Computational Evolutionary Game Theory
The classical infinite-population model, replication and imitation dynamics; evolutionarily stable strategies (ESS) and the equivalent Nash-refinement characterization (Theorem 29.2); Hawks and Doves with pure ESS H for V > C and mixed ESS V/C otherwise; the clique reduction showing ESS existence is NP-hard and coNP-hard (Theorem 29.8) and ESS recognition is coNP-hard (Theorem 29.9), with the Motzkin–Straus-style Lemma 29.3 and Lemmas 29.4–29.7; imitative/replicator dynamics for nonatomic selfish routing, x_p' = lambda x_p (l-bar - l_p); Lyapunov convergence to Nash (Wardrop) flow; epsilon-approximate equilibria and why Euclidean distance is the wrong metric; the Beckmann potential plus l* and convergence in O(eps^-3 ln(l_max/l*)) time (Theorem 29.12); ESS on graphs (contracting mutant sets, eps-linear families, Definition 29.15); classical ESS are exactly the ESS of dense Erdos–Renyi random graphs against adversarial mutants (Theorem 29.16, Lemma 29.17, Bollobas's Theorem 29.18, converse via cliques); future work on finite-population convergence times
Motivation: equilibrium without deliberation
Classical game theory asks what rational players would choose. Evolutionary game theory asks which strategies survive when simple organisms reproduce according to their payoffs, or when agents copy whoever did better.
DefinitionThe classical evolutionary setting
- An infinite population.
- Random pairwise interaction: two organisms drawn uniformly at random play a fixed 2-player symmetric game.
- Payoffs are fitness, which changes reproductive success.
- Replication: a child is an exact copy of its parent and plays its strategy.
- Imitation: after an interaction, the lower-payoff agent may copy the higher-payoff agent’s strategy. This models fads, ideas and innovations spreading.
IntuitionThe central question
Evolutionary models explain how an equilibrium can emerge from simple local rules, but only in the limit of infinite populations and infinite time. Can we say how hard it is to find a stable strategy, how fast simple dynamics get close to equilibrium, and whether stability survives when interactions follow a network instead of random matching?
Two hallmarks of evolutionary models: infinite populations, and simple local update rules (replication, imitation) by which agents learn from their environment.
| Direction | Question | Section |
|---|---|---|
| CS → EGT | How hard is it to find or recognize an ESS? | The complexity of ESS |
| EGT → CS | Do imitative dynamics compute a routing equilibrium, and how fast? | Imitative dynamics for selfish routing |
| hybrid | What is an ESS when organisms interact on a graph? | ESS on graphs |
RemarkExistence vs emergence
routing-games shows nonatomic routing has equilibria (via the Beckmann potential). This chapter shows a population of imitating agents actually gets there.
Evolutionarily stable strategies
DefinitionFitness function
is the common action set and the mixed strategies. The game is a fitness function , where is the fitness of an -player meeting a -player. The same game is played in every interaction.
Setup. A fraction of incumbents play , and a fraction of mutants play . Under random matching:
| Organism | Meets incumbent w.p. | Meets mutant w.p. | Expected fitness |
|---|---|---|---|
| incumbent | |||
| mutant |
DefinitionDefinition 29.1 — evolutionarily stable strategy (ESS)
is an ESS if for every there is an such that for all :
IntuitionNo small invasion can take over
If offspring are proportional to fitness, incumbents out-reproduce any sufficiently small mutant group, so the mutant fraction goes to 0. A continuous-time analysis of the replicator dynamics shows that every ESS is asymptotically stable.
TheoremTwo-condition characterization
Definition 29.1 holds iff for every , either
- , or
- and .
DerivationWhy these two cases
As , the comparison is dominated by the terms, vs . If they differ, the strict inequality decides. If they tie, the terms, vs , decide.
TheoremTheorem 29.2 — ESS is a refinement of Nash
is an ESS iff
- is a Nash equilibrium, i.e. for all ; and
- every alternative best response to satisfies .
WarningESS may not exist
ESS is strictly more restrictive than symmetric Nash equilibrium, and not every symmetric 2-player game has an ESS.
