English

Family of chaotic maps from game theory

Dynamical Systems 2018-07-19 v1

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 bb corresponding to a Nash equilibrium of such map ff is usually repelling, it is globally Cesaro attracting on the diagonal, that is, limn1nk=0n1fk(x)=b \lim_{n\to\infty}\frac1n\sum_{k=0}^{n-1}f^k(x)=b for every xx in the minimal invariant interval. This solves a known open question whether there exists a nontrivial smooth map other than xaxexx\mapsto axe^{-x} 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