Ex­po­nen­tial Idle Guides

On the Middle-Term Mod­el­ing of En­dgame The­or­ies and the Op­timal Pub­lic­a­tion Mul­ti­plier

Guide writ­ten by pa­cowoc. Con­tri­bu­tions from the Amaz­ing Com­munity.

Feel free to use the gloss­ary as needed.

In­tro­duc­tion #

The game fea­tures 8 the­or­ies each with its dis­tinct char­ac­ter­ist­ics and means of be­ha­vior. Al­though they seem wildly dif­fer­ent from each other visu­ally and nu­mer­ic­ally short-term, the gen­eral long-term concept of pur­chas­ing vari­ables of ex­po­nen­tially-higher prices to aid the main cur­rency’s near-ex­po­nen­tial pro­gress re­mains con­stant des­pite the dif­fer­ence of how they ac­tu­ally af­fect the growth of the the­or­ies they be­long to. There­fore, we can use a single model de­duced from the Cost and the Ef­fect of all the vari­ables used in a the­ory to ex­plain the long-term and middle-term be­ha­vior of a the­ory, and make mean­ing­ful con­clu­sions from the ob­served prop­er­ties of the model about the ori­ginal the­or­ies.

Re­quired Back­ground Know­ledge #

  1. High school level math­em­at­ics
  2. Asymp­totic Nota­tions
  3. The Concept of ODEs

How Vari­able Up­grades Work in the Long Term? #

Al­most every up­grade in the game fol­lows a Cost-Level re­la­tion of:

Cost=abLevel(11)

In which \(a>0\) and \(b>1\) are pre-de­term­ined con­stants. On the other hand, up­grades have two ways to de­term­ine the value of the vari­able:

Dir­ect Mul­ti­plic­a­tion: #

This type of up­grade has an identical equa­tion to the equa­tion men­tioned above, just with dif­fer­ent con­stants in the places of \(a\) and \(b\). It can be rep­res­en­ted as the ex­pres­sion be­low:

Value=cdLevel(12)

In which \(c>0\) and \(d>1\) are pre-de­term­ined con­stants.

Lemma 1.1 #

If we al­ways buy the \((L\in\mathbb{N})\)-th and latest up­grade of a “Dir­ect Mul­ti­plic­a­tion” vari­able \(u\), which in­dic­ates \(\rho = Cost(u,L)\). Then, the value of \(u\) and the peak value of its cur­rency \(\rho\) at the pur­chase fol­lows a re­la­tion de­scribed by \(u = K\rho^{r}\), in which \(K\in\mathbb{R}^+\) and \(r\in\mathbb{R}^+\), in which \(r\) only de­pends on the ex­po­nent part of the Cost and Value equa­tions.

Proof #

From (1-1) we have:

ρ=abL

Since \(a \neq 0\),

ρa=bL

Since \(b > 0\), log­ar­ithm with a base of \(b\) is defined,

logb(ρa)=L

Thus,

logb(ρ)logb(a)=L(13)

From (1-2) and (1-3) we have:

u=cdlogb(ρ)logb(a)=cdlogb(a)dlogb(ρ)=cdlogd(a)logd(b)dlogd(ρ)logd(b)=c(dlogd(a))1logd(b)(dlogd(ρ))1logd(b)=calogb(d)ρlogb(d)

We can see that \(r = lo­g_b(d)\) only de­pends on b and d.

Since \(b>1\) and \(d>1\), \(lo­g_b(d)>0\).

Since \(a>0\) and \(c>0\), \(\frac{c}{a^{lo­g_b(d)}}>0\).

There­fore, there ex­ists a pair of \(K\) and \(r\) that fits the con­di­tions.

