Evolutionary games are used in various fields stretching from economics to biology. In most of these games a constant payoff matrix is assumed, although some works also consider dynamic payoff matrices. In this article we assume a possibility of switching the system between two regimes with different sets of payoff matrices. Potentially such a model can qualitatively describe the development of bacterial or cancer cells with a mutator gene present. A finite population evolutionary game is studied. The model describes the simplest version of annealed disorder in the payoff matrix and is exactly solvable at the large population limit. We analyze the dynamics of the model, and derive the equations for both the maximum and the variance of the distribution using the Hamilton-Jacobi equation formalism.
The Master Equation and Its Solution via Hamilton-Jacobi EquationLet us consider the model with constant matrices: A ¼ fa ij g, B ¼ fb ij g, i; j ¼ 1; 2; . . . ; m. The total population size is N; variable X represents the number of players in the first population category. As shown in Fig. 1, the whole system can exist in two versions: the upper chain with matrix A and the lower chain with matrix B, and there are transitions between the two chains.Here we have the probability conservation condition at any moment of time τ:where PðX; Þ is the probability that the system is in state A and there are X players with the first strategy, and QðX; Þ is the probability that the system is in state B with X players with the first strategy.