Continuous Strategy Space Research Articles

Robustness Against Indirect Invasions in Asymmetric Games with Continuous Strategy Spaces

Strategies which are robust against indirect invasions (RAII) have been studied in the literature for symmetric games. In this paper, we introduce the notion of RAII profiles for asymmetric games with continuous strategy spaces. For these games, we prove that the set of all indirect neutral mutants of a RAII profile is equivalent to a minimal evolutionarily stable set. Furthermore, globally strong uninvadable profiles are shown to be RAII profiles. We also discuss connections between evolutionarily stable sets and strict equilibrium sets of profiles.

Equilibrium stacks for a non-cooperative game defined on a product of staircase-function continuous and finite strategy spaces

A method of finite uniform approximation of 3-person games played with staircase-function strategies is presented. A continuous staircase 3-person game is approximated to a staircase trimatrix game by sampling the player’s pure strategy value set. The set is sampled uniformly so that the resulting staircase trimatrix game is cubic. An equilibrium of the staircase trimatrix game is obtained by stacking the equilibria of the subinterval trimatrix games, each defined on an interval where the pure strategy value is constant. The stack is an approximate solution to the initial staircase game. The (weak) consistency, equivalent to the approximate solution acceptability, is studied by how much the players’ payoff and equilibrium strategy change as the sampling density minimally increases. The consistency includes the payoff, equilibrium strategy support cardinality, equilibrium strategy sampling density, and support probability consistency. The most important parts are the payoff consistency and equilibrium strategy support cardinality (weak) consistency, which are checked in the quickest and easiest way. However, it is practically reasonable to consider a relaxed payoff consistency, by which the player’s payoff change in an appropriate approximation may grow at most by epsilon as the sampling density minimally increases. The weak consistency itself is a relaxation to the consistency, where the minimal decrement of the sampling density is ignored. An example is presented to show how the approximation is fulfilled for a case of when every subinterval trimatrix game has pure strategy equilibria.

A VNS-based metaheuristic approach for escape interdiction on transportation networks

Containment of dynamic crimes such as kidnapping, bank robbery, hit-and-run, etc., is a challenging issue for law enforcement agencies as the criminal changes his location with time. This type of scenario is generally modelled as an escape interdiction game. We consider two types of players, namely multiple defenders and a single attacker. The defenders choose a sequence of junctions to protect, while the attacker chooses an escape path and the travel time on distinct edges along the path. Hence, both the defender strategy space and the continuous attacker strategy space suffer an exponential growth. This leads to major challenges in the computation of the optimal solution with respect to each player. We develop a double oracle Variable Neighborhood Search (VNS) based meta-heuristic algorithm for finding near-optimal defender and attacker strategies in a time efficient manner. We test the efficiency of this approach against an established exact algorithm named Escape Interdiction Game Solver (EIGS). We use EIGS to generate the benchmark results to check the performance of our heuristic. We also show that the performance of our approach is reasonably good under strict time limitations, as observed in practice.

Equilibrium stacks for a three-person game on a product of staircase-function continuous and finite strategy spaces

Abstract A method of solving a three-person game defined on a product of staircase-function strategy spaces is presented. The spaces can be finite and continuous. The method is based on stacking equilibria of “short” three-person games, each defined on an interval where the pure strategy value is constant. In the case of finite three-person games, which factually are trimatrix games, the equilibria are considered in general terms, so they can be in mixed strategies as well. The stack is any interval-wise combination (succession) of the respective equilibria of the “short” trimatrix games. Apart from the stack, there are no other equilibria in this “long” trimatrix game. An example is presented to show how the stacking is fulfilled for a case of when every “short” trimatrix game has a pure-strategy equilibrium. The presented method, further “breaking” the initial “long” game defined on a product of staircase-function finite spaces, is far more tractable than a straightforward approach to solving directly the “long” trimatrix game would be.

