frequencies x1, ...,xQ

State of the system described by x = (x1, ...,xQ) ∈SQ , whereSQ = {x;xi ≥ 0,∑Q

i=1 xi = 1}

To set up the dynamics, we need a functional expression for thefitness fi (x)Between various possibilities, a very popular choice is:

xi = xi(fi (x)− f (x)

),

where, one (out of many) possible choices, for the fitness is theexpected payoff: fi (x) = ∑

Qi=1 Aijxj

and f (x) is the average fitness: f (x) = ∑Qi xi fi (x)

This choice corresponds to the so-called replicator dynamics onwhich most of evolutionary game theory is centered

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 16: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Some Properties of Replicator Dynamics (I)

Replicator equations (REs):

xi = xi [(Ax)i −x.Ax]

Set of coupled cubic equations (when x.Ax 6= 0)

Let x∗ = (x∗1 , ...,x∗Q) be a fixed point (steady state) of the REs

x∗ can be (Lyapunov-) stable, unstable, attractive (i.e. there isbasin of attraction), asymptotically stable=attractor ( =stable +attractive), globally stable (basin of attraction is SQ)Only possible interior fixed point satisfies (there is either 1 or 0):

(Ax∗)1 = (Ax∗)2 = ... = (Ax∗)Q = x∗.Ax∗

x1 + ...+ xQ = 1

Same dynamics if one adds a constant cj to the payoff matrix

A = (Aij ): xi = xi [(Ax)i −x.Ax] = xi

[(Ax)i −x.Ax

], where

A = (Aij + cj )

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 17: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Some Properties of Replicator Dynamics (II)

Dynamic versus evolutionary stability: connection between dynamicstability (of REs) and NE/evolutionary stability?

Notions do not perfectly overlap⇒ Folks Theorem of EGT:

Let x∗ = (x∗1 , ...,x∗Q) be a fixed point (steady state) of the REsNEs are rest points (of the REs)Strict NEs are attractorsA stable rest point (of the REs) is an NEInterior orbit converges to x∗⇒ x∗ is an NE

ESSs are attractors (asymptotically stable)Interior ESSs are global attractors

Converse statements generally do not hold!

For 2×2 matrix games x∗ is an ESS iff it is an attractorREs with Q strategies can be mapped onto Lotka-Volterraequations for Q−1 species: yi = yi

(ri + ∑

Q−1j=1 bijyj

)Replicator dynamics is non-innovative: cannot generate newstrategies

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 18: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Replicator Dynamics for 2×2 Games (I)

2 strategies: say A and BN players: NA are A-players and NB are B-players, NA + NB = N

General payoff matrix:

vs A B

A 1 + p11 1 + p12B 1 + p21 1 + p22

where selection→ pij and the neutral component→ 1

Frequency of A and B strategists is resp.

x = NA/N and y = NB/N = 1−x

Fitness (expected payoff) of A and B strategists is resp.

fA(x) = p11x + p12(1−x) + 1 and fB(x) = p21x + p22(1−x) + 1

Average fitness: f (x) = xfA(x) + (1−x)fB(x)

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 19: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Replicator Dynamics for 2×2 Games (II)

Replicator dynamics:

dxdt

= x [fA(x)− f (x)] = x(1−x)[fA(x)− fB(x)]

= x(1−x)[x(p11−p21) + (1−x)(p12−p22)]

xy = x(1−x): interpreted as the probability that A and B interactfA(x)− fB(x) = x(p11−p12) + (1−x)(p12−p22): says thatreproduction (“success”) depends on the difference of fitness

Equivalent payoff matrix (Ai1→ Ai1−p11, Ai2→ Ai2−p22), withµA = p21−p11 and µB = p12−p22:

vs A B

A 1 1 + µAB 1 + µB 1

dxdt

= x(1−x)[−xµA + (1−x)µB] = x(1−x)[µB− (µA + µB)x ]

⇒ For 2×2 games, the dynamics is simple: no limit cycles, nooscillations, no chaotic behaviour

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 20: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Replicator Dynamics for 2×2 Games (III)dxdt

