Intuitively, an evolutionarily stable strategy (ESS) has the property that, if everyone follows it, no other strategy can invade.
To see why a Nash equilibrium does not suffice for evolutionary stability, consider the following game:
$A$ | $B$ | |
$A$ | 2, 2 | 1, 1 |
$B$ | 1, 1 | 1, 1 |
The Nash equilibrium solution concept allows for evolutionary drift.
Let $s$ and $s^*$ be two different strategies (behaviours, phenotypes) available to members of the population. In addition, let
If each individual engages in one interaction, and pairings between individuals are at random, then the respective fitnesses of individuals following $s$ and $s^*$ are: $$ W(s) = \underbrace{W_0}_{\text{base fitness}} + \underbrace{p \cdot \pi(s | s) + (1-p)\cdot \pi(s| s^*)}_{\text{expected fitness payoff from a single interaction}} $$ and $$ W(s^*) = \underbrace{W_0}_{\text{base fitness}} + \underbrace{p \cdot \pi(s^* | s) + (1-p)\cdot \pi(s^*| s^*)}_{\text{expected fitness payoff from a single interaction}} $$
If $s^*$ is evolutionarily stable, then $W(s^*) > W(s)$. Therefore,
Putting all these ideas together, we arrive at the following.
There are two logically equivalent ways of writing the definition:
A strategy $s^*$ is evolutionarily stable iff for all strategies $s\neq s^*$
The first definition given was by Maynard Smith and Price (1973). Another common definition, provably equivalent to it, is as follows.
C | D | |
C | 2, 2 | 0, 3 |
D | 3, 0 | 1, 1 |
D is the unique best reply to any mixed strategy, so D is the only ESS.
$S_1$ | $S_2$ | |
$S_1$ | 2, 2 | 0, 0 |
$S_2$ | 0, 0 | 1, 1 |
Both $S_1$ and $S_2$ are the unique best reply to themselves, so each is an ESS, even though one is collectively suboptimal.
So far, it has been implicit in the discussion that we are only speaking of two-player symmetric games: ones where the assignment of players to Row or Column does not matter. For example:
S_1 | S_2 | |
S_1 | a,a | b,c |
S_2 | c,b | d,d |
The notation $\pi(x|y)$ presupposes symmetric games. Later on, we will see how to handle asymmetric games.
Consider the game of Rock-Scissors-Paper:
R | S | P | |
R | 0, 0 | 1, -1 | -1, 1 |
S | -1, 1 | 0, 0 | 1, -1 |
P | 1, -1 | -1, 1 | 0, 0 |
Consider the game of Rock-Scissors-Paper:
R | S | P | |
R | 0, 0 | 1, -1 | -1, 1 |
S | -1, 1 | 0, 0 | 1, -1 |
P | 1, -1 | -1, 1 | 0, 0 |
Now, $\pi(\sigma|\sigma) = \frac13 \pi(R|\sigma) + \frac13 \pi(S|\sigma) + \frac13\pi(P|\sigma) = 0$.
But $\pi(R | \sigma) = 0$, so we need to check the other condition (from definition 1).
Since $\pi(\sigma|R) = 0$ and $\pi(R|R)=0$, this game has no ESS.
Proof: Suppose $\sigma$ is a Nash equilibrium strategy weakly dominated by $\mu$. That is, for all strategies $\tau$, it is the case that $\pi(\mu|\tau) \geq \pi(\sigma|\tau)$ and there exists at least one strategy $\tau^*$ such that $\pi(\mu|\tau^*) > \pi(\sigma|\tau^*)$.
Since $\sigma$ is a Nash equilibrium, it must be the case that $\pi(\mu|\sigma) = \pi(\sigma|\sigma)$. But then, when we check the second condition in the Maynard Smith definition of an ESS, we find that it fails: the fact that $\mu$ weakly dominates $\sigma$ means that $\pi(\mu|\mu) \geq \pi(\sigma|\mu)$.
Proof: Suppose that $\sigma$ is an ESS. We will first show that the expected payoff of any two pure strategies in the support of $\sigma$ are equal, when played against $\sigma$.
To see why, suppose that, to the contrary, there are $x,y\in \supp(\sigma)$ such that $\pi(x|\sigma) > \pi(y|\sigma)$.
