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

· 25 min read · 4,890 words

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.

DirectionQuestionSection
CS → EGTHow hard is it to find or recognize an ESS?The complexity of ESS
EGT → CSDo imitative dynamics compute a routing equilibrium, and how fast?Imitative dynamics for selfish routing
hybridWhat 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

AA is the common action set and Δ(A)\Delta(A) the mixed strategies. The game is a fitness function F:Δ(A)×Δ(A)→RF : \Delta(A)\times\Delta(A)\to\mathbb R, where F(s∣t)F(s\mid t) is the fitness of an ss-player meeting a tt-player. The same game is played in every interaction.

Setup. A fraction 1−ϵ1 - \epsilon of incumbents play ss, and a fraction ϵ\epsilon of mutants play tt. Under random matching:

OrganismMeets incumbent w.p.Meets mutant w.p.Expected fitness
incumbent1−ϵ1-\epsilonϵ\epsilon(1−ϵ)F(s∣s)+ϵF(s∣t)(1-\epsilon)F(s\mid s) + \epsilon F(s\mid t)
mutant1−ϵ1-\epsilonϵ\epsilon(1−ϵ)F(t∣s)+ϵF(t∣t)(1-\epsilon)F(t\mid s) + \epsilon F(t\mid t)

DefinitionDefinition 29.1 — evolutionarily stable strategy (ESS)

ss is an ESS if for every t≠st\ne s there is an ϵt>0\epsilon_t > 0 such that for all 0<ϵ<ϵt0 < \epsilon < \epsilon_t:

(1−ϵ)F(s∣s)+ϵF(s∣t)>(1−ϵ)F(t∣s)+ϵF(t∣t).(1-\epsilon)F(s\mid s) + \epsilon F(s\mid t) > (1-\epsilon)F(t\mid s) + \epsilon F(t\mid t).

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 t≠st\ne s, either

  1. F(s∣s)>F(t∣s)F(s\mid s) > F(t\mid s), or
  2. F(s∣s)=F(t∣s)F(s\mid s) = F(t\mid s) and F(s∣t)>F(t∣t)F(s\mid t) > F(t\mid t).
DerivationWhy these two cases

As ϵ→0\epsilon\to0, the comparison is dominated by the (1−ϵ)(1-\epsilon) terms, F(s∣s)F(s\mid s) vs F(t∣s)F(t\mid s). If they differ, the strict inequality decides. If they tie, the ϵ\epsilon terms, F(s∣t)F(s\mid t) vs F(t∣t)F(t\mid t), decide.

TheoremTheorem 29.2 — ESS is a refinement of Nash

ss is an ESS iff

  • (s,s)(s,s) is a Nash equilibrium, i.e. F(s∣s)≥F(t∣s)F(s\mid s)\ge F(t\mid s) for all tt; and
  • every alternative best response t≠st\ne s to ss satisfies F(s∣t)>F(t∣t)F(s\mid t) > F(t\mid t).

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 VV. A fight costs the loser CC.

HawkDove
HawkV−C2, V−C2\frac{V-C}{2},\ \frac{V-C}{2}V, 0V,\ 0
Dove0, V0,\ VV2, V2\frac V2,\ \frac V2

Hawk takes the resource from Dove. Two Doves share it. Two Hawks fight, and each wins with probability 12\tfrac12.

Dove is never an ESS. (D,D)(D,D) isn’t Nash: switching to HH raises the payoff from V/2V/2 to VV.

ProofV>CV > C: Hawk is an ESS

F(H∣H)=(V−C)/2F(H\mid H) = (V-C)/2. A mutant tt playing HH with probability p<1p < 1 gets F(t∣H)=p V−C2+(1−p)⋅0<V−C2,F(t\mid H) = p\,\frac{V-C}{2} + (1-p)\cdot0 < \frac{V-C}{2}, because V−C>0V - C > 0. So condition 1 holds for every t≠Ht\ne H.

∎

DerivationV≤CV\le C: mixed ESS p∗=V/Cp^* = V/C

Against a population playing HH with probability pp:

  • Hawk earns pV−C2+(1−p)Vp\frac{V-C}{2} + (1-p)V;
  • Dove earns (1−p)V2(1-p)\frac V2.