= x(1−x)[µB− (µA + µB)x ]

1 µA > 0 and µB > 0: Hawk-Dove gamex∗ = µB

µA+µBis stable (attractor, ESS) interior FP

2 µA > 0 and µB < 0: Prisoner’s DilemmaB always better off, x∗ = 0 is ESS

3 µA < 0 and µB < 0: Stag-Hunt GameEither A or B can be better off, i.e. x∗ = 0 and x∗ = 1 are ESS.x∗ = µB

µA+µBis unstable FP (non-ESS)

4 µA < 0 and µB > 0: Pure Dominance ClassA always better off, x∗ = 1 is ESS

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 21: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Some Remarks on Replicator Dynamics

dxdt

= x(1−x)[µB− (µA + µB)x ]

For x small: x = µBxFor x ≈ 1: y = (d/dt)(1−x) = µA(1−x)

Thus, the stability of x∗ = 0 and x∗ = 1 simply depends on the sign ofµB and µA, respectively

Another popular dynamics is the so-called “adjusted replicatordynamics”, for which the equations read:

dxdt

= xfA(x)− f (x)

f (x)= x(1−x)

[fA(x)− fB(x)

f (x)

]These equations equations share the same fixed points with the REs.In general, replicator dynamics and adjusted replicator dynamics giverise to different behaviours. However, for 2×2 games: samequalitative behaviour

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 22: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Stochastic Dynamics & Moran Process

Evolutionary dynamics involves a finite number of discrete individuals⇒ “Microscopic” stochastic rules given by the Moran process

Moran Process is a Markov birth-death process in 4 steps:2 species, i individuals of species A and N− i of species B

1 An individual A could be chosen for birth and death withprobability (i/N)2. The number of A remains the same

2 An individual B could be chosen for birth and death withprobability ((N− i)/N)2. The number of B remains the same

3 An individual A could be chosen for reproduction and a Bindividual for death with probability i(N− i)/N2. For this event:i → i + 1 and N− i → N−1− i

4 An individual B could be chosen for reproduction and a Aindividual for death with probability i(N− i)/N2. For this event:i → i−1 and N− i → N + 1− i

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 23: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Stochastic Dynamics & Moran Process

Evolutionary dynamics given by the Moran process: Markovbirth-death process in 4 steps

There are two absorbing states in the Moran process: all-B and all-A

What is the probability Fi of ending in a state with all A (i = N) startingfrom i individuals A? For i = 1, F1 is the “fixation” probability of A

Transition from i → i + 1 given by rate αi

Transition i → i−1 given by rate βi

Fi = βiFi−1 + (1−αi −βi )Fi + αiFi+1, for i = 1, ...,N−1F0 = 0 and FN = 1

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 24: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Moran Process & Fixation Probability

What is the fixation probability F1 of A individuals?

Fi = βiFi−1 + (1−αi −βi )Fi + αiFi+1, for i = 1, ...,N−1F0 = 0 and FN = 1

Introducing gi = Fi −Fi−1 (i = 1, ...,N−1), one notes that ∑Ni=1 gi = 1

and gi+1 = γigi , where γi = βi/αi ⇒ one recovers a classic results on

Markov chains: Fi =1+∑

i−1j=1 ∏

jk=1 γk

1+∑N−1j=1 ∏

jk=1 γk

⇒ Fixation probability of species A is FA = F1 = 11+∑

N−1j=1 ∏

jk=1 γk

As i = 0 and i = N are absorbing states⇒always absorption (all-A or all-B)⇒ Fixation probability of species B

is FB = 1−FN−1 =∏

N−1k=1 γk

1+∑N−1j=1 ∏

jk=1 γk

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 25: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Fixation in the Neutral & Constant Fitness Cases

Fixation Probabilities:FA = 1

1+∑N−1j=1 ∏

jk=1 γk

and FB = FA ∏N−1k=1 γk , with γi = βi/αi

When αi = βi = γi = 1, this is the neutral case where there is noselection but only random drift:FA=FB=1/NThis means that the chance that an individual will generate alineage which will inheritate the entire population is 1/N

