Forward-looking evolutionary game dynamics subject to exploration cost
Fuente:
arXiv
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2026
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866908985929498624 |
|---|---|
| author | Yoshioka, Hidekazu |
| author_facet | Yoshioka, Hidekazu |
| contents | We extend classical evolutionary game dynamics based on the momentary action choices of agents by accounting for two elements: forward-looking behavior and exploration cost. We focus on pairwise comparison protocols that cover major evolutionary game dynamics, such as replicator and logit models. In the proposed mathematical framework, agents update their actions by paying a cost so that a utility or its relative difference is maximized. We show that forward-looking behavior can be modeled as a coupling between the evolutionary game dynamic and static Hamilton-Jacobi-Bellman equation: a mean field game. The exploration cost and its constraint are naturally related to these equations as a function of the optimal Lagrangian multiplier serving as a relaxation parameter, and it is incorporated into the game as a constraint. We show that under certain conditions, our evolutionary game dynamic admits a unique solution. Finally, we computationally investigate one- and two-dimensional problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_20029 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Forward-looking evolutionary game dynamics subject to exploration cost Yoshioka, Hidekazu Optimization and Control Systems and Control We extend classical evolutionary game dynamics based on the momentary action choices of agents by accounting for two elements: forward-looking behavior and exploration cost. We focus on pairwise comparison protocols that cover major evolutionary game dynamics, such as replicator and logit models. In the proposed mathematical framework, agents update their actions by paying a cost so that a utility or its relative difference is maximized. We show that forward-looking behavior can be modeled as a coupling between the evolutionary game dynamic and static Hamilton-Jacobi-Bellman equation: a mean field game. The exploration cost and its constraint are naturally related to these equations as a function of the optimal Lagrangian multiplier serving as a relaxation parameter, and it is incorporated into the game as a constraint. We show that under certain conditions, our evolutionary game dynamic admits a unique solution. Finally, we computationally investigate one- and two-dimensional problems. |
| title | Forward-looking evolutionary game dynamics subject to exploration cost |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2604.20029 |