Setting them equal gives V2=pC2\frac V2 = p\frac C2, i.e. p∗=V/Cp^* = V/C. Verifying the second ESS condition is left as an exercise.

As V→CV\to C, p∗→1p^*\to1, 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 FF:

  • deciding whether FF has an ESS is NP-hard and coNP-hard;
  • deciding whether a given ss is an ESS is coNP-hard.

The reduction is from “is the maximum clique of GG exactly kk?”, which is both NP-hard and coNP-hard (in fact coDp^p-hard, Papadimitriou– Yannakakis).

DefinitionThe reduction G↦FG\mapsto F

For G=(V,E)G = (V,E) with V={1..n}V = \{1..n\}, add a special strategy 00:

  • F(i,j)=1F(i,j) = 1 if (i,j)∈E(i,j)\in E, else 00 (for i≠ji\ne j);
  • F(i,i)=12F(i,i) = \tfrac12;
  • F(0,i)=F(i,0)=1−12kF(0,i) = F(i,0) = 1 - \frac{1}{2k} for all 0≤i≤n0\le i\le n.

F(s∣t)F(s\mid t) is the payoff to ss against tt, and F(i,j)F(i,j) 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 12\tfrac12 makes cliques beat dense non-cliques. The constant row and column for strategy 00 are calibrated to kk: strategy 00 wins exactly when cliques are small.

LemmaLemma 29.3 — cliques maximize self-payoff (Motzkin–Straus)

If s0=0s_0 = 0 and k′k' is the maximum clique size of GG, then F(s∣s)≤1−12k′,F(s\mid s)\le1 - \frac{1}{2k'}, with equality iff ss is uniform on a k′k'-clique.

ProofInduction on non-edges in the support

Base case: the support is a clique of size k′′≤k′k''\le k'.

F(s∣s)=∑i,jsisj−∑isi22=1−∥s∥222≤1−12k′′≤1−12k′.F(s\mid s) = \sum_{i,j}s_is_j - \sum_i\frac{s_i^2}{2} = 1 - \frac{\lVert s\rVert_2^2}{2}\le1 - \frac{1}{2k''}\le1 - \frac{1}{2k'}.

Given ∥s∥1=1\lVert s\rVert_1 = 1, ∥s∥22\lVert s\rVert_2^2 is minimized uniquely by the uniform distribution. Equality therefore requires uniform ss on a clique of size k′k'. Conversely, uniform on a k′k'-clique gives 1k′2(k′2−k′2)=1−12k′\frac{1}{k'^2}\big(k'^2 - \frac{k'}{2}\big) = 1 - \frac{1}{2k'}.

Inductive step. Take non-adjacent u,vu, v in the support. Let p=∑(u,w)∈Eswp = \sum_{(u,w)\in E}s_w and q=∑(v,w)∈Eswq = \sum_{(v,w)\in E}s_w, WLOG p≥qp\ge q. Move all of vv‘s mass to uu: su′=su+svs'_u = s_u + s_v, sv′=0s'_v = 0. Expanding the terms that involve uu and vv: F(s′∣s′)=F(s∣s)+2sv(p−q)+susv>F(s∣s).F(s'\mid s') = F(s\mid s) + 2s_v(p - q) + s_us_v > F(s\mid s). s′s' has fewer non-edges in its support, so by induction F(s′∣s′)≤1−12k′F(s'\mid s')\le1 - \frac1{2k'}. Hence F(s∣s)F(s\mid s) 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 k′k'ESS of FFLemma
k′>kk' > kuniform on a maximum clique29.4
k′<kk' < kpure strategy 0029.5
k′=kk' = knone29.6 + 29.7

LemmaLemma 29.4 — big clique ⇒ clique ESS

If CC is a clique of size k′>kk' > k (take a maximum one) and ss is uniform on CC, then ss is an ESS.

ProofBest responses live on CC, and ss beats them there

Step 1: Payoffs against ss. F(s∣s)=1−12k′F(s\mid s) = 1 - \frac1{2k'} (Lemma 29.3).

