2026-06-19T15:36:31Zhttps://riubu.ubu.es/oai/requestoai:riubu.ubu.es:10259/38422024-05-13T10:37:50Zcom_10259_3830com_10259_5086com_10259_2604col_10259_3832
Stochastic Approximation to Understand Simple Simulation Models
Izquierdo, Segismundo S.
Izquierdo Millán, Luis Rodrigo
Stochastic approximation
Mean dynamic
Markov models
Evolutionary games
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.
2015-09-16
2015-09-16
2013-04
info:eu-repo/semantics/article
0022-4715
http://hdl.handle.net/10259/3842
10.1007/s10955-012-0654-z
eng
Journal of Statistical Physics. 2013, V. 151, n. 1, p. 254-276
http://dx.doi.org/10.1007/s10955-012-0654-z
info:eu-repo/grantAgreement/MICINN/CSD2010-00034
info:eu-repo/grantAgreement/MICINN/DPI2010-16920
info:eu-repo/grantAgreement/MEC/JC2009-00263
info:eu-repo/semantics/openAccess
Springer Verlag (Germany)