Convergence to Equilibrium of Logit Dynamics for Strategic Games (1212.1884v2)

Abstract: We present the first general bounds on the mixing time of the Markov chain associated to the logit dynamics for wide classes of strategic games. The logit dynamics with inverse noise beta describes the behavior of a complex system whose individual components act selfishly and keep responding according to some partial ("noisy") knowledge of the system, where the capacity of the agent to know the system and compute her best move is measured by the inverse of the parameter beta. In particular, we prove nearly tight bounds for potential games and games with dominant strategies. Our results show that, for potential games, the mixing time is upper and lower bounded by an exponential in the inverse of the noise and in the maximum potential difference. Instead, for games with dominant strategies, the mixing time cannot grow arbitrarily with the inverse of the noise. Finally, we refine our analysis for a subclass of potential games called graphical coordination games, a class of games that have been previously studied in Physics and, more recently, in Computer Science in the context of diffusion of new technologies. We give evidence that the mixing time of the logit dynamics for these games strongly depends on the structure of the underlying graph. We prove that the mixing time of the logit dynamics for these games can be upper bounded by a function that is exponential in the cutwidth of the underlying graph and in the inverse of noise. Moreover, we consider two specific and popular network topologies, the clique and the ring. For games played on a clique we prove an almost matching lower bound on the mixing time of the logit dynamics that is exponential in the inverse of the noise and in the maximum potential difference, while for games played on a ring we prove that the time of convergence of the logit dynamics to its stationary distribution is significantly shorter.