Neighborhood strong superiority and evolutionary stability of polymorphic profiles in asymmetric games

<p style='text-indent:20px;'>In symmetric evolutionary games with continuous strategy spaces, Cressman [<xref ref-type="bibr" rid="b6">6</xref>] has proved an interesting stability result for the associated replicator dynamics relating the concepts of neighborhood superiority and neighborhood attracting for polymorphic states with respect to the weak topology. Similar stability results are also established for monomorphic profiles in 2-player asymmetric games [<xref ref-type="bibr" rid="b8">8</xref>]. In the present paper, we use the model of asymmetric evolutionary games introduced by Mendoza-Palacios and Hernández-Lerma [<xref ref-type="bibr" rid="b17">17</xref>] and obtain a stability result for polymorphic profiles in <inline-formula><tex-math id="M1">\begin{document}$ n $\end{document}</tex-math></inline-formula>-player asymmetric evolutionary games with continuous action spaces using the concept of neighborhood strong superiority (Definition 2.3). In particular, we prove that neighborhood strong superior polymorphic profiles are neighborhood attracting. It is also shown that a polymorphic neighborhood strong superior profile is in fact a vector of Dirac measures. Moreover, we establish that the notion of neighborhood strong superiority does not imply strong uninvadability and vice-versa.</p>

Non-cooperative queueing games on a network of single server queues

This paper introduces non-cooperative games on a network of single server queues with fixed routes. A player has a set of routes available and has to decide which route(s) to use for its customers. Each player’s goal is to minimize the expected sojourn time of its customers. We consider two cases: a continuous strategy space, where each player is allowed to divide its customers over multiple routes, and a discrete strategy space, where each player selects a single route for all its customers. For the continuous strategy space, we show that a unique pure-strategy Nash equilibrium exists that can be found using a best-response algorithm. For the discrete strategy space, we show that the game has a Nash equilibrium in mixed strategies, but need not have a pure-strategy Nash equilibrium. We show the existence of pure-strategy Nash equilibria for four subclasses: (i) N-player games with equal arrival rates for the players, (ii) 2-player games with identical service rates for all nodes, (iii) 2-player games on a 2times 2-grid, and (iv) 2-player games on an Atimes B-grid with small differences in the service rates.

Technical Note: Parameterised-Response Zero-Intelligence (PRZI) Traders

This brief technical note introduces PRZI (Parameterised-Response Zero Intelligence), a new form of zero-intelligence trader intended for use in simulation studies of auction markets. Like Gode & Sunder's classic Zero-Intelligence Constrained (ZIC) trader, PRZI generates quote-prices from a random distribution over some specified domain of discretely-valued allowable quote-prices. Unlike ZIC, which uses a uniform distribution to generate prices, the probability distribution in a PRZI trader is parameterised in such a way that its probability mass function (PMF) is determined by a real-valued control variable s in the range [-1.0, +1.0] that determines the strategy for that trader. When s is zero, a PRZI trader behaves identically to the ZIC strategy, with a flat/rectangular PMF; but when s is close to plus or minus one the PRZI trader's PMF becomes asymptotically maximally skewed to one extreme or the other of the price-range, thereby enabling the PRZI trader to act in the same way as the Shaver strategy (SHVR) or the Giveaway strategy (GVWY), both of which have recently been demonstrated to be surprisingly dominant over more sophisticated, and supposedly more profitable, trader-strategies that incorporate adaptive mechanisms and machine learning. Depending on the value of s, a PRZI trader will behave either as a ZIC, or as a SHVR, or as a GVWY, or as some hybrid strategy part-way between two of these three previously-reported strategies. The novel smoothly-varying strategy in PRZI has value in giving trader-agents plausibly useful market impact responses to imbalances in an auction-market's limit-order-book, and also allows for the study of co-adaptive dynamics in continuous strategy-spaces rather than the discrete spaces that have traditionally been studied in the literature.

Predicting Nash equilibria for microbial metabolic interactions.

Microbial metabolic interactions impact ecosystems, human health and biotechnology profoundly. However, their determination remains elusive, invoking an urgent need for predictive models seamlessly integrating metabolism with evolutionary principles that shape community interactions. Inspired by the evolutionary game theory, we formulated a bi-level optimization framework termed NECom for which any feasible solutions are Nash equilibria of microbial community metabolic models with/without an outer-level (community) objective function. Distinct from discrete matrix games, NECom models the continuous interdependent strategy space of metabolic fluxes. We showed that NECom successfully predicted several classical games in the context of metabolic interactions that were falsely or incompletely predicted by existing methods, including prisoner's dilemma, snowdrift and cooperation. The improved capability originates from the novel formulation to prevent 'forced altruism' hidden in previous static algorithms while allowing for sensing all potential metabolite exchanges to determine evolutionarily favorable interactions between members, a feature missing in dynamic methods. The results provided insights into why mutualism is favorable despite seemingly costly cross-feeding metabolites and demonstrated similarities and differences between games in the continuous metabolic flux space and matrix games. NECom was then applied to a reported algae-yeast co-culture system that shares typical cross-feeding features of lichen, a model system of mutualism. 488 growth conditions corresponding to 3221 experimental data points were simulated. Without training any parameters using the data, NECom is more predictive of species' growth rates given uptake rates compared with flux balance analysis with an overall 63.5% and 81.7% reduction in root-mean-square error for the two species respectively. Simulation code and data are available at https://github.com/Jingyi-Cai/NECom.git. Supplementary data are available at Bioinformatics online.