Lemma 1.2 #

For a “Dir­ect Mul­ti­plic­a­tion” \(u\), there ex­ists \(r \in \mathbb{R}^+\) so that the value of \(u\) and the peak value of its cur­rency \(\rho\) meet the ex­pres­sion be­low:

u(ρ)Θ(ρr)

Proof #

Without loss of gen­er­al­ity, let’s sup­pose that we have pur­chased the \((L>0)\)-th up­grade of \(u\) and we are yet to pur­chase the\((L+1)\)-th up­grade. Thus, we have:

abLρ<abL+1

We can see the up­per bound as an ex­pres­sion of a vir­tual vari­able \(u’\), in which:

a=abc=cb=bd=d

Ac­cord­ing to Lemma 1.1, \(u\) and \(u’\) share the same ex­po­nent \(r\), let’s name the \(K\) for the two vari­ables \(K\) and \(K’\) re­spect­ively. Since \(b>1\), \(K’< K\), from Lemma 1.1 we have:

KρruKρr

Which is the defin­i­tion of:

u(ρ)Θ(ρr)

Step-wise: #

This type of vari­able fol­lows a rather un­ortho­dox path of pro­gres­sion, an ex­plain­a­tion of its mech­anic is ex­plained here. Let’s sup­pose there ex­ist a Step­wise vari­able \(v\) that has the fol­low­ing prop­er­ties:

  1. A cycle of \(v\) spans \(m>0\) levels.
  2. On the first cycle of \(v\), it in­creases by \(p>0\) per level.
  3. On each cycle, the amount of in­crease per level gets mul­ti­plied by \(q>1\).

Lemma 1.3 #

For each “Step­wise” vari­able \(v\), there ex­ist \((c_1, c_2) \in \mathbb{R}^+\) and \(d \in \mathbb{R}^+\) so that for any level \((L \in \mathbb{N} \ge m)\), the in­equal­ity be­low holds:

c1dLvLc2dL

Proof #

Without loss of gen­er­al­ity, let’s con­sider the \((k+1 \ge 2)\)-th cycle of \(v\), there­fore, the value of \(v\) after the \((0 < l \in \mathbb{N}\ \le m\))-th up­grade in the cycle is \(v_{mk+l}\): From the defin­i­tion of a Step­wise vari­able we have:

vmk+l=1q1p((m+l(q1))qkm)(14)

Since \(m\)>0,from (1-4) we have:

1q1p((m+l(q1))qkm)(15)<1q1p((m+l(q1))qk)=1q1mpqk(1+lm(q1))

Since \(0 \le \frac{l}{m} \le 1\) and \(q>1\),

1q1mpqk(1+lm(q1))<1q1mpqk(1+(q1))=1q1mpq(k+1)<1q1mpqqmk+lm=1q1mpq(q1m)mk+l

There­fore,

vmk+l<mpqq1(q1m)mk+l(16)

Since \(k>1\), \(q^{k-1}>1\), from (1-4) we have:

1q1p((m+l(q1))qkm)>1q1p((m+l(q1))qkqk1m)=1q1p(mqkmqk1+l(q1)qk)=1q1p(m(q1)qk1+l(q1)qk)=mpqk1(1+lmq)(17)

Since \(0 \le \frac{l}{m} \le 1) and (q>-1\), we can ap­ply Bernoul­li’s in­equal­ity to get:

1+lmq(1+q)lmmpqk1(1+lmq)mpqk1(1+q)lm>mpqk1qlm=mpq(q1m)mk+l

There­fore,

vmk+l>mpq(q1m)mk+l(18)

From (1-6) and (1-8) we have: $$\frac{mp}{q}(q^{\frac{1}{m}})^{mk+l} < v_{mk+l} < mp\frac{q}{q-1}(q^\frac{1}{m})^{mk+l}$$ Since \(mk+l = L\) in this case, $$\frac{mp}{q}(q^{\frac{1}{m}})^L < v_L < mp\frac{q}{q-1}(q^\frac{1}{m})^L$$ Ap­par­ently, \((\frac{mp}{q},\frac{mpq}{q-1}) \in \mathbb{R}^+\) and \(q^\frac{1}{m} \in \mathbb{R}^+\)

There­fore, there ex­ist \((c_1,c_2)\) and \(d\) that fit the con­di­tions.

