Mean-field Approximation of Stochastic Population Processes in Games

  title={Mean-field Approximation of Stochastic Population Processes in Games},
  author={Michel Bena{\"i}m and J{\"o}rgen W. Weibull and ECOLE POLYTECHNIQUE and DEPARTEMENT D'ECONOMIE and Michel Ben{\"a}ım},
We here establish an upper bound on the probability for deviations of a Markov population process from its mean-field approximation. The population consists of n distinct subpopulations of equal size N , where each subpopulation is associated with a player role in a finite n-player game. At discrete times t = 0, 1/N, 2/N, ... one individual is drawn at random from the total population to review his or her pure strategy choice. We allow transition probabilities to depend smoothly on population… CONTINUE READING
4 Citations
9 References
Similar Papers


Publications referenced by this paper.
Showing 1-9 of 9 references

A class of mean-field interaction models for computer and communication systems

  • BenäımM, J.-Y. Le Boudec
  • Performance Evaluation
  • 2008
1 Excerpt

Dynamics of stochastic approximations

  • M. Benäım
  • Le Seminaire de Probabilités. Lectures Notes in…
  • 1999
2 Excerpts

Algorithmes Stochastiques

  • M. Duflo
  • 1996
1 Excerpt

Approximation of Population

  • T. Kurtz
  • Processes. SIAM,
  • 1981
2 Excerpts

Non-cooperative games”, Ph.D. thesis in mathematics at Princeton University

  • J. Nash
  • 1950
2 Excerpts

Similar Papers

Loading similar papers…