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Average Case Performance of Replicator Dynamics in Potential Games via Computing Regions of Attraction
Conference proceeding

Average Case Performance of Replicator Dynamics in Potential Games via Computing Regions of Attraction

Ioannis Panageas, Georgios Piliouras and ACM
Proceedings of the 2016 ACM Conference on Economics and Computation, pp.703-720
ACM Conferences
EC '16: ACM Conference on Economics and Computation
21/07/2016

Abstract

Theory of computation -- Theory and algorithms for application domains -- Algorithmic game theory and mechanism design -- Convergence and learning in games Theory of computation -- Theory and algorithms for application domains -- Algorithmic game theory and mechanism design -- Solution concepts in game theory
What does it mean to fully understand the behavior of a network of adaptive agents? The golden standard typically is the behavior of learning dynamics in potential games, where many evolutionary dynamics, e.g., replicator dynamics, are known to converge to sets of equilibria. Even in such classic settings many questions remain unanswered. We examine issues such as: Point-wise convergence: Does the system always equilibrate, even in the presence of continuums of equilibria? Computing regions of attraction: Given point-wise convergence can we compute the region of asymptotic stability of each equilibrium (e.g., estimate its volume, geometry)? System invariants: Invariant functions remain constant along every system trajectory. This notion is orthogonal to the game theoretic concept of a potential function, which always strictly increases/decreases along system trajectories. Do dynamics in potential games exhibit invariant functions? If so, how many? How do these functions look like? Based on these geometric characterizations, we propose a novel quantitative framework for analyzing the efficiency of potential games with many equilibria. The predictions of different equilibria are weighted by their probability to arise under evolutionary dynamics given uniformly random initial conditions. This average case analysis is shown to offer novel insights in classic game theoretic challenges, including quantifying the risk dominance in stag-hunt games and allowing for more nuanced performance analysis in networked coordination and congestion games with large gaps between price of stability and price of anarchy. CCS Concepts: rTheory of computation! Solution concepts in game theory; Convergence and learning in games;
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https://doi.org/10.1145/2940716.2940784View
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