Markets as Pendulums: The Physics of Learning in Games

Tue, 05/28/2019 - 11:00 / 12:30

303, Viale Romania, 32

Speaker: Georgios Piliouras , Singapore University of Technology and Design

Abstract:

We review a recent thread of papers that explores connections between adaptive learning dynamics in gamesand 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 Poincar\'{e} 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.