For each pure strategy $s\in \supp(\sigma)$, let $p_s$ denote the probability assigned to $s$ by $\sigma$. In particular, $p_x$ and $p_y$ are the probabilities assigned to $x$ and $y$, respectively.
Now consider the strategy $\sigma'$ which plays $x$ with probability $p_x+p_y$, plays $y$ with probability 0, and plays all other pure strategies $s\in \supp(\sigma)$ with probability $p_s$.
Then $$ \pi(\sigma|\sigma) = p_x\pi(x|\sigma) + p_y\pi(y|\sigma) + \sum_{\begin{subarray}{c} s\in \supp(\sigma)\\s\neq x,y\end{subarray}} p_s\pi(s|\sigma) $$
and $$ \pi(\sigma'|\sigma) = (p_x+p_y)\pi(x|\sigma) + 0\cdot\pi(y|\sigma) + \sum_{\begin{subarray}{c} s\in \supp(\sigma)\\s\neq x,y\end{subarray}} p_s\pi(s|\sigma). $$
That means $\pi(\sigma' | \sigma) > \pi(\sigma| \sigma)$, since $\pi(x|\sigma) > \pi(y|\sigma)$. However, that contradicts the assumption that $\sigma$ is an ESS. Hence $\pi(x| \sigma) = \pi(y | \sigma)$ for all $x,y \in \supp(\sigma)$.
Let $\mu$ be a strategy such that $\supp(\mu) \subset \supp(\sigma)$, where $\mu = \sum_{s\in\supp(\mu)} q_s s$. Then $$ \pi(\sigma| \sigma) = \sum_{s\in \supp(\sigma)} p_s \pi(s| \sigma) = \sum_{s \in \supp(\mu)} q_s \pi(s| \sigma) = \pi(\mu | \sigma) $$ as the two middle quantities are merely different convex combinations of equal quantities. Since $\sigma$ is an ESS, the second clause of the Maynard Smith definition requires that $\pi(\sigma | \mu) > \pi(\mu | \mu)$, and so $\mu$ is not an ESS.
Finally, suppose $\mu$ is an ESS with $\supp(\mu) = \supp(\sigma)$, but $\mu\neq \sigma$. This yields a contradition with $\mu$ being ESS (via the above equation), and so $\mu = \sigma$.
There are some trivial consequences of the last theorem.
A result we proved along the way is also known as the following:
How does one calculate an ESS for a game, if it has one?
In the Hawk-Dove game, two individuals compete for a resource whose possession increases individual fitness. There are two strategies available to each opponent:
Denote the fitness value of the resource by $V$ and the fitness cost incurred when personal injury occurs by $C$.
Suppose that, if two Hawks meet, each is equally likely to be injured, and that, if two Doves meet, they share the resource.
Hawk | Dove | |
Hawk | \frac{V-C}2, \frac{V-C}2 | V, 0 |
Dove | 0, V | \frac V2, \frac V2 |
Recall the definition of an ESS.
What if $V \lt C$? Neither H nor D is an ESS in this case.
Two questions:
Two answers:
Hawk | Dove | |
Hawk | \frac{V-C}2, \frac{V-C}2 | V, 0 |
Dove | 0, V | \frac V2, \frac V2 |
Straightforward calculations give: \begin{align*} \pi(H|s^*) &= \pi(D|s^*)\\ p\pi(H|H) + (1-p) \pi(H|D) &= p\pi(D|H) + (1-p)\pi(D|D) \\ p\left( \tfrac{V-C}{2}\right) + (1-p)V &= p\cdot 0 + (1-p)\tfrac{V}{2} \\ p &= \tfrac{V}{C} \end{align*}
Since $0 \lt V \lt C$, it follows that $0 \lt p \lt 1$. Moreover, as $V\to C$, $p$ converges to $1$, and we know H is the ESS when $V>C$.
We have shown that $s^* = pH + (1-p)D$, where $p={V\over C}$, is a Nash equilibrium. We still need to verify that it is an ESS.