  • F(0∣s)=1−12k<F(s∣s)F(0\mid s) = 1 - \frac1{2k} < F(s\mid s), since k′>kk' > k.
  • A vertex u∉Cu\notin C is adjacent to at most k′−1k'-1 vertices of CC, so F(u∣s)≤1−1k′<F(s∣s)F(u\mid s)\le1 - \frac1{k'} < F(s\mid s).
  • Each i∈Ci\in C gets 1k′((k′−1)+12)=1−12k′\frac1{k'}\big((k'-1) + \tfrac12\big) = 1 - \frac1{2k'}.

So every best response is supported on CC, and ss is a best response to itself.

Step 2: Beat alternative best responses. For t≠st\ne s supported on CC, Lemma 29.3 gives F(t∣t)<1−12k′F(t\mid t) < 1 - \frac1{2k'} (strict, since tt isn’t uniform). Meanwhile F(s∣t)=1−12k′F(s\mid t) = 1 - \frac1{2k'}, because each i∈Ci\in C earns 1−12k′1 - \frac{1}{2k'}… against any tt on CC when averaged by the uniform ss: F(s∣t)=1k′∑jtj(k′−12)F(s\mid t) = \frac1{k'}\sum_j t_j(k' - \tfrac12). So F(s∣t)>F(t∣t)F(s\mid t) > F(t\mid t).

∎

LemmaLemma 29.5 — small cliques ⇒ strategy 00 is an ESS

If k′<kk' < k, the pure strategy 00 is an ESS.

ProofStrip off the weight on 00 and use Lemma 29.3

Write c=1−12kc = 1 - \frac1{2k}.

Step 1: 00 is a best response to itself. Column 00 is constant, so F(t∣0)=c=F(0∣0)F(t\mid0) = c = F(0\mid0) for every tt. All strategies are best responses.

Step 2: Decompose F(t∣t)F(t\mid t). Let t∗t^* be tt with its weight on 00 removed and renormalized. Expanding by whether each draw is 00: F(t∣t)=c (2t0−t02)+(1−t0)2F(t∗∣t∗).F(t\mid t) = c\,(2t_0 - t_0^2) + (1 - t_0)^2F(t^*\mid t^*).

Step 3: Compare with F(0∣t)=cF(0\mid t) = c. For t≠0t\ne0 (so t0<1t_0 < 1), F(0∣t)>F(t∣t)F(0\mid t) > F(t\mid t) iff c>F(t∗∣t∗)c > F(t^*\mid t^*). By Lemma 29.3, F(t∗∣t∗)≤1−12k′<1−12k=c.F(t^*\mid t^*)\le1 - \frac1{2k'} < 1 - \frac1{2k} = c.

∎

LemmaLemma 29.6 — cliques of size ≥k\ge k break strategy 00

If k′≥kk'\ge k, strategy 00 is not an ESS.

ProofA clique mutant ties or beats 00

Every tt is a best response to 00. Take tt uniform on a maximum clique: F(t∣t)=1−12k′≥1−12k=F(0∣t)F(t\mid t) = 1 - \frac1{2k'}\ge1 - \frac1{2k} = F(0\mid t). This violates the second condition of Theorem 29.2.

∎

LemmaLemma 29.7 — cliques of size ≤k\le k break everything else

If k′≤kk'\le k, no strategy other than 00 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, FF has an ESS iff k′≠kk'\ne k. Deciding “max clique =k= k” is NP-hard and coNP-hard, so is deciding ESS existence.

Recognition (29.9). By Lemmas 29.5–29.6, strategy 00 is an ESS iff k′<kk' < k, 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 Σ2P\Sigma_2^P; finding a regular ESS is NP-complete; counting ESS is #P-hard; even approximating an ESS in pp-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 ss to tt, split among infinitely many infinitesimal agents.

