Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10259/3842
Título
Stochastic Approximation to Understand Simple Simulation Models
Publicado en
Journal of Statistical Physics. 2013, V. 151, n. 1, p. 254-276
Editorial
Springer Verlag (Germany)
Fecha de publicación
2013-04
ISSN
0022-4715
DOI
10.1007/s10955-012-0654-z
Abstract
This paper illustrates how a deterministic approximation of a stochastic process
can be usefully applied to analyse the dynamics of many simple simulation models. To
demonstrate the type of results that can be obtained using this approximation, we present two
illustrative examples which are meant to serve as methodological references for researchers
exploring this area. Finally, we prove some convergence results for simulations of a family
of evolutionary games, namely, intra-population imitation models in n-player games with
arbitrary payoffs.
Palabras clave
Stochastic approximation
Mean dynamic
Markov models
Evolutionary games
Materia
Gestión de empresas
Industrial management
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