Case where A and B have constant but different fitnesses, f A = rfor A and f B = 1 for B, αi = ri(N−i)

N(N+(r−1)i) and βi = i(N−i)N(N+(r−1)i)

Thus, FA = 1−r−1

1−r−N and FB = 1−r1−rN

If r > 1, FA> N−1 for N� 1: selection favours the fixation of AIf r < 1, FB> N−1 for N� 1: selection favours the fixation of B

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 26: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Evolutionary Games in Finite Populations (I)Finite population of 2 species: i individuals of species A and N− iindividuals of species B interact according to the payoff matrix:

vs A B

A a bB c d

Probability to draw a A and B is i/N and (N− i)/N, respectively⇒Probability that a given individual A interacts with another A is(i−1)/(N−1)Probability that a given individual A interacts with a B is(N− i)/(N−1)Probability that a given individual B interacts with another B is(N− i−1)/(N−1)Probability that a given individual B interacts with a A is i/(N−1)

The states i = 0 (All-A) and i = N (All-B) are absorbing

Expected payoff for A and B, respectively:

EAi =

a(i−1) + b(N− i)N−1

and EBi =

ci + d(N− i−1)

N−1Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 27: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Evolutionary Games in Finite Populations (II)

FA =(

1 + ∑N−1j=1 ∏

jk=1 γk

)−1and FB = FA ∏

N−1k=1 γk , with γi = βi/αi

EAi = a(i−1)+b(N−i)

N−1 and EBi = ci+d(N−i−1)

N−1

Expected payoffs EA,Bi are usually interpreted as fitness.

Recent idea (Nowak et al.): Introduce a parameter w accounting forbackground random drift contribution to fitness f A

i for A and f Bi for B

f Ai = 1−w + wEA

i and f Bi = 1−w + wEB

i

Average fitness: f = (i/N)f Ai + (1− (i/N))f B

iParameter w measures the intensity of selection: w = 0⇒ noselection (only random drift), w = 1⇒ only selection, w � 1⇒ “weakselection”Consider a Moran process with frequency-dependent hopping rates:

αi =f Ai

f

(iN

)(N− i

N

)and βi =

f Bi

f

(iN

)(N− i

N

)⇒ γi =

f Bi

f Ai

Thus, FA = 1/(

1 + ∑N−1j=1 ∏

jk=1(f B

k /f Ak ))

and FB = FA ∏N−1k=1 (f B

k /f Ak )

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 28: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Influence of Fluctuations on Evolutionary Dynamics (I)

Fixation Probabilities:

FA =

(1 + ∑

N−1j=1 ∏

ji=1

f Bif Ai

)−1

and FB = FA ∏N−1i=1

(f Bi /f A

i), with

f Ai = 1−w + w a(i−1)+b(N−i)

N−1 and f Bi = 1−w + w ci+d(N−i−1)

N−1

Does selection favour fixation of A? Yes, only if FA > 1/N

In the weak selection limit (w → 0):FA ≈ 1

N

[1− w

6 ({a + 2b−c−2d}N−{2a + b + c−4d})]−1

Thus, FA > 1/N if a(N−2) + b(2N−1) > c(N + 1) + 2d(N−2)

N = 2 b > cN = 3 a + 5b > 2(2c + d)N = 4 2a + 7b > 5c + 4d

... ...N� 1 a + 2b > c + 2d

For large N, FA > 1/N if a + 2b > c + 2d

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 29: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Influence of Fluctuations & Finite-Size Effects (II)

In the weak selection limit (w → 0):FA ≈ 1

N

[1− w

6 ({a + 2b−c−2d}N−{2a + b + c−4d})]−1

For large N, FA > 1/N if a + 2b > c + 2d

Consequences of finite-size fluctuations?