SymbolMeaning
P\mathcal Pss–tt paths
xpx_pfraction of flow on path pp
xe=∑p∋expx_e = \sum_{p\ni e}x_pedge load
lel_elatency: nonnegative, nondecreasing, Lipschitz
lp(x)=∑e∈ple(xe)l_p(x) = \sum_{e\in p}l_e(x_e)path latency
lˉ(x)=∑pxplp(x)\bar l(x) = \sum_p x_pl_p(x)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 xx is a Nash flow iff for all p,p′p,p' with xp>0x_p > 0: lp(x)≤lp′(x)l_p(x)\le l_{p'}(x). 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

xp′=−xp ⁣ ⁣∑q: lq<lp ⁣ ⁣xqλ[lp−lq]⏟leaving p+∑q: lq>lp ⁣ ⁣xpxqλ[lq−lp]⏟joining p=λ(x) xp[lˉ(x)−lp(x)].(29.1–29.2)x_p' = \underbrace{-x_p\!\!\sum_{q:\,l_q<l_p}\!\!x_q\lambda[l_p - l_q]}_{ \text{leaving }p} + \underbrace{\sum_{q:\,l_q>l_p}\!\!x_px_q\lambda[l_q - l_p]}_{\text{joining }p} = \lambda(x)\,x_p\big[\bar l(x) - l_p(x)\big]. \tag{29.1–29.2}

λ(x)\lambda(x) absorbs normalization and the pairing rate. For scale-invariance, set λ(x)=lˉ(x)−1\lambda(x) = \bar l(x)^{-1} (a relative rate of change).

DerivationFrom pairwise imitation to (29.2)

An agent on pp meets an agent on qq with probability xqx_q, and switches with probability proportional to lp−lql_p - l_q if qq is faster. The outflow from pp is xp∑q fasterxqλ(lp−lq)x_p\sum_{q\text{ faster}}x_q\lambda(l_p - l_q), and the inflow is ∑q slowerxqxpλ(lq−lp)\sum_{q\text{ slower}}x_qx_p\lambda(l_q - l_p). Both are captured by the single sum ∑qxpxqλ(lq−lp)\sum_q x_px_q\lambda(l_q - l_p), which equals λxp(lˉ−lp)\lambda x_p(\bar l - l_p) using ∑qxq=1\sum_q x_q = 1.

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 t→∞t\to\infty.

NoteProof via Lyapunov’s direct method (outline only)

Choose a potential Φ\Phi that vanishes at the stable point and decreases along trajectories. Lyapunov’s theorems then give convergence from a neighbourhood. Here Φ\Phi 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 Φ\Phi.

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 ϵ\epsilon fraction uses a path pp just below average latency, and the equilibrium needs a large mass on pp. By (29.2), xp′x_p' is proportional to xp=ϵx_p = \epsilon, so the flow moves toward pp arbitrarily slowly as ϵ→0\epsilon\to0. Convergence in Euclidean distance can take arbitrarily long.

DefinitionDefinition 29.11 — ϵ\epsilon-approximate equilibrium

Let Pϵ={p:lp(x)≥(1+ϵ)lˉ}\mathcal P_\epsilon = \{p : l_p(x)\ge(1+\epsilon)\bar l\} and xϵ=∑p∈Pϵxpx_\epsilon = \sum_{p\in\mathcal P_\epsilon}x_p. Then xx is an ϵ\epsilon-approximate equilibrium iff xϵ≤ϵx_\epsilon\le\epsilon: at most an ϵ\epsilon fraction of agents suffer latency more than a (1+ϵ)(1+\epsilon) factor above average.

FormulaPotential

Φ(x)=l∗+∑e∈E∫0xele(u) du,l∗=min⁡xlˉ(x).(29.3)\Phi(x) = l^* + \sum_{e\in E}\int_0^{x_e}l_e(u)\,du, \qquad l^* = \min_x \bar l(x). \tag{29.3}

This is the Beckmann potential (18.3) plus the constant l∗l^*, added for the bound.

IntuitionReading the potential

∫0xele\int_0^{x_e}l_e is the total latency the agents on ee 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 ϵ\epsilon-approximate equilibrium within time O ⁣(ϵ−3ln⁡lmax⁡l∗).O\!\left(\epsilon^{-3}\ln\frac{l_{\max}}{l^*}\right).

