title: Bet-hedging in stochastically switching environments.
abstract: We investigate the evolution of bet-hedging in a population that experiences a stochastically switching environment by means of adaptive dynamics. The aim is to extend known results to the situation at hand, and to deepen the understanding of the range of validity of these results. We find three different types of evolutionarily stable strategies (ESSs) depending on the frequency at which the environment changes: for a rapid change, a monomorphic phenotype adapted to the mean environment; for an intermediate range, a bimorphic bet-hedging phenotype; for slowly changing environments, a monomorphic phenotype adapted to the current environment. While the last result is only obtained by means of heuristic arguments and simulations, the first two results are based on the analysis of Lyapunov exponents for stochastically switching systems.
authors.affiliation: TU München, Centre for Math. Sciences, Boltzmannstr. 3, D-85747 Garching, Germany; Helmholtz Center Munich, Institut für Biomathematik und Biometrie, Helmholtz Zentrum München, Ingolstädter Landstr. 1, D-85764 Neuherberg, Germany. Electronic address: johannes.mueller@mytum.de.
authors.forename: J
authors.initials: J
authors.lastname: Müller
authors.forename: B A
authors.initials: BA
authors.lastname: Hense
authors.forename: T M
authors.initials: TM
authors.lastname: Fuchs
authors.forename: M
authors.initials: M
authors.lastname: Utz
authors.forename: Ch
authors.initials: Ch
authors.lastname: Pötzsche
mesh_terms: D003198:Computer Simulation; D004777:Environment; D008954:Models, Biological; D010641:Phenotype; D011156:Population Density; D013269:Stochastic Processes
keywords: Adaptive dynamics; Bet-hedging; Lyapunov exponent; Stochastic switching systems