Piecewise linear Hamiltonian flows associated to zero-sum games: transition combinatorics and questions on ergodicity (Q2430541)

The motivation for this paper on Hamiltonian systems comes from dynamical systems associated with game theory. In particular, the authors consider two zero-sum games (best response and fictitious play dynamics), systems often used to model how people learn to play a game. The class of Hamiltonians of interest here are piecewise affine mappings whose orbits are piecewise straight lines. The first part of the paper is directed toward a classification theorem for piecewise affine Hamiltonian systems \(H: \mathbb{R}^{2\times 2}\to \mathbb{R}\) via transition diagrams. The authors identify twenty-three such transitional diagrams up to combinatorial equivalence. The second part of the paper includes numerical investigations and some conjectures. Specifically, the authors perform numerical experiments based on best response dynamics. Some what surprisingly, the observed dynamics maintain much of the richness of behavior of smooth Hamiltonian dynamics.