ProofA differential inequality on Φ\Phi

Step 1: Φ\Phi decreases. By the chain rule and (29.2),

Φ′=∑exe′le(xe)=∑pxp′lp=λ∑pxp(lˉ−lp)lp=λ[lˉ2−∑pxplp2]≤0(29.4)\Phi' = \sum_ex_e'l_e(x_e) = \sum_px_p'l_p = \lambda\sum_px_p(\bar l - l_p)l_p = \lambda\Big[\bar l^2 - \sum_px_pl_p^2\Big]\le0 \tag{29.4}

by Jensen’s inequality (lˉ2=(E lp)2≤E lp2\bar l^2 = (\mathbb E\,l_p)^2\le\mathbb E\,l_p^2).

Step 2: Away from equilibrium, it decreases fast. If xx isn’t ϵ\epsilon-approximate, at least an ϵ\epsilon fraction has latency ≥(1+ϵ)lˉ\ge(1+\epsilon)\bar l. For fixed lˉ\bar l, ∑xplp2\sum x_pl_p^2 is smallest when exactly ϵ\epsilon mass sits at (1+ϵ)lˉ(1+\epsilon)\bar l and the rest at a common l′l'. Mean-matching gives l′=lˉ 1−ϵ−ϵ21−ϵ.l' = \bar l\,\frac{1 - \epsilon - \epsilon^2}{1 - \epsilon}. Substituting,

lˉ2−ϵ(1+ϵ)2lˉ2−(1−ϵ)l′2=−ϵ31−ϵ lˉ2,\bar l^2 - \epsilon(1+\epsilon)^2\bar l^2 - (1-\epsilon)l'^2 = -\frac{\epsilon^3}{1-\epsilon}\,\bar l^2,

so Φ′≤−λ ϵ3lˉ2\Phi'\le -\lambda\,\epsilon^3\bar l^2. With λ=lˉ−1\lambda = \bar l^{-1}: Φ′≤−c ϵ3 lˉ,(29.5)\Phi'\le -c\,\epsilon^3\,\bar l, \tag{29.5} where the chapter uses c=12c = \tfrac12 (my exact computation allows c=1c = 1).

Step 3: Relate lˉ\bar l to Φ\Phi. By monotonicity, lˉ=∑exele(xe)≥∑e∫0xele\bar l = \sum_ex_el_e(x_e)\ge\sum_e\int_0^{x_e}l_e (29.6). Also lˉ≥l∗\bar l\ge l^*. Adding the two gives 2lˉ≥Φ2\bar l\ge\Phi, so Φ′≤−ϵ34 Φ.\Phi'\le -\frac{\epsilon^3}{4}\,\Phi.

Step 4: Integrate. Φ(t)≤Φ(0) e−ϵ3t/4\Phi(t)\le\Phi(0)\,e^{-\epsilon^3t/4} while not at an ϵ\epsilon-approximate equilibrium. But Φ≥Φ∗≥l∗\Phi\ge\Phi^*\ge l^* always, and Φ(0)≤2lmax⁡\Phi(0)\le2l_{\max}. So an ϵ\epsilon-approximate equilibrium must be reached by

t=4ϵ−3ln⁡Φ(0)Φ∗≤4ϵ−3ln⁡2lmax⁡l∗.t = 4\epsilon^{-3}\ln\frac{\Phi(0)}{\Phi^*}\le4\epsilon^{-3}\ln \frac{2l_{\max}}{l^*}.

The key step: Jensen turns “an ϵ\epsilon fraction is badly off” into a variance term of order ϵ3lˉ2\epsilon^3\bar l^2. That forces the potential to decay geometrically until the bad fraction shrinks below ϵ\epsilon.

∎

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 ϵ\epsilon 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 F(t∣t)F(t\mid t) 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

F(u)=1∣Γ(u)∣∑v∈Γ(u)F(su∣sv),F(u) = \frac{1}{|\Gamma(u)|}\sum_{v\in\Gamma(u)}F(s_u\mid s_v), where Γ(u)\Gamma(u) is uu‘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 G={Gn}\mathcal G = \{G_n\} with nn vertices, studied as n→∞n\to\infty.

DefinitionDefinition 29.13 — contracting mutant set

Let ∣Mn∣≥ϵn|M_n|\ge\epsilon n, with mutants playing tt and everyone else ss. MnM_n contracts if, for large nn, all but o(n)o(n) mutants jj have an incumbent neighbour ii with F(j)<F(i)F(j) < F(i).

