Journal of Statistical Physics

, Volume 151, Issue 1–2, pp 254–276

Stochastic Approximation to Understand Simple Simulation Models

Article

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.

Keywords

Stochastic approximation Mean dynamic Markov models Evolutionary games 

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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  • Segismundo S. Izquierdo
    • 1
    • 2
    • 4
  • Luis R. Izquierdo
    • 2
    • 3
  1. 1.Department of Industrial Organization, EIIUniversidad de ValladolidValladolidSpain
  2. 2.InSiSoc, Social Systems Engineering CentreValladolidSpain
  3. 3.Department of Civil EngineeringUniversidad de BurgosBurgosSpain
  4. 4.Departamento de Organización de EmpresasEscuela de Ingenierías IndustrialesValladolidSpain

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