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Markets as Pendulums: The Physics of Learning in Games

28 May 2019 at 11:00 AM - 12:30 PM

Room 303, Campus on 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.