NoteDefinitional choices

Requiring all mutants (rather than all but o(n)o(n)) 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 — ϵ′\epsilon'-linear mutant family

M={Mn}\mathcal M = \{M_n\} is ϵ′\epsilon'-linear if some ϵ\epsilon with ϵ′>ϵ>0\epsilon' > \epsilon > 0 has ϵ′n>∣Mn∣>ϵn\epsilon'n > |M_n| > \epsilon n for all large nn. 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

ss is an ESS with respect to FF and G\mathcal G if for every t≠st\ne s there is an ϵt>0\epsilon_t > 0 such that every ϵt\epsilon_t-linear mutant family playing tt contracts for large nn.

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 n→∞n\to\infty.

RemarkSmall sets can beat an ESS even classically

Even in the classical model, an o(n)o(n) 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 ss be a classical ESS of FF. Let Gn∼Gn,pG_n\sim G_{n,p} (Erdős–Rényi) with p=Ω(1/nc)p = \Omega(1/n^c), 0≤c<10\le c < 1. Then with probability 1, ss is an ESS with respect to FF and G\mathcal G, against any adversarially chosen linear mutant family.

TheoremConverse

Taking c=0c = 0 gives p=1p = 1, i.e. cliques KnK_n. 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 c=1−γc = 1 - \gamma, graphs have about n1+γn^{1+\gamma} 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 Gn,pG_{n,p} with (1−ϵ)n(1-\epsilon)n incumbents, and constants 0<ϵ<10 < \epsilon < 1, 0<τ<1/60 < \tau < 1/6, 0≤c<10\le c < 1:

  • all but 24log⁡nτ2p\frac{24\log n}{\tau^2p} incumbents have fitness within (1±τ)[(1−ϵ)F(s∣s)+ϵF(s∣t)](1\pm\tau)[(1-\epsilon)F(s\mid s) + \epsilon F(s\mid t)];
  • all but 24log⁡nτ2p\frac{24\log n}{\tau^2p} mutants have fitness within (1±τ)[(1−ϵ)F(t∣s)+ϵF(t∣t)](1\pm\tau)[(1-\epsilon)F(t\mid s) + \epsilon F(t\mid t)].

Since p=Ω(n−c)p = \Omega(n^{-c}) with c<1c < 1, these exceptions are o(n)o(n).

NoteStated without proof

The chapter omits the proof (a concentration argument).

TheoremTheorem 29.18 — few vertices miss a large set (Bollobás)

If δpn≥3log⁡n\delta pn\ge3\log n, C≥3log⁡(e/δ)C\ge3\log(e/\delta) and Cδn→∞C\delta n\to\infty, then almost every Gn,pG_{n,p} has the following property. For every UU with ∣U∣=C/p|U| = C/p, the set of vertices outside UU with no neighbour in UU has at most δn\delta n elements.

ProofTheorem 29.16 (sketch)

Step 1: Set up. Since ss is a classical ESS, some ϵt\epsilon_t makes incumbents strictly fitter than mutants in the random-matching sense for all ϵ<ϵt\epsilon < \epsilon_t. Fix an ϵt\epsilon_t-linear mutant family with ∣Mn∣=ϵn|M_n| = \epsilon n. Let I′I' be the incumbents of normal fitness. By Lemma 29.17, ∣I′∣≥(1−ϵ)n−24log⁡nτ2p|I'|\ge(1-\epsilon)n - \frac{24\log n}{\tau^2p}.

Step 2: Almost everyone touches a normal incumbent. Let TI′T_{I'} be the vertices outside I′I' with no neighbour in I′I'. ∣I′∣|I'| is random, so take a union bound over its O(log⁡n/(τ2p))O(\log n/(\tau^2p)) possible values: Pr⁡(∣TI′∣≥δn)≤∑iPr⁡(∣TI′∣≥δn, ∣I′∣=i).\Pr(|T_{I'}|\ge\delta n)\le\sum_i\Pr(|T_{I'}|\ge\delta n,\ |I'| = i). Apply Theorem 29.18 with δ=n−γ\delta = n^{-\gamma} and γ=(1−c)/2\gamma = (1-c)/2. Each term is exp⁡(−Ω(Cδn))\exp(-\Omega(C\delta n)), so the sum is o(1)o(1). Hence at most δn=o(n)\delta n = o(n) 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 τ\tau the incumbent is fitter.

