arxivmath.DScs.LGecon.TH2026-07-23
Natural Invariant Measures for Chaotic Game Dynamics: Finding Order in Chaos
Jakub Bielawski, Thiparat Chotibut, Fryderyk Falniowski, Michał Misiurewicz, Georgios Piliouras
We study the long-term behavior of the Multiplicative Weights Update (MWU) algorithm in game settings where learning dynamics frequently fail to converge to Nash equilibria and instead exhibit Li-Yorke chaos. While such chaos precludes the prediction of specific long-term strateg…