Family of chaotic maps from game theory

DOI10.1080/14689367.2020.1795624zbMATH Open1472.37048arXiv1807.06831OpenAlexW3045180978MaRDI QIDQ4994902FDOQ4994902

Authors: Thiparat Chotibut, Fryderyk Falniowski, Michał Misiurewicz, Georgios Piliouras 

Publication date: 22 June 2021

Published in: Dynamical Systems (Search for Journal in Brave)

Abstract: From a two-agent, two-strategy congestion game where both agents apply the multiplicative weights update algorithm, we obtain a two-parameter family of maps of the unit square to itself. Interesting dynamics arise on the invariant diagonal, on which a two-parameter family of bimodal interval maps exhibits periodic orbits and chaos. While the fixed point $b$ corresponding to a Nash equilibrium of such map $f$ is usually repelling, it is globally Cesaro attracting on the diagonal, that is, [ lim_{n oinfty}frac1nsum_{k=0}^{n-1}f^k(x)=b ] for every $x$ in the minimal invariant interval. This solves a known open question whether there exists a nontrivial smooth map other than $xmapstoax{e}^{-x}$ with centers of mass of all periodic orbits coinciding. We also study the dependence of the dynamics on the two parameters.

Full work available at URL: https://arxiv.org/abs/1807.06831

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zbMATH Keywords

chaosinterval mapsmultiplicative weightscongestion gamecentre of mass

Mathematics Subject Classification ID

2-person games (91A05) Dynamical systems involving maps of the interval (37E05)

Cites Work

• Algorithmic Game Theory
• A class of games possessing pure-strategy Nash equilibria
• Period Three Implies Chaos
• Title not available (Why is that?)
• The multiplicative weights update method: a meta-algorithm and applications
• Title not available (Why is that?)

Cited In (5)

• Dynamics of a continuous piecewise affine map of the square
• Microdynamics for Nash maps
• Hyperbolic dynamics in Nash maps
• Dynamics Associated to Games (Fictitious Play) with Chaotic Behavior
• Memory loss can prevent chaos in games dynamics

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