Dept. Math, Hokkaido Univ. EPrints Server

Adaptive Dynamics for Interacting Markovian Processes

Preprint Series # 819
Sato, Yuzuru and Ay, Nihat Adaptive Dynamics for Interacting Markovian Processes. (2006);

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Abstract

Dynamics of information flow in adaptively interacting stochastic processes is studied. We give an extended form of game dynamics for Markovian processes and study its behavior to observe information flow through the system. Examples of the adaptive dynamics for two stochastic processes interacting through matching pennies game interaction are exhibited along with underlying causal structure.

Item Type:Preprint
Uncontrolled Keywords:adaptive dynamics, information theory, game theory, nonlinear dynamical systems
Subjects:37-xx DYNAMICAL SYSTEMS AND ERGODIC THEORY
ID Code:1651