Robustness Against Indirect Invasions in Asymmetric Games

The concept of robustness against indirect invasions is well-known for symmetric games. We are concerned with the technical aspects and relevance of this concept for asymmetric games with continuous strategy space. For such games, we show that the set of all indirect neutral mutants of a robust profile is equivalent to a minimal evolutionarily stable set. It is also proved that a globally strong uninvadable profile is robust and the set of its indirect neutral mutants is a singleton. The results are illustrated using examples.

Compulsory persistent cooperation in continuous public goods games

The public goods game (PGG), where players either contribute an amount to the common pool or do nothing, is a paradigm for exploring cooperative behaviors in biological systems, economic communities and other social systems. In many situations, including climate game and charity donations, any contribution, however large or small, should be welcome. Consequently, the conventional PGG is extended to a PGG with continuous strategy space, which still cannot escape the tragedy of commons without any enforcing mechanisms. Here we propose the persistent cooperation investment mechanisms based on continuous PGG, including single-group games, multi-group games with even investment, non-even investment and non-even investment with preference. We aim to reveal how these investment styles promote the average cooperation level in the absence of any other enforcing mechanisms. Simulations indicate that the multi-group game outperforms the single-group game. Among the multi-group game, non-even investment is superior to even investment, but inferior to non-even investment with preference. Our results may provide an explanation to the emergence of cooperative actions in continuous phenotypic traits based on inner competition and self-management without extrinsic enforcing mechanisms.

Evolutionary Stability of Polymorphic Profiles in Asymmetric Games

Mendoza-Palacios and Hernandez-Lerma (J Differ Equ 259(11):5709–5733, 2015) have introduced the concept of a strong uninvadable profile for asymmetric games with continuous pure strategy space and proved that such a profile is Lyapunov stable for the associated replicator dynamics when the profile is monomorphic. In the present paper, we establish that a polymorphic strong uninvadable profile is necessarily monomorphic. Further, it is shown that strong unbeatability is enough to guarantee Lyapunov stability of polymorphic profiles. A stability theorem for sets of polymorphic profiles is also presented and is illustrated using examples.

On superiority and weak stability of population states in evolutionary games

We revisit some concepts of superiority and weak stability of population states in evolutionary games with continuous strategy space. We prove a general stability result for replicator trajectories by introducing the concept of superiority with respect to a given closed set. Some important results in the literature regarding weak stability turn out to be special cases of our main result.

On the Openness of Unique Pure-Strategy Nash Equilibrium

AbstractThis paper investigates whether small perturbations to a game with continuous strategy spaces and unique Nash equilibrium also yields a game with unique equilibrium. The answer is affirmative for games with smooth payoffs, differentiable strict concavity in own actions, and transversal intersection of best response curves. Though intuitive for games with unique interior equilibrium, this result holds even for equilibria at the boundaries of strategy sets.

Asymptotic stability of strongly uninvadable sets

In this article, we study in detail asymptotic stability of strongly uninvadable faces generated by finite Borel sets in a continuous strategy space of an evolutionary game. It is proved that such a face is an asymptotically stable set for the associated replicator dynamics. This result is illustrated using examples.

Designing game-theoretic security strategies for large public events

High-profile, large-scale public events may be attractive targets for terrorist attacks. The security challenge for such events is exacerbated by their dynamic nature: the impact of an attack on different `targets, such as studio entrances, changes over time. In addition, the defender can relocate security resources among potential attack targets at any time, while the attacker may act at any time during the event. This study focuses on developing efficient patrolling algorithms for such dynamic domains, with continuous strategy spaces for both the defender and attacker. We propose SCOUT-A, which makes assumptions regarding relocation costs, exploits payoff representation, and computes optimal solutions efficiently. We furthermore propose SCOUT-C, to compute the exact optimal defender strategy for general cases despite the continuous strategy spaces. The experimental results demonstrate that our algorithms significantly outperform existing strategies.

