Hedging a bet means placing a bet or bets on a different outcome or outcomes, subsequent to an original bet, in order to create a situation where there is a guaranteed profit whether the original bet wins or loses. For example, say a $100 bet with even odds was placed on the Green Bay Packers to win vs the New England Patriots. Associate Professor Andrew Simons of Carleton University in Ottawa argues 'bet-hedging' is a neglected evolutionary strategy used by living organisms in general, to cope with changing environments. He details his argument in this week's Proceedings of the Royal Society B. bet-hedging The behavioural response of a species population to a K-selecting environment in which occasional fluctuations in conditions affect the mortality rate of juveniles to a much greater extent than of adults. In such a situation adults release young into several different environments to maximize the chance that some will survive. See also To determine whether a particular strategy is a bet-hedging strategy is not unambiguous as it will depend on circumstances. Bulmer (1985) has a lucid example of a perennial plant strategy competing with an annual. In some parameter settings, both the perennial and annual strategies are bet-hedging (risk-avoiding) while common, but not while rare.A strict, generally applicable definition of bet ... A bet hedging strategy can evolve by assuming that, for example, the native environment of the donator world can be either warm or cold during a generation, where bacteria can encounter warm and ... Bet-hedging strategy. A trait of an organism, living in a variable environment, that leads to low variation in fitness. In general, such a trait provides an organism greater net fitness over a range of environmental conditions than would a trait specialized for any single environment. A bet-hedging trait is expected to evolve when the environment in which a species lives fluctuates over a fixed range of conditions that is sufficiently broad for fitness to vary significantly, and when ... Bet-hedging is defined as a strategy that reduces the temporal variance in fitness at the expense of a lowered arithmetic mean fitness. After a few technical points, we will here argue that this definition of bet-hedging is badly suited for models with density- and/or frequency-dependent fitness. A strict interpretation cannot be employed; possibly, a modified definition is necessary. Bet-hedging is defined as a strategy that reduces the temporal variance in fitness at the expense of a lowered arithmetic mean fitness. After a few technical points, we will here argue that this definition of bet-hedging is badly suited for models with density- and/or frequency-dependent fitness. A strict interpretation cannot be employed; possibly, a modified definition is necessary.
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