Family of chaotic maps from game theory
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 corresponding to a Nash equilibrium of such map is usually repelling, it is globally Cesaro attracting on the diagonal, that is, for every in the minimal invariant interval. This solves a known open question whether there exists a nontrivial smooth map other than with centers of mass of all periodic orbits coinciding. We also study the dependence of the dynamics on the two parameters.
Keywords
Cite
@article{arxiv.1807.06831,
title = {Family of chaotic maps from game theory},
author = {Thiparat Chotibut and Fryderyk Falniowski and Michal Misiurewicz and Georgios Piliouras},
journal= {arXiv preprint arXiv:1807.06831},
year = {2018}
}
Comments
13 pages, 2 figures