Game among interdependent networks: The impact of rationality on system robustness

Many real-world systems are composed of interdependent networks that rely on one another. Such networks are typically designed and operated by different entities, who aim at maximizing their own payoffs. There exists a game among these entities when designing their own networks. In this paper, we study the game investigating how the rational behaviors of entities impact the system robustness. We first introduce a mathematical model to quantify the interacting payoffs among varying entities. Then we study the Nash equilibrium of the game and compare it with the optimal social welfare. We reveal that the cooperation among different entities can be reached to maximize the social welfare in continuous game only when the average degree of each network is constant. Therefore, the huge gap between Nash equilibrium and optimal social welfare generally exists. The rationality of entities makes the system inherently deficient and even renders it extremely vulnerable in some cases. We analyze our model for two concrete systems with continuous strategy space and discrete strategy space, respectively. Furthermore, we uncover some factors (such as weakening coupled strength of interdependent networks, designing a suitable topology dependence of the system) that help reduce the gap and the system vulnerability.

Evolutionary Stability of Polymorphic Population States in Continuous Games

In games with continuous strategy spaces, if a rest point of the replicator dynamics is asymptotically stable then the rest point must be finitely supported (van Veelen, M., Spreij, P., 2009. Evolution in games with a continuous action space. Econom. Theory 39 (3), 355-376). In this article, we address the converse question that is, we prove that a finitely supported population state is asymptotically stable with respect to the variational norm when it is strongly uninvadable.

Effect of intermediate defense measures in voluntary vaccination games

We build a model to reproduce the decision-making process of getting a vaccination based on the evolutionary game theory dovetailed with the SIR model for epidemic spreading. Unlike the two extreme options of whether or not getting a vaccination leads to perfect immunity, we consider whether ‘intermediate defense measures’ including masking, gargling, and hand-washing lead to imperfect effects of preventing infection. We consider introducing not only a ‘third strategy’ as a discrete intermediate measure but also a continuous strategy space connecting the cases of getting and not getting a vaccination. Interestingly, our evolutionary analysis suggests that the introduction of intermediate measures makes no difference for the case of a 2-strategy system in which only either getting or not getting a vaccination is allowed, even does not ameliorate, or say, gets worse to prevent spreading a disease. This seems quite different from what was observed in 2-player and 2-strategy (2 × 2) prisoner’s dilemma (PD) games with relatively stronger chicken-type dilemma than the stag-hunt one in which the introduction of middle-course strategies significantly enhances cooperation.

Imitative dynamics for games with continuous strategy space

This paper studies imitative dynamics for games with continuous strategy space. We define imitative dynamics—which include the replicator dynamic as a special case—as evolutionary dynamics that satisfy the imitative property and payoff monotonicity. Our definition of payoff monotonicity, which we use Radon–Nikodym derivatives to define, is weaker than the one proposed in Oechssler and Riedel (2002). We find that Oechssler and Riedel (2002)'s definition is too strong, and our definition is more adequate than theirs. We show that for a broad class of payoff functional dynamics, payoff monotonicity à la Oechssler and Riedel (2002) is equivalent to aggregate monotonicity in the sense of Samuelson and Zhang (1992). We then provide sufficient conditions for imitative dynamics and general evolutionary dynamics to be well-defined. Finally, with our definition of payoff monotonicity, a number of results that are standard for finite games extend to the case of games with continuous strategy space.

Evolutionary stability of mixed strategies on graphs

Up to the present time, the study of evolutionary dynamics mostly focused on pure strategy games in finite discrete strategy space, either in well-mixed or structured populations. In this paper, we study mixed strategy games in continuous strategy space on graphs of degree k. Each player is arranged on a vertex of the graph. The edges denote the interaction between two individuals. In the limit of weak selection, we first derive the payoff functions of two mixed strategies under three different updating rules, named birth–death, death–birth and imitation. Then we obtain the conditions for a strategy being a continuously stable strategy (CSS), and we also confirm that the equilibrium distribution corresponding to the CSS is neighborhood attracting and strongly uninvadable. Finally, we apply our theory to the prisoner’s dilemma and the snowdrift game to obtain possible CSS. Simulations are performed for the two special games and the results are well consistent with the conclusions we made.