On the relationship between imitative logit dynamics in the population game theory and mirror descent method in the online optimization using the example of the Shortest Path Problem
Optimization and Control
2016-05-03 v5
Abstract
In this paper we describe how imitative logit dynamic (rather popular in population games theory) can be interpreted in terms of mirror descent method (well known in convex optimization). We demonstrate the connection of this two type dynamics on the Shortest Path Problem.
Keywords
Cite
@article{arxiv.1511.02398,
title = {On the relationship between imitative logit dynamics in the population game theory and mirror descent method in the online optimization using the example of the Shortest Path Problem},
author = {Alexander Gasnikov and Anastasia Lagunovskaya and Larisa Morozova},
journal= {arXiv preprint arXiv:1511.02398},
year = {2016}
}
Comments
9 pages, in Russian