An impossibility theorem in game dynamics

J Milionis, C Papadimitriou… - Proceedings of the …, 2023 - National Acad Sciences
The Nash equilibrium—a combination of choices by the players of a game from which no
self-interested player would deviate—is the predominant solution concept in game theory …

On last-iterate convergence beyond zero-sum games

I Anagnostides, I Panageas, G Farina… - International …, 2022 - proceedings.mlr.press
Most existing results about last-iterate convergence of learning dynamics are limited to two-
player zero-sum games, and only apply under rigid assumptions about what dynamics the …

Dynamical analysis of the eip-1559 ethereum fee market

S Leonardos, B Monnot, D Reijsbergen… - Proceedings of the 3rd …, 2021 - dl.acm.org
Participation in permissionless blockchains results in competition over system resources,
which needs to be controlled with fees. Until recently, Ethereum's fee mechanism was …

Multi-agent performative prediction: From global stability and optimality to chaos

G Piliouras, FY Yu - Proceedings of the 24th ACM Conference on …, 2023 - dl.acm.org
The recent framework of performative prediction [Perdomo et al. 2020] is aimed at capturing
settings where predictions influence the outcome they want to predict. In this paper, we …

On risk and market sentiments driving financial share price dynamics

M Lampart, A Lampartová, G Orlando - Nonlinear Dynamics, 2023 - Springer
The goal is to investigate the dynamics of banks' share prices and related financials that
lead to potential disruptions to credit and the economy. We adopt a classic macroeconomic …

Dynamic security assessment of small-signal stability for power grids using windowed online Gaussian process

C Zhai, HD Nguyen, X Zong - IEEE Transactions on Automation …, 2022 - ieeexplore.ieee.org
The online small-signal stability assessment of electrical power grids is typically a
challenging problem due to uncertainties and parameter variations of power system …

A near-optimal high-probability swap-regret upper bound for multi-agent bandits in unknown general-sum games

Z Huang, J Pan - Uncertainty in Artificial Intelligence, 2023 - proceedings.mlr.press
In this paper, we study a multi-agent bandit problem in an unknown general-sum game
repeated for a number of rounds (ie, learning in a black-box game with bandit feedback) …

Complex dynamics in autobidding systems

R Paes Leme, G Piliouras, J Schneider… - Proceedings of the 25th …, 2024 - dl.acm.org
It has become the default in markets such as ad auctions for participants to bid in an auction
through automated bidding agents (autobidders) which adjust bids over time to satisfy return …

Memory loss can prevent chaos in games dynamics

J Bielawski, T Chotibut, F Falniowski… - … Journal of Nonlinear …, 2024 - pubs.aip.org
Recent studies have raised concerns on the inevitability of chaos in congestion games with
large learning rates. We further investigate this phenomenon by exploring the learning …

Scalable nested optimization for deep learning

JP Lorraine - 2024 - search.proquest.com
Gradient-based optimization has been critical to the success of machine learning, updating
a single set of parameters to minimize a single loss. A growing number of applications rely …