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.
We show for the first time, to our knowledge, that it is possible to reconcile in online learning in zero-sum games two seemingly contradictory objectives: vanishing time-average regret and non-vanishing step sizes. This phenomenon, that we coin fast and furious" learning in games, sets a new benchmark about what is possible both in max-min optimization as well as in multi-agent systems. Our analysis does not depend on introducing a carefully tailored dynamic. Instead we focus on the most well studied online dynamic, gradient descent. Similarly, we focus on the simplest textbook class of games, two-agent two-strategy zero-sum games, such as Matching Pennies. Even for this simplest of benchmarks the best known bound for total regret, prior to our work, was the trivial one of @math , which is immediately applicable even to a non-learning agent. Based on a tight understanding of the geometry of the non-equilibrating trajectories in the dual space we prove a regret bound of @math matching the well known optimal bound for adaptive step sizes in the online setting. This guarantee holds for all fixed step-sizes without having to know the time horizon in advance and adapt the fixed step-size accordingly. As a corollary, we establish that even with fixed learning rates the time-average of mixed strategies, utilities converge to their exact Nash equilibrium values.