Step 4: Abnormal mutants are few. Lemma 29.17 again: only o(n)o(n) mutants have abnormal fitness. Even if all of them survive, all but o(n)o(n) mutants have a fitter incumbent neighbour, so MnM_n 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 nn 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 nn 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

ObjectStatementNote
Classical modelinfinite population, random pairing, symmetric fitness gamereplication or imitation
ESS (Def 29.1)incumbents out-earn every small mutant invasion
Two conditionsF(s∣s)>F(t∣s)F(s\mid s) > F(t\mid s), or equality and F(s∣t)>F(t∣t)F(s\mid t) > F(t\mid t)
Thm 29.2ESS ⟺ (s,s)(s,s) Nash + beats alternative best responsesrefinement of Nash; may not exist
Replicator stabilityevery ESS is asymptotically stable
Hawks and DovesV>CV > C: Hawk; V≤CV\le C: Hawk w.p. V/CV/CDove never ESS
Reductionadjacency matrix, diagonal 12\tfrac12, strategy 00 at 1−12k1 - \frac1{2k}from “max clique =k= k“
Lemma 29.3F(s∣s)≤1−12k′F(s\mid s)\le1 - \frac1{2k'}; equality iff uniform on a max cliqueMotzkin–Straus
Lemmas 29.4–29.7ESS iff k′≠kk'\ne k; strategy 00 is an ESS iff k′<kk' < k
Thm 29.8ESS existence NP-hard and coNP-hard
Thm 29.9ESS recognition coNP-hard
Routing dynamics (29.2)xp′=λxp(lˉ−lp)x_p' = \lambda x_p(\bar l - l_p), λ=1/lˉ\lambda = 1/\bar lbelow-average paths grow
Nash flow (Def 29.10)used paths have minimal latencyWardrop
Lyapunov convergencefull-support flows → Nash flowno rate
ϵ\epsilon-approx (Def 29.11)≤ϵ\le\epsilon mass with latency ≥(1+ϵ)lˉ\ge(1+\epsilon)\bar lnot Euclidean distance
Potential (29.3)l∗+∑e∫0xelel^* + \sum_e\int_0^{x_e}l_eBeckmann + l∗l^*
Thm 29.12O(ϵ−3ln⁡(lmax⁡/l∗))O(\epsilon^{-3}\ln(l_{\max}/l^*))Jensen + 2lˉ≥Φ2\bar l\ge\Phi
Graph fitnessaverage payoff over neighbours
Contracts (Def 29.13)all but o(n)o(n) mutants have a fitter incumbent neighbour
ϵ′\epsilon'-linear (Def 29.14)ϵn<∣Mn∣<ϵ′n\epsilon n < \lvert M_n\rvert < \epsilon'n
Graph ESS (Def 29.15)every small linear mutant family contractsclassical on cliques
Thm 29.16classical ESS ⇒ ESS on Gn,pG_{n,p}, p=Ω(n−c)p = \Omega(n^{-c}), c<1c < 1adversarial mutants
Conversec=0c = 0 (cliques) ⇒ must be classical
Lemma 29.17abnormal fitness: O(log⁡n/(τ2p))=o(n)O(\log n/(\tau^2p)) = o(n) vertices
Thm 29.18few vertices miss any set of size C/pC/pBollobás

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 kk turns “max clique ≠k\ne k” into “an ESS exists.”
  • Imitation computes equilibria. The replicator equation xp′∝xp(lˉ−lp)x_p' \propto x_p(\bar l - l_p) is a distributed algorithm. The Beckmann potential is its Lyapunov function, and Jensen’s inequality turns ”ϵ\epsilon fraction badly off” into geometric decay at rate ϵ3\epsilon^3.
  • 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 ϵ\epsilon mass is ϵ\epsilon-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 Gn,pG_{n,p} with p=Ω(n−c)p = \Omega(n^{-c}), c<1c < 1, 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

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