Consider a mutant following strategy $\mu = qH + (1-q)D$. Since $\pi(H|s^*) = \pi(D|s^*) = \pi(s^*|s^*)$, it follows that \begin{align*} \pi(\mu|s^*) &= q\pi(H|s^*) + (1-q)\pi(D|s^*) \\ &= q\pi(s^*|s^*) + (1-q)\pi(s^*|s^*) \\ &= \Bigl(q + (1-q)\Bigr)\pi(s^*|s^*) \\ &= \pi(s^*|s^*). \end{align*}
We must show the second clause in the definition of an ESS is satisfied. I leave this as an exercise.
Answer: Since we know that $\pi(\mu|s^*) = \pi(s^*|s^*)$, we need to show $\pi(s^*|\mu) > \pi(\mu|\mu)$. First, straightforward calculation gives us:
\begin{align*} \pi(s^*|\mu) &= pq\cdot \pi(H|H) + p(1-q)\cdot \pi(H|D) + (1-p)(1-q)\cdot \pi(D|D)\\ &= pq\left(\frac{V-C}2\right) + p(1-q)V + (1-p)(1-q)\frac{V}2\\ &= \frac{V(C-2Cq+V)}{2C}, \text{ since $p=\frac VC.$} \end{align*} and \begin{align*} \pi(\mu|\mu) &= q^2\left(\frac{V-C}2\right) + q(1-q)V + (1-q)^2\frac V2\\ &= \frac12 (V-Cq^2). \end{align*}
We need to show that the following inequality holds: \begin{equation} \tag{1} \frac{V(C-2Cq+v)}{2C}>\frac12 (V-Cq^2). \end{equation}
Well, we can simplify (1) a bit as follows. First, since $0 \lt V \lt C$ we know we can multiply both sides by $2C$ without reversing the inequality. Further algebraic fiddling gives \begin{align*} V(C-2Cq + V) &> C(V-Cq^2)\\ VC - 2VCq + V^2 &> VC - C^2 q^2\\ V^2 - 2VCq + C^2q^2 &> 0\\ (V-Cq)^2 &> 0. \end{align*} If $q\neq \frac{V}{C}$, then the left-hand side is strictly positive.
For a mixed population to be stable, Hawks and Doves must have equal fitness. Suppose that $P$ of the population are Hawks and $1-P$ are Doves. Then \begin{align*} W(H) &= W(D) \\ P\cdot \pi(H|H) + (1-P) \pi(H|D) &= P\cdot \pi(D|H) + (1-P) \pi(D|D). \end{align*}
Notice that this is formally identical to the equation we solved in answering question 1: \begin{align*} \pi(H|s^*) &= \pi(D|s^*)\\ p \pi(H|H) + (1-p) \pi(H|D) &= p \pi(D|H) + (1-p)\pi(D|D) \end{align*}
When there are only two strategies, the proportions at which a polymorphism is evolutionarily stable equals the probabilities used in the evolutionarily stable mixed strategy, and vice-versa. (Not true, in general.)
It is for this reason that we now turn to the replicator dynamics.
The rate of change of strategy $i$ is given by the following system of differential equations: $$ \cssId{foo}{\frac{ds_i}{dt}} = s_i \Bigl( \pi(i|\svec) - \pi(\svec|\svec)\Bigr). $$
We can interpret the mathematics of the replicator dynamics as describing how changes in phenotype frequencies evolve.
As we will see, this involves a number of important assumptions on how the population interacts and how reproduction occurs.
These specific assumptions are not strictly necessary, for there are other ways of deriving the replicator dynamics — but they are perhaps the most straightforward.
Suppose that:
The rate of change of the population frequencies is easily shown to be \[ \frac{ds_i}{dt} = \Bigl( \pi(i|\svec) - \pi(\svec|\svec)\Bigr) s_i. \]
(How? Recall that $s_iN=n_i$. Take the time derivative of both sides and simplify.)
And thus we arrive at the replicator dynamics, introduced by Taylor and Jonker (1978).
We can interpret the mathematics of the replicator dynamics as describing how changes in the frequency of behaviour evolve, based on learning from experience.
As we will see, this also involves a number of important assumptions on how the population interacts and how learning takes place.
These specific assumptions are not strictly necessary, for there are other ways of deriving the replicator dynamics based on individual learning.
