Mean-field approximation of stochastic population processes in games

Michel Benaïm (1) , Jörgen Weibull (2, 3)

1 UNINE - Institut de Mathématiques
2 SSE - Department of Economics
3 X-DEP-ECO - Département d'Économie de l'École Polytechnique

We here establish an upper bound on the probability for deviations of a Markov population process from its mean-field approximation.

Domaines: Economies et finances

Michel Benaïm, Jörgen Weibull. Mean-field approximation of stochastic population processes in games. 2009. ⟨hal-00435515⟩