Computation of sparse and dense equilibrium strategies of evolutionary games

• Published in: Games Vol. 9; no. 3; pp. 1 - 15
• Main Authors: Hao, Yiping, Wu, Zhijun
• Format: Journal Article
• Language: English
• Published: Basel MDPI 01.09.2018; MDPI AG
• Subjects: Algorithms; Biodiversity; Computation; dense vs. sparse strategies; Economic models; Equilibrium; Evolutionary algorithms; evolutionary games; Game theory; Games; Linear algebra; Linear programming; Nash equilibrium; Population; Quadratic programming; Regularization; Shapley-Snow algorithm; Snow; United States > US
• ISSN: 2073-4336; 2073-4336
• DOI: 10.3390/g9030046

The evolution of social or biological species can be modeled as an evolutionary game with the equilibrium strategies of the game as prediction for the ultimate distributions of species in population, when some species may survive with positive proportions, while others become extinct. We say a strategy is dense if it contains a large and diverse number of positive species, and is sparse if it has only a few dominant ones. Sparse equilibrium strategies can be found relatively easily, while dense ones are more computationally costly. Here we show that by formulating a 'complementary' problem for the computation of equilibrium strategies, we are able to reduce the cost for computing dense equilibrium strategies much more efficiently. We describe the primary and complementary algorithms for computing dense as well as sparse equilibrium strategies, and present test results on randomly generated games as well as a more biologically related one. In particular, we demonstrate that the complementary algorithm is about an order of magnitude faster than the primary algorithm to obtain the dense equilibrium strategies for all our test cases.