Reconsider a 2×2 game with a > c and b < d (“Stag-Hunt game”):Rational game: all-A and all-B are strict-NE and ESSReplicator Dynamics: all-A & all-B attractors and x∗ = d−b

a−c+d−b isan unstable interior rest point (NE, but not ESS)In finite (yet large) population (stochastic Moran process, weakselection): The condition a−c > 2(d −b) to favour fixation of Aleads to x∗ < 1/3

- If the unstable rest point x∗ occurs at frequency < 1/3, in a largeyet finite population and for w � 1, selection favours the fixation of A- Probability that a single A takes over the entire population of N−1individuals B is greater than 1/N- This also means that the basin of attraction of all-B is less than 1/3(if x∗ < 1/3)

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 30: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Influence of Fluctuations & Finite-Size Effects (III)

In the weak selection limit (w → 0, 2 species systems):FA ≈ 1

N

[1− w

6 ({a + 2b−c−2d}N−{2a + b + c−4d})]−1

Previous result hints that the concept of evolutionary stability shouldbe modified to account for finite-size fluctuations⇒ leads to theconcept of ESSN : A finite population of B is evolutionary stable isevolutionary stable against a second species A if

1 The fitness of B is greater than that of A, i.e. f Bi > f A

i , ∀i . Thismeans: “selection opposes A invading B”

2 FA < 1/N, implying that selection opposes A replacing B

This leads to the criteria for evolutionary stability of B:

Determinsitic (N = ∞) Stochastic (N finite)

(1) d > b (d −b)N > 2d − (b + c)(2) if b = d , then c > a c(N + 1) + 2d(N−2) > a(N−2) + b(2N−1)

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 31: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Influence of Fluctuations & Finite-Size Effects (III)

In the weak selection limit (w → 0, 2×2 games):FA ≈ 1

N

[1− w

6 ({a + 2b−c−2d}N−{2a + b + c−4d})]−1

Criteria for evolutionary stability of B in a population of size N:

Determinsitic (N = ∞) Stochastic (N finite)

(1) d > b (d −b)N > 2d − (b + c)(2) if b = d , then c > a c(N + 1) + 2d(N−2) > a(N−2) + b(2N−1)

Conditions for evolutionary stability depend on the population size:

B is ESSN if N = 2 N� 1 (finite)

Condition (1): c > b d > bCondition (2): c > b x∗ = d−b

a−c+d−b > 1/3

For small N, the traditional ESS conditions are neither necessarynor sufficient to guarantee evolutionary stabilityFor large N, the traditional ESS conditions are necessary but notsufficient to guarantee evolutionary stability

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 32: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Outlook

In this set of lectures dedicated to an introduction to evolutionarygame theory, we have discussed

Some concepts of classic (rational) game theory which wereillustrated by a series of examples (hawk-doves, prisoner’sdilemma and stag-hunt games)Notion of evolutionary dynamics via the concept of fitnessReplicator dynamics and discussed its properties: connectionbetween dynamic stability, NEs and ESSReplicator dynamics for 2×2 games: classificationStochastic evolutionary dynamics according to the MoranprocessFixation probability as a Markov chain problemFixation probability for (a) the neutral case, (b) the case withconstant fitness, (c) 2×2 games with finite populationsInfluence of fluctuations: fixation and new criteria for evolutionarystability (ESSN for 2×2 games)

Mauro Mobilia Evolutionary Game Theory: An Introduction

Page 33: An Introduction to Evolutionary Game Theoryamtmmo/Evolutionary_game... · 2009. 8. 16. · An Introduction to Evolutionary Game Theory Mauro Mobilia Lectures delivered at the Graduate

Outlook

Further topics and some open problems (non-exhaustive list):Replicator dynamics for Q×Q games:

For Q ≥ 3: Replicator equations⇒ cycles, oscillations, chaos(Q > 3), ...Spatial degrees of freedom and role of mobility (PDE): patternformationQ×Q games with mutations

Stochastic evolutionary dynamics:Stochastic evolutionary game theory on lattices and graphsCombined effects of mobility, fluctuations, and selection

For Q×Q games, with Q ≥ 3:

Diffusion approximation (Fokker-Planck equation)Fixation and extinction times (e.g. as first-passage problems)Generalization of the concept of ESSN

Mauro Mobilia Evolutionary Game Theory: An Introduction