Related papers: Hamiltonian of polymatrix zero-sum games
In this paper, we study an exponentiated multiplicative weights dynamic based on Hedge, a well-known algorithm in theoretical machine learning and algorithmic game theory. The empirical average (arithmetic mean) of the iterates Hedge…
It is well-known that entanglement entropy in field theory at its ground state is dominated by an area law term, presenting a similarity to the entropy of black holes. It is interesting to investigate whether this similarity can be extended…
In this paper, we discover that the class of random polynomials arising from the equilibrium analysis of random asymmetric evolutionary games is \textit{exactly} the Kostlan-Shub-Smale system of random polynomials, revealing an intriguing…
We study the connection between Lagrangian and Hamiltonian descriptions of closed/open dynamics, for a collection of particles with quadratic interaction (closed system) and a sub-collection of particles with linear damping (open system).…
For nearly three decades, spatial games have produced a wealth of insights to the study of behavior and its relation to population structure. However, as different rules and factors are added or altered, the dynamics of spatial models often…
Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…
We present a novel variant of fictitious play dynamics combining classical fictitious play with Q-learning for stochastic games and analyze its convergence properties in two-player zero-sum stochastic games. Our dynamics involves players…
We present an approach to construct appropriate and efficient emulators for Hamiltonian flow maps. Intended future applications are long-term tracing of fast charged particles in accelerators and magnetic plasma confinement configurations.…
The Hamiltonian dynamics of the classical $\phi^4$ model on a two-dimensional square lattice is investigated by means of numerical simulations. The macroscopic observables are computed as time averages. The results clearly reveal the…
We develop a geometric framework for the exact integration of Hamiltonian systems based on triangular closure relations among a finite family of functions. Unlike Liouville-Arnold integrability and its noncommutative generalizations, the…
Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…
In this work we propose a method to perform optimization on manifolds. We assume to have an objective function $f$ defined on a manifold and think of it as the potential energy of a mechanical system. By adding a momentum-dependent kinetic…
This work presents a general geometric framework for simulating and learning the dynamics of Hamiltonian systems that are invariant under a Lie group of transformations. This means that a group of symmetries is known to act on the system…
We study online optimization methods for zero-sum games, a fundamental problem in adversarial learning in machine learning, economics, and many other domains. Traditional methods approximate Nash equilibria (NE) using either regret-based…
We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also…
A systematic framework for analyzing dynamical attributes of games has not been well-studied except for the special class of potential or near-potential games. In particular, the existing results have shortcomings in determining the…
Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…
We consider evolutionary dynamics for population games in which players have a continuum of strategies at their disposal. Models in this setting amount to infinite-dimensional differential equations evolving on the manifold of probability…
We provide a complete characterization for uniqueness of equilibria in unconstrained polymatrix games. We show that while uniqueness is natural for coordination and general polymatrix games, zero-sum games require that the dimension of the…
In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…