Professor Georgios Piliouras (Singapore University of Technology and Design) will give the following three lectures on "Frontiers in Algorithmic Game Theory"
LUISS Viale Romania 32 00197 Roma Room 303
Monday May 27th, 2019, h16:00-17:30 Blockchain and Cryptocurrencies
Cryptocurrencies have shown to be reliable payment platforms and gathered immense interest in recent years. At their core, though, cryptocurrencies are simply decentralized ledgers: a network of participants who agree upon protocol rules that describe how the ledger can be update and maintain consensus among all participants. Even if no individual participant in the network can be trusted, a combination of cryptography and game-theoretic incentives ensures that the network as a whole is reliable and can be trusted. The aim of the tutorial is to provide an introduction to cryptocurrencies, outlining their structure and design with a focus on the game theoretic elements.
Tuesday May 28th, 2019, h11:00-12:30 Markets as Pendulums: The Physics of Learning in Games
We review a recent thread of papers that explores connections between adaptive learning dynamics in games and ideas in classical mechanics: E.g. When can we prove that learning behavior in a game is periodic? Is there a notion of energy that is being preserved? What are the laws of motion for markets? We will bring together notions from physics such as Poincaré recurrence, Hamiltonians and energy conservation with standard game theoretic notions of Nash and coarse correlated equilibria. No background in physics is expected and the talk will be self-contained.
Wednesday May 29th, 2019, h11:00-12:30 Onset of Chaos in Traffic Routing (and Beyond)
We study both theoretically and experimentally a standard theoretical benchmark of game theory, non-atomic routing games. Several learning dynamics are classically known to equilibrate in this setting due to its connection to convex optimization. Nevertheless, as we will show if we keep upping the total demand in these systems, then they go through phase transitions and become formally chaotic. We provide both theoretical and experimental evidence about the robustness of this phenomenon. A new vocabulary emerges to describe this behavior, such as formal definitions of chaos. We will examine this new terminology and give several examples to make these notions more intuitive. Finally, we will also uncover new regularities in these chaotic systems. What type of order is hidden within chaos?
******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY
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Marco Scarsini