Family of chaotic maps from game theory

DOI10.1080/14689367.2020.1795624MaRDI QIDQ4994902zbMATH OpenOpenAlexFDO

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

Publication date 22 June 2021

Published in Dynamical Systems (Search for Journal in Brave)

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

zbMATH Keywords

chaosinterval mapsmultiplicative weightscongestion gamecentre of mass

Mathematics Subject Classification ID

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

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.

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Cites work

• scientific article; zbMATH DE number 1014079 (Why is no real title available?)
• scientific article; zbMATH DE number 3197700 (Why is no real title available?)
• A class of games possessing pure-strategy Nash equilibria
• Algorithmic Game Theory
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• The multiplicative weights update method: a meta-algorithm and applications

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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