Example: Hawks and Doves
ExampleThe game
Two organisms contest a resource worth . A fight costs the loser .
| Hawk | Dove | |
|---|---|---|
| Hawk | ||
| Dove |
Hawk takes the resource from Dove. Two Doves share it. Two Hawks fight, and each wins with probability .
Dove is never an ESS. isn’t Nash: switching to raises the payoff from to .
Proof: Hawk is an ESS
. A mutant playing with probability gets because . So condition 1 holds for every .
∎
Derivation: mixed ESS
Against a population playing with probability :
- Hawk earns ;
- Dove earns .
Setting them equal gives , i.e. . Verifying the second ESS condition is left as an exercise.
As , , matching the pure Hawk ESS.
IntuitionAggression is limited by the cost of fighting
When fights are cheap relative to the prize, everyone fights. When fights are costly, a stable mix emerges in which fights happen just often enough that being a Hawk and being a Dove pay the same.
The complexity of ESS
TheoremTheorems 29.8–29.9 — ESS is hard
Given a symmetric 2-player game :
- deciding whether has an ESS is NP-hard and coNP-hard;
- deciding whether a given is an ESS is coNP-hard.
The reduction is from “is the maximum clique of exactly ?”, which is both NP-hard and coNP-hard (in fact coD-hard, Papadimitriou– Yannakakis).
DefinitionThe reduction
For with , add a special strategy :
- if , else (for );
- ;
- for all .
is the payoff to against , and a matrix entry.
IntuitionWhy cliques
An incumbent strategy scores well against itself if the two pure strategies it draws are usually adjacent. Mixing over a clique guarantees this. The diagonal value makes cliques beat dense non-cliques. The constant row and column for strategy are calibrated to : strategy wins exactly when cliques are small.
LemmaLemma 29.3 — cliques maximize self-payoff (Motzkin–Straus)
If and is the maximum clique size of , then with equality iff is uniform on a -clique.
ProofInduction on non-edges in the support
Base case: the support is a clique of size .
Given , is minimized uniquely by the uniform distribution. Equality therefore requires uniform on a clique of size . Conversely, uniform on a -clique gives .
Inductive step. Take non-adjacent in the support. Let and , WLOG . Move all of ‘s mass to : , . Expanding the terms that involve and : has fewer non-edges in its support, so by induction . Hence is strictly smaller.
The key step: merging mass across a non-edge always helps. So the maximum is attained only on cliques, and among cliques by the uniform distribution on the largest.
∎
| Maximum clique | ESS of | Lemma |
|---|---|---|
| uniform on a maximum clique | 29.4 | |
| pure strategy | 29.5 | |
| none | 29.6 + 29.7 |
LemmaLemma 29.4 — big clique ⇒ clique ESS
If is a clique of size (take a maximum one) and is uniform on , then is an ESS.
ProofBest responses live on , and beats them there
Step 1: Payoffs against . (Lemma 29.3).
- , since .
- A vertex is adjacent to at most vertices of , so .
- Each gets .
So every best response is supported on , and is a best response to itself.
Step 2: Beat alternative best responses. For supported on , Lemma 29.3 gives (strict, since isn’t uniform). Meanwhile , because each earns … against any on when averaged by the uniform : . So .
∎
LemmaLemma 29.5 — small cliques ⇒ strategy is an ESS
If , the pure strategy is an ESS.
ProofStrip off the weight on and use Lemma 29.3
Write .
Step 1: is a best response to itself. Column is constant, so for every . All strategies are best responses.
Step 2: Decompose . Let be with its weight on removed and renormalized. Expanding by whether each draw is :
Step 3: Compare with . For (so ), iff . By Lemma 29.3,
∎
LemmaLemma 29.6 — cliques of size break strategy
If , strategy is not an ESS.
ProofA clique mutant ties or beats
Every is a best response to . Take uniform on a maximum clique: . This violates the second condition of Theorem 29.2.
∎
LemmaLemma 29.7 — cliques of size break everything else
If , no strategy other than is an ESS.
NoteLeft as an exercise
The proof follows Lemmas 29.5–29.6.
ProofTheorems 29.8–29.9 from the lemmas
Existence (29.8). By Lemmas 29.4–29.7, has an ESS iff . Deciding “max clique ” is NP-hard and coNP-hard, so is deciding ESS existence.
