SKM 2023 – wissenschaftliches Programm

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DY: Fachverband Dynamik und Statistische Physik

DY 50: Evolutionary Game Theory (joint session SOE/DY)

DY 50.1: Vortrag

Donnerstag, 30. März 2023, 15:00–15:15, ZEU 260

Bet hedging in populations evolving in fluctuating environments — Rubén Calvo¹ and •Tobias Galla² — ¹Instituto Carlos I de Física Téorica y Computaciona, and Departamento de Electromagnetismo y Física de la Materia, Facultad de Ciencias, Universidad de Granada, 18071 Granada, Spain — ²Instituto de Física Interdisciplinar y Sistemas Complejos IFISC (CSIC-UIB), Campus Universitat de les Illes Balears, E-07122 Palma de Mallorca, Spain

Bet-hedging strategies are strategies aimed at reducing risk in the face of uncertainty. For example, biological organisms face uncertain time-varying environmental conditions, such as dry years versus wet years. Similarly, future conditions in financial markets or other social systems are often unknown. Traditional bet-hedging theory shows that a reduction of the variance of an agent's payoff may increase their success even when their mean payoff is also reduced. Bet-hedging strategies are often built on maximum growth. Here instead, we ask how a mutant invading a resident wildtype population can maximise its chances of taking over the population (i.e., the fixation probability of the mutant). We consider a birth-death dynamics in fluctuating environments, and show that, depending on the distribution of payoffs across environmental states, a reduction in variance can either be beneficial or detrimental to the mutant. We establish conditions for either scenario to be realised, and show how this is related to the skewness of the payoff distribution.