Geodesic
On a diffusion approximation of some prediction game
Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 4, pp. 751-768

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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.
Mots-clés : diffusion approximation
Keywords: evolutionary game theory, stochastic differential equation, evolutionary dynamics. 
@article{TVP_2023_68_4_a4,
     author = {M. V. Zhitlukhin},
     title = {On a diffusion approximation of some prediction game},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {751--768},
     publisher = {mathdoc},
     volume = {68},
     number = {4},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2023_68_4_a4/}
}
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M. V. Zhitlukhin. On a diffusion approximation of some prediction game. Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 4, pp. 751-768. http://geodesic.mathdoc.fr/item/TVP_2023_68_4_a4/