Recognition (29.9). By Lemmas 29.5–29.6, strategy is an ESS iff , which is coNP-hard to decide.
∎
ImportantWhat hardness means for evolution
If finding an ESS is NP-hard for a class of games, a finite population following simple dynamics is unlikely to reach one quickly. This doesn’t invalidate ESS-based models. It says to check tractability for the games a model uses. Hardness also doesn’t directly constrain infinite populations, which is the next section’s setting.
NoteRelated results (chapter notes)
Etessami–Lochbihler: finding an ESS is in ; finding a regular ESS is NP-complete; counting ESS is #P-hard; even approximating an ESS in -norm needs superpolynomial time unless P = NP.
Imitative dynamics for selfish routing
Setup. This is the single-commodity version of nonatomic routing from routing-games. One unit of flow goes from to , split among infinitely many infinitesimal agents.
| Symbol | Meaning |
|---|---|
| – paths | |
| fraction of flow on path | |
| edge load | |
| latency: nonnegative, nondecreasing, Lipschitz | |
| path latency | |
| average latency |
DefinitionImitative dynamics
Each agent starts on some path. Continually, agents are paired at random and compare latencies. The one on the slower path switches to the faster one with probability proportional to the latency difference. This models a source measuring its packets’ delays and rerouting.
DefinitionDefinition 29.10 — Nash (Wardrop) flow
A feasible is a Nash flow iff for all with : . All used paths have minimal, and hence equal, latency. This is Definition 18.1 with one commodity.
NoteNash flows as ESS
With strictly increasing latencies, Nash flows are essentially ESS. This is stated without proof.
FormulaReplicator / imitation dynamics
absorbs normalization and the pairing rate. For scale-invariance, set (a relative rate of change).
DerivationFrom pairwise imitation to (29.2)
An agent on meets an agent on with probability , and switches with probability proportional to if is faster. The outflow from is , and the inflow is . Both are captured by the single sum , which equals using .
IntuitionBelow-average paths grow
A path’s share grows at a rate proportional to how much faster than average it is. The same equations also arise from replication, hence the name replicator dynamics.
Convergence to Nash flow
TheoremAsymptotic convergence (Fischer–Vöcking)
From any initial flow with support on all paths, the imitative dynamics converge to a Nash flow as .
NoteProof via Lyapunov’s direct method (outline only)
Choose a potential that vanishes at the stable point and decreases along trajectories. Lyapunov’s theorems then give convergence from a neighbourhood. Here measures total latency, is minimized at Nash flows, and strictly decreases at any non-equilibrium flow, so the basin includes every fully supported initial flow. No local-minimum traps. The method gives no convergence time and no recipe for choosing .
WarningFull support is essential
Imitation can only copy existing strategies. A path with zero flow can never be discovered, however fast it would be.
Time to an approximate equilibrium
WarningEuclidean distance is the wrong yardstick
Suppose an fraction uses a path just below average latency, and the equilibrium needs a large mass on . By (29.2), is proportional to , so the flow moves toward arbitrarily slowly as . Convergence in Euclidean distance can take arbitrarily long.
DefinitionDefinition 29.11 — -approximate equilibrium
Let and . Then is an -approximate equilibrium iff : at most an fraction of agents suffer latency more than a factor above average.
FormulaPotential
This is the Beckmann potential (18.3) plus the constant , added for the bound.
IntuitionReading the potential
is the total latency the agents on would see if inserted one at a time. Summing over edges gives the “arrival-order” latency of the whole flow.
TheoremTheorem 29.12 — convergence time
The imitative dynamics reach an -approximate equilibrium within time
ProofA differential inequality on
Step 1: decreases. By the chain rule and (29.2),
by Jensen’s inequality ().
Step 2: Away from equilibrium, it decreases fast. If isn’t -approximate, at least an fraction has latency . For fixed , is smallest when exactly mass sits at and the rest at a common . Mean-matching gives Substituting,
so . With : where the chapter uses (my exact computation allows ).
Step 3: Relate to . By monotonicity, (29.6). Also . Adding the two gives , so
Step 4: Integrate. while not at an -approximate equilibrium. But always, and . So an -approximate equilibrium must be reached by
The key step: Jensen turns “an fraction is badly off” into a variance term of order . That forces the potential to decay geometrically until the bad fraction shrinks below .
