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Teoriya Veroyatnostei i ee Primeneniya, 2023, Volume 68, Issue 4, Pages 751–768
DOI: https://doi.org/10.4213/tvp5679 (Mi tvp5679) 		 
On a diffusion approximation of some prediction game

M. V. Zhitlukhin

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
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DOI: https://doi.org/10.4213/tvp5679
Abstract: This paper is concerned with a dynamic game-theoretic model, where the players place bets on outcomes of random events or random vectors. Our purpose here is to construct a diffusion approximation of the model in the case where all players follow nearly optimal strategies. This approximation is further used to study the limit dynamics of the model.
Keywords: diffusion approximation, evolutionary game theory, stochastic differential equation, evolutionary dynamics.
Funding agency Grant number
Russian Science Foundation 23-11-00375
Received: 26.07.2023
Accepted: 18.09.2023
English version:
Theory of Probability and its Applications, 2024, Volume 68, Issue 4, Pages 607–621
DOI: https://doi.org/10.1137/S0040585X97T991659
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. V. Zhitlukhin, “On a diffusion approximation of some prediction game”, Teor. Veroyatnost. i Primenen., 68:4 (2023), 751–768; Theory Probab. Appl., 68:4 (2024), 607–621
Citation in format AMSBIB
\Bibitem{Zhi23}
\by M.~V.~Zhitlukhin
\paper On a diffusion approximation of some prediction game
\jour Teor. Veroyatnost. i Primenen.
\yr 2023
\vol 68
\issue 4
\pages 751--768
\mathnet{http://mi.mathnet.ru/tvp5679}
\crossref{https://doi.org/10.4213/tvp5679}
\transl
\jour Theory Probab. Appl.
\yr 2024
\vol 68
\issue 4
\pages 607--621
\crossref{https://doi.org/10.1137/S0040585X97T991659}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85185309703}
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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