Parameterized methods for game dynamics

Source abstract

Abstract We introduce a parameterized computational framework for the evolution of strategic behavior in continuous games. We consider the collective dynamics of players through a time-dependent probability density over the strategy space, representing the likelihood of each strategy being chosen at any given time. Instead of directly solving the high-dimensional Fokker–Planck equation that governs this evolution, we represent the probability density as the pushforward of a reference distribution with parameterized pushforward maps and consider the evolution of the parameterized equations. The motivation for this work comes from a limitation of the parameterized Wasserstein gradient flow (PWGF) framework [14] when it is applied to game dynamics. PWGF provides a parameterized approach for evolution equations of probability density that can be formulated as Wasserstein gradient flows. However, not all game dynamics admit such a gradient flow formulation. We generalize the parameterized pushforward map framework to the non-gradient flows and apply it to the game dynamics with provable error bound in Wasserstein metric. Numerical experiments with several non-gradient systems in economics are provided to demonstrate the effectiveness of this new framework.