∎
RemarkSame method as congestion control
This is the Lyapunov argument used for primal–dual congestion control in pricing-in-communication-networks, applied now to a population rather than to routers and hosts.
ESS on graphs
The change. Organisms interact only with their neighbours in an undirected graph, not with uniformly random partners. The complete graph recovers the classical model.
IntuitionWhat breaks without symmetry
In the classical model, every mutant set of size fares the same, and if one mutant dies, all do. On a network:
- Group level: a mutant set with many internal edges may survive (e.g., if is large) while a scattered one dies.
- Individual level: mutants playing the same strategy can have different fates.
So defining ESS on graphs forces choices the classical model hid.
DefinitionFitness on a graph
where is ‘s neighbourhood. This is the average payoff against all neighbours, or equivalently the expected payoff against one random neighbour.
“Infinite population” becomes an infinite family of finite graphs with vertices, studied as .
DefinitionDefinition 29.13 — contracting mutant set
Let , with mutants playing and everyone else . contracts if, for large , all but mutants have an incumbent neighbour with .
NoteDefinitional choices
Requiring all mutants (rather than all but ) to have a fitter incumbent neighbour, or requiring more than one fitter neighbour, gives stronger notions for which the results fail (exercise).
DefinitionDefinition 29.14 — -linear mutant family
is -linear if some with has for all large . Mutants form a small but non-vanishing fraction. This rules out “invasions” that survive only by being a vanishing fraction.
DefinitionDefinition 29.15 — ESS on a graph family
is an ESS with respect to and if for every there is an such that every -linear mutant family playing contracts for large .
To violate it, one needs arbitrarily small constant-fraction mutant sets, a linear-size subset of which survives all incumbent encounters. On complete graphs, the definition coincides with the classical one as .
RemarkSmall sets can beat an ESS even classically
Even in the classical model, an mutant set may be fitter than the incumbents (Vickery noted a constant number can be). ESS only protects against linear-size invasions.
Random graphs, adversarial mutants
TheoremTheorem 29.16 — classical ESS survive on dense random graphs
Let be a classical ESS of . Let (Erdős–Rényi) with , . Then with probability 1, is an ESS with respect to and , against any adversarially chosen linear mutant family.
TheoremConverse
Taking gives , i.e. cliques . There, all incumbents share one fitness and all mutants another, converging to the classical expressions. So an ESS for this family must be a classical ESS.
ImportantRandomizing the graph = randomizing the matching
Classical ESS, and only those, are ESS on random graphs just above the connectivity threshold, for any game and any adversarial mutant placement. With , graphs have about edges, barely superlinear. With only linearly many edges, disconnection lets mutant sets survive in isolation. So this is essentially the minimum plausible density.
LemmaLemma 29.17 — most vertices have normal fitness
For almost every with incumbents, and constants , , :
- all but incumbents have fitness within ;
- all but mutants have fitness within .
Since with , these exceptions are .
NoteStated without proof
The chapter omits the proof (a concentration argument).
TheoremTheorem 29.18 — few vertices miss a large set (Bollobás)
If , and , then almost every has the following property. For every with , the set of vertices outside with no neighbour in has at most elements.
ProofTheorem 29.16 (sketch)
Step 1: Set up. Since is a classical ESS, some makes incumbents strictly fitter than mutants in the random-matching sense for all . Fix an -linear mutant family with . Let be the incumbents of normal fitness. By Lemma 29.17, .
Step 2: Almost everyone touches a normal incumbent. Let be the vertices outside with no neighbour in . is random, so take a union bound over its possible values: Apply Theorem 29.18 with and . Each term is , so the sum is . Hence at most vertices lack a normal-fitness incumbent neighbour.
Step 3: Normal mutants die. A normal-fitness mutant with a normal incumbent neighbour has fitness near the classical mutant value, and the neighbour has fitness near the classical incumbent value. The classical ESS inequality is strict, so for small the incumbent is fitter.
Step 4: Abnormal mutants are few. Lemma 29.17 again: only mutants have abnormal fitness. Even if all of them survive, all but mutants have a fitter incumbent neighbour, so contracts.
