Search Results for author: Gerasimos Palaiopanos

Found 1 papers, 0 papers with code

Multiplicative Weights Update with Constant Step-Size in Congestion Games: Convergence, Limit Cycles and Chaos

no code implementations NeurIPS 2017 Gerasimos Palaiopanos, Ioannis Panageas, Georgios Piliouras

Interestingly, this convergence result does not carry over to the nearly homologous MWU variant where at each step the probability assigned to action $\gamma$ is multiplied by $(1 -\epsilon)^{C(\gamma)}$ even for the simplest case of two-agent, two-strategy load balancing games, where such dynamics can provably lead to limit cycles or even chaotic behavior.

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