The route to chaos in routing games: When is price of anarchy too optimistic?

Thiparat Chotibut
Thiparat Chotibut
Fryderyk Falniowski
Fryderyk Falniowski
Michał Misiurewicz
Michał Misiurewicz

NIPS 2020, 2020.

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The algorithm for updating the probabilities that we focus on is the multiplicative weights update the ubiquitous learning algorithm widely employed in Machine Learning, optimization, and game theory

Abstract:

Routing games are amongst the most studied classes of games in game theory. Their most well-known property is that learning dynamics typically converge to equilibria implying approximately optimal performance (low Price of Anarchy). We perform a stress test for these classic results by studying the ubiquitous learning dynamics, Multiplica...More

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