∎
NoteThe dual result (Kearns–Suri)
If instead the graph is adversarial (subject to density conditions) and the mutants are random, ESS are again preserved.
Future work
NoteFinite populations, bounded convergence
The major open problem: take agents following imitation or replication and bound the time to (a suitably redefined) equilibrium. That would turn existence and infinite-time convergence into concrete distributed algorithms with guarantees.
- First target: the routing model with agents, with a strongly polynomial convergence bound.
- Then: dynamics converging to welfare-maximizing equilibria.
- Then: agents on graphs, with topology’s effect on convergence time as well as on equilibria.
- If hardness intervenes (as Section 29.2 suggests for some games): approximate equilibria, bounding time spent far from equilibrium, and identifying tractable classes of games.
Quick reference
| Object | Statement | Note |
|---|---|---|
| Classical model | infinite population, random pairing, symmetric fitness game | replication or imitation |
| ESS (Def 29.1) | incumbents out-earn every small mutant invasion | |
| Two conditions | , or equality and | |
| Thm 29.2 | ESS ⟺ Nash + beats alternative best responses | refinement of Nash; may not exist |
| Replicator stability | every ESS is asymptotically stable | |
| Hawks and Doves | : Hawk; : Hawk w.p. | Dove never ESS |
| Reduction | adjacency matrix, diagonal , strategy at | from “max clique “ |
| Lemma 29.3 | ; equality iff uniform on a max clique | Motzkin–Straus |
| Lemmas 29.4–29.7 | ESS iff ; strategy is an ESS iff | |
| Thm 29.8 | ESS existence NP-hard and coNP-hard | |
| Thm 29.9 | ESS recognition coNP-hard | |
| Routing dynamics (29.2) | , | below-average paths grow |
| Nash flow (Def 29.10) | used paths have minimal latency | Wardrop |
| Lyapunov convergence | full-support flows → Nash flow | no rate |
| -approx (Def 29.11) | mass with latency | not Euclidean distance |
| Potential (29.3) | Beckmann + | |
| Thm 29.12 | Jensen + | |
| Graph fitness | average payoff over neighbours | |
| Contracts (Def 29.13) | all but mutants have a fitter incumbent neighbour | |
| -linear (Def 29.14) | ||
| Graph ESS (Def 29.15) | every small linear mutant family contracts | classical on cliques |
| Thm 29.16 | classical ESS ⇒ ESS on , , | adversarial mutants |
| Converse | (cliques) ⇒ must be classical | |
| Lemma 29.17 | abnormal fitness: vertices | |
| Thm 29.18 | few vertices miss any set of size | Bollobás |
Facts to keep to hand
- ESS is Nash plus a tie-breaker. Being a best response to yourself is Nash. Beating every alternative best response in the mutant–mutant matchup is the extra evolutionary condition. The tie-breaker is what makes ESS sometimes fail to exist, and what makes it hard.
- Hardness via Motzkin–Straus. Self-play payoff is a quadratic form maximized uniformly on a maximum clique. Calibrating a constant outside strategy to turns “max clique ” into “an ESS exists.”
- Imitation computes equilibria. The replicator equation is a distributed algorithm. The Beckmann potential is its Lyapunov function, and Jensen’s inequality turns ” fraction badly off” into geometric decay at rate .
- Measure approximation by who suffers, not by distance. Small populations on good paths grow slowly under imitation, so Euclidean convergence can take forever. “At most mass is -worse than average” is reachable in bounded time.
- Imitation can’t invent. Convergence needs full initial support. The same limitation appears whenever dynamics only copy existing strategies.
- Random graphs just above connectivity are as good as random matching. For every game and every adversarial mutant set, the graph ESS on with , , are exactly the classical ESS. Below that density, isolated mutant pockets can survive.
- The same potential appears again. The Beckmann integral certifies existence and uniqueness (routing-games), bounds the price of anarchy, and here bounds the convergence time of imitation. Potential and Lyapunov functions are the shared tool of Part III’s dynamics (network-formation-games, selfish-load-balancing).
References
- Nisan, Roughgarden, Tardos, Vazirani, Algorithmic Game Theory — chapter 29 (Suri)