吸引域、长期随机稳定性与逐步演化的速度

Basins of Attraction, Long-Run Stochastic Stability, and the Speed of Step-by-Step Evolution

Review of Economic Studies · 2000
被引 428
人大 A+FT50ABS 4*

中文导读

研究带噪声的演化模型,提出半径和修正共半径两个新指标,用以刻画长期随机稳定集并界定演化速度,将2×2博弈的风险占优均衡选择推广到任意博弈的½占优均衡。

Abstract

The paper examines the behaviour of "evolutionary" models with ɛ-noise like those which have been used recently to discuss the evolution of social conventions. The paper is built around two main observations: that the "long run stochastic stability" of a convention is related to the speed with which evolution toward and away from the convention occurs, and that evolution is more rapid (and hence more powerful) when it may proceed via a series of small steps between intermediate steady states. The formal analysis uses two new measures, the radius and modified coradius, to characterize the long run stochastically stable set of an evolutionary model and to bound the speed with which evolutionary change occurs. Though not universally powerful, the result can be used to make many previous analyses more transparent and extends them by providing results on waiting times. A number of applications are also discussed. The selection of the risk dominant equilibrium in 2 × 2 games is generalized to the selection of ½-dominant equilibria in arbitrary games. Other applications involve two-dimensional local interaction and cycles as long run stochastically stable sets.

随机稳定性演化速度半径与修正共半径½-占优均衡