We study a learning dynamic model of routing (congestion) games to explore how an increase in the total demand influences system performance. We focus on non-atomic routing games with two parallel edges of linear cost, where all agents evolve using Multiplicative Weights Updates with a fixed learning rate. Previous game-theoretic equilibrium analysis suggests that system performance is close to optimal in the large population limit, as seen by the Price of Anarchy reduction. In this work, however, we reveal a rather undesirable consequence of non-equilibrium phenomena driven by population increase. As the total demand rises, we prove that the learning dynamics unavoidably become non-equilibrating, typically chaotic. The Price of Anarchy predictions of near-optimal performance no longer apply. To the contrary, the time-average social cost may converge to its worst possible value in the large population limit. Every system has a carrying capacity, above which the dynamics is non-equilibrating. If the equilibrium flow is a symmetric @math split, the system exhibits one period-doubling bifurcation. A single periodic attractor of period two replaces the attracting fixed point when the demand exceeds the carrying capacity. In general, for asymmetric equilibrium flows, increasing the demand destabilizes the system, so that the system eventually becomes Li-Yorke chaotic with positive topological entropy. This demand-driven instability emerges from any pair of linear cost functions. Remarkably, in any non-equilibrating regime, the time-average flows on the edges converge exactly to the equilibrium flows, a property akin to no-regret learning in zero-sum games. Our results extend to any sequence of shrinking learning rates, e.g., @math , by allowing for a dynamically increasing population size.
Game dynamics as dynamical systems. Finally, put forward a program for linking game theory to topology of dynamical systems, specifically to Conley's fundamental theorem of dynamical systems @cite_45 . This approach shifts attention from Nash equilibria to a more general notion of recurrence, called chain recurrence. This notion generalizes both periodicity and Poincar ' e recurrence and as such can express the above results in a single framework. Whether and to what extent this framework will become useful depends on numerous factors, including the possibility of successfully incorporating it into a computational, experimental framework (see @cite_53 for a current approach). Note that our paper also attempts to form a bridge to the dynamical systems literature, especially to the richly developed theory of interval maps as well as to ergodic theory.
@cite_53 @cite_45
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We introduce -Rank, a principled evolutionary dynamics methodology for the evaluation and ranking of agents in large-scale multi-agent interactions, grounded in a novel dynamical game-theoretic solution concept called Markov-Conley chains (MCCs). The approach leverages continuous- and discrete-time evolutionary dynamical systems applied to empirical games, and scales tractably in the number of agents, the type of interactions, and the type of empirical games (symmetric and asymmetric). Current models are fundamentally limited in one or more of these dimensions and are not guaranteed to converge to the desired game-theoretic solution concept (typically the Nash equilibrium). -Rank provides a ranking over the set of agents under evaluation and provides insights into their strengths, weaknesses, and long-term dynamics. This is a consequence of the links we establish to the MCC solution concept when the underlying evolutionary model's ranking-intensity parameter, , is chosen to be large, which exactly forms the basis of -Rank. In contrast to the Nash equilibrium, which is a static concept based on fixed points, MCCs are a dynamical solution concept based on the Markov chain formalism, Conley's Fundamental Theorem of Dynamical Systems, and the core ingredients of dynamical systems: fixed points, recurrent sets, periodic orbits, and limit cycles. -Rank runs in polynomial time with respect to the total number of pure strategy profiles, whereas computing a Nash equilibrium for a general-sum game is known to be intractable. We introduce proofs that not only provide a unifying perspective of existing continuous- and discrete-time evolutionary evaluation models, but also reveal the formal underpinnings of the -Rank methodology. We empirically validate the method in several domains including AlphaGo, AlphaZero, MuJoCo Soccer, and Poker. We initiate the study of game dynamics in the Sum Basic Network Creation Game, which was recently introduced by [SPAA'10]. In this game players are associated to vertices in a graph and are allowed to "swap" edges, that is to remove an incident edge and insert a new incident edge. By performing such moves, every player tries to minimize her connection cost, which is the sum of distances to all other vertices. When played on a tree, we prove that this game admits an ordinal potential function, which implies guaranteed convergence to a pure Nash Equilibrium. We show a cubic upper bound on the number of steps needed for any improving response dynamic to converge to a stable tree and propose and analyse a best response dynamic, where the players having the highest cost are allowed to move. For this dynamic we show an almost tight linear upper bound for the convergence speed. Furthermore, we contrast these positive results by showing that, when played on general graphs, this game allows best response cycles. This implies that there cannot exist an ordinal potential function and that fundamentally different techniques are required for analysing this case. For computing a best response we show a similar contrast: On the one hand we give a linear-time algorithm for computing a best response on trees even if players are allowed to swap multiple edges at a time. On the other hand we prove that this task is NP-hard even on simple general graphs, if more than one edge can be swapped at a time. The latter addresses a proposal by . Bottleneck congestion games properly model the properties of many real-world network routing applications. They are known to possess strong equilibria—a strengthening of Nash equilibrium to resilience against coalitional deviations. In this paper, we study the computational complexity of pure Nash and strong equilibria in these games. We provide a generic centralized algorithm to compute strong equilibria, which has polynomial running time for many interesting classes of games such as, e.g., matroid or single-commodity bottleneck congestion games. In addition, we examine the more demanding goal to reach equilibria in polynomial time using natural improvement dynamics. Using unilateral improvement dynamics in matroid games pure Nash equilibria can be reached efficiently. In contrast, computing even a single coalitional improvement move in matroid and single-commodity games is strongly NP-hard. In addition, we establish a variety of hardness results and lower bounds regarding the duration of unilateral and coalitional improvement dynamics. They continue to hold even for convergence to approximate equilibria. Game theory has been used for decades in fields of science such as economics and biology, but recently it was used to model routing and packet forwarding in wireless ad-hoc and sensor networks. However, the clustering problem, related to self-organization of nodes into large groups, has not been studied under this framework. In this work our objective is to provide a game theoretical modeling of clustering for ad-hoc and sensor networks. The analysis is based on a non-cooperative game approach where each sensor behaves selfishly in order to conserve its energy and thus maximize its lifespan. We prove the Nash Equilibria of the game for pure and mixed strategies, the expected payoffs and the price of anarchy corresponding to these equilibria. Then, we use this analysis to formulate a clustering mechanism (which we called Clustered Routing for Selfish Sensors--CROSS), that can be applied to sensor networks in practice. Comparing this mechanism to a popular clustering technique, we show via simulations that CROSS achieves a performance similar to that of a very popular clustering algorithm.