Uncertainty quantification in game theory

This work examines the applicability of Uncertainty Quantification (UQ) in Game Theory. We consider classical games “matching pennies” and “Hawk an Dove” situations involving uncertainty. The first game examined is pennies”: a situation concerns where probabilities choice between Heads Tails are unknown must be determined from observations. A second fluctuations implementation Nash equilibrium. Instability evidentiated strategy based on statistical estimation introduced. third considers random payoffs having distribution: observations used to generate UQ representation real distribution payoffs, without any supplementary assumption nature distribution. Finally, we analyze effects uncertainties associated replicator dynamics: applied mean trajectories orbits - this step, need manipulate statistics curves, which objects defined by functions, belonging infinitely dimensional vector spaces. Dove”. examine reward cost injury both uncertain only small sample values available. methods determine evolution system confidence intervals for fractions Hawks Doves. involved described simple examples given facilitate understanding application other situations.