Differential Equation Approximations for Population Games using Elementary Probability

Kara, Semih, Martins, Nuno C.

arXiv.org Artificial Intelligence 

Due to the agents' uniformity and quantity, their aggregate strategic choices can be approximated by the solutions of a class of ordinary differential equations. This mean-field approach has found to be an effective tool of analysis. However its current proofs rely on advanced mathematical techniques, making them less accessible. In this article, we present a simpler derivation, using only undergraduate-level probability.