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Family of chaotic maps from game theory
Journal article   Peer reviewed

Family of chaotic maps from game theory

Thiparat Chotibut, Fryderyk Falniowski, Michał Misiurewicz and Georgios Piliouras
Dynamical systems (London, England), Vol.36(1), pp.48-63
02/01/2021

Abstract

centre of mass Chaos congestion game interval maps multiplicative weights
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 b corresponding to a Nash equilibrium of such map f is usually repelling, it is globally Cesàro attracting on the diagonal, that is, for every . This solves a known open question whether there exists a 'natural' nontrivial smooth map other than with centres of mass of all periodic orbits coinciding. We also study the dependence of the dynamics on the two parameters.

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