2208.12953
Conditional investment strategy in evolutionary trust games with repeated group interactions
Linjie Liu, Xiaojie Chen
correctmedium confidence
- Category
- Not specified
- Journal tier
- Strong Field
- Processed
- Sep 28, 2025, 12:56 AM
- arXiv Links
- Abstract ↗PDF ↗
Audit review
The paper numerically analyzes the full mutation–selection Markov chain via an MDP approach and consistently finds that an intermediate threshold M yields high T and CI with U suppressed, while extremal thresholds M=0 or M=N tilt outcomes toward U; these findings are documented in the text around Figs. 2–4 and the robustness sweeps (µ, β, RU, N) . The candidate solution gives a complementary small-mutation, strong-selection analytical justification using a three-state embedded chain on {T, CI, U} that reproduces the same qualitative orderings under open parameter sets. The approaches differ (full MDP vs. rare-mutation reduction), but their conclusions agree with the paper’s claims and figures.
Referee report (LaTeX)
\textbf{Recommendation:} minor revisions \textbf{Journal Tier:} strong field \textbf{Justification:} Solid numerical study of a timely extension to the N-player trust game. The MDP framework with arbitrary mutation and selection strength is clearly set up, and the findings are robust across parameters. Adding brief analytical heuristics to connect the observed orderings to pairwise invasions and threshold logic would further strengthen the contribution.