Also assume:
If each individual strategy review and strategy switch is independent of every other review and switch, and the population is sufficiently large, then:
\begin{equation} \tag{4} \frac{ds_i}{dt} = b\Bigl( F(i|\svec) - F(\svec\,|\svec)\Bigr) s_i. \end{equation}
Notice that equation (4) is simply a rescaled version of the replicator dynamics. If we rescale time, we get the canonical form of the replicator dynamics. (This is also equivalent to setting the free parameter $b=1$.)
In short, a population of boundedly rational individuals who
evolves (in the cultural evolutionary sense) according to a rescaled version of the continuous replicator dynamics.
The Prisoner's Dilemma
C | D | |
C | 2, 2 | 0, 3 |
D | 3, 0 | 1, 1 |
The Driving game (a coordination problem)
L | R | |
L | 1, 1 | 0, 0 |
R | 0, 0 | 1, 1 |
Rock-Scissors-Paper
R | S | P | |
R | 1, 1 | 2, 0 | 0, 2 |
S | 0, 2 | 1, 1 | 2, 0 |
P | 2, 0 | 0, 2 | 1, 1 |
“Good” Rock-Scissors-Paper
R | S | P | |
R | 1, 1 | 2.5, 0 | 0, 2.5 |
S | 0, 2.5 | 1, 1 | 2.5, 0 |
P | 2.5, 0 | 0, 2.5 | 1, 1 |
“Bad” Rock-Scissors-Paper
R | S | P | |
R | 1, 1 | 1.5, 0 | 0, 1.5 |
S | 0, 1.5 | 1, 1 | 1.5, 0 |
P | 1.5, 0 | 0, 1.5 | 1, 1 |
Two classic notions of stability which are relevant for the replicator dynamics are Lyapunov stability and asymptotic stability. Since we only need the intuitive idea, I won't present formal definitions.
A | B | C | |
A | 0, 0 | 1, 0 | 0, 0 |
B | 0, 1 | 0, 0 | 2, 0 |
C | 0, 0 | 0, 2 | 1, 1 |
One can prove [see Weibull, 1995; Taylor and Jonker, 1978; and Hofbauer et al., 1979] that, for the continuous-time replicator dynamics, a very close relationship exists between ESS and asymptotically stable states:
Some caveats:
Note that the converse of the previous theorem does not hold.
$S_1$ | $S_2$ | $S_3$ | |
$S_1$ | 1, 1 | 1, 0 | 1, 0 |
$S_2$ | 0, 1 | 0, 0 | 3, 1 |
$S_3$ | 2, 1 | 1, 3 | 0, 0 |
This game shows that an ESS may not be explanatorily significant.
S_1 | S_2 | S_3 | |
S_1 | 0, 0 | 1, 0 | \epsilon, 0 |
S_2 | 0, 1 | 1, 1 | 0, 0 |
S_3 | 0, \epsilon | 0, 0 | 2\epsilon, 2\epsilon |
Bishop, D. T. and C. Cannings (1978). “A generalised war of attrition.” Journal of Theoretical Biology, 70: 85–124.
Björnerstedt, Jonas (1993). “Experimentation, imitation, and evolutionary dynamics,” Unpublished working paper. Department of Economics, Stockholm University.
Gigerenzer, Gerd and Peter M. Todd and the ABC Research Group (1999). Simple Heuristics That Make Us Smart. Oxford University Press.
Hofbauer, J.; P. Schuster, and K. Sigmund (1979). “A note on evolutionary stable strategies and game dynamics.” Journal of Theoretical Biology, 81: 609–12.
Maynard Smith, John and George Price (1973). “The Logic of Animal Conflict.” Nature, 246: 15–18.
Ritzberger, K. and J. Weibull (1995). “Evolutionary selection in normal-form games.” Econometrica, 63: 1371–99.
Skyrms, Brian (1996). Evolution of the Social Contract. Cambridge University Press.
Taylor, Peter D. and Leo B. Jonker (1978). “Evolutionary Stable Strategies and Game Dynamics.” Mathematical Biosciences, 40: 145–156.
Weibull, Jörgen W. (1995). Evolutionary Game Theory. The MIT Press.