Lemma 1.4 #

For a “Step-wise” vari­able \(v\), there ex­ists \(r \in \mathbb{R}^+\) so that the value of \(v\) and the peak value of its cur­rency \(\rho\) meet the ex­pres­sion be­low:

v(ρ)Θ(ρr)

Proof #

From Lemma 1.3 we have:

c1dLvLc2dL

We can see the up­per and lower bound as two vir­tual vari­ables, let’s call them \(v_1\) and \(v_2\).

v1vv2(19)

Since \(v_1\) and \(v_2\) are both “Dir­ect Mul­ti­plic­a­tion” vari­ables, we can ap­ply Lemma 1.2 on \(v_1\) and \(v_2\) and get:

v1Θ(ρr)v2Θ(ρr) (110)

In which \(r \in \mathbb{R}^+\). From (1-9), (1-10) and the defin­i­tion men­tioned in , we have:

v(ρ)Θ(ρr)

From Lemma 1.2 and Lemma 1.4 we can ob­tain an im­port­ant con­clu­sion:

Lemma 1.5 #

For any pur­chas­able vari­able \(v\), there ex­ists \(r \in \mathbb{R}^+\) so that the value of \(v\) and the peak value of its cur­rency \(\rho\) meet the ex­pres­sion be­low:

v(ρ)Θ(ρr)

How Vari­ables Propag­ate to­wards the Main Vari­able #

The­or­ies all have one or more cur­ren­cies, they are used to pur­chase vari­ables or in­ter­act with other cur­ren­cies. One shared fea­ture of the the­or­ies is that the cur­ren­cies they con­tain are either de­rived from a set of other vari­ables and cur­ren­cies via arith­metic op­er­a­tions, or that there is some key fea­tures in a the­ory that makes a few un-pur­chas­able vari­ables prac­tic­ally con­stant in the long term. (For ex­ample, the x,y and z in T8 due to Sol­arswap). There­fore, we can get the re­la­tion of a cer­tain cur­rency to the main cur­rency in the long term by factor­ing in the cur­ren­cies and vari­ables that con­trib­ute in the growth of that spe­cific cur­rency. We can gen­er­al­ize the growth of all but a few de­rived vari­ables or cur­ren­cies into.

dandt=f(a1,a2...,ρ)

In which \(\rho_i\) are any vari­able, if the right side of the equa­tion in­volves the vari­able it­self, the vari­able is called “self-in­flu­enced”.

Nor­mal Cases #

Lemma 2.1 #

For any De­rived Vari­able \(a\) with uni­form \(t\) ex­po­nents and is neither cyc­lic defined nor self-in­flu­enced, there ex­ists \((x,y) \in \mathbb{R}^+\) so that:

a(ρ,t)Θ(ρxty)

Proof #

Since all the \(t\) ex­po­nents of the con­trib­ut­ing vari­ables are identical as a pre­requis­ite of this Lemma, we only need to dis­cuss the ex­po­nents of the main cur­rency to ana­lyze the de­rived vari­able asymp­tot­ic­ally. Be­cause \(\frac{∂a}{∂t}\) is the res­ult of a series of Ad­di­tion and Mul­ti­plic­a­tion of the vari­ables, we can use the arithemic laws of poly­no­mial asymp­totic nota­tions.

  1. Mul­ti­plic­a­tion: \(\Theta(\rho^{r_1}) \cdot \Theta(\rho^{r_2}) → \Theta(\rho^{(r_1+r_2)})\)
  2. Ad­di­tion: \(\Theta(\rho^{r_1}) + \Theta(\rho^{r_2}) → \Theta(\rho^{max(r_1,r_2)})\)

From Lemma 1.5 and the clos­ure un­der ad­di­tion of \(\mathbb{R}^+\), there will al­ways ex­ist a dom­in­ant ex­po­nent \(x \in \mathbb{R}^+\) so that:

a(ρ,t)tΘ(ρxty)

In­teg­rate both sides with re­spect to t,

a=Θ(ρxty)t+C

There­fore,

aΘ(ρxty+1)

Since \(y \in \mathbb{R}^+\), \((y+1) \in \mathbb{R}^+\).

Cases with Self-In­ter­fer­ence #

We can de­term­ine the asymp­totic nota­tion of a vari­able of this kind by solv­ing a first or­der ODE, be­low is an ex­ample with the \(q\) vari­able in T4:

dqdt=8q1q2q+1

This is a clas­sic ex­ample of a self-in­flu­enced vari­able, for­tu­nately, the ODE is sep­ar­able:

(q+1)dq=8q1q2dt

In­teg­rate both sides,

q22+q=8q1q2t+C

As \(\rho\) ap­proaches in­fin­ity, we can see that \(q\) ap­proaches \(\sqrt{16q_1q_2t}\). We can then do the asymp­totic ana­lysis on the en­tire sys­tem nor­mally from here.

More Com­plic­ated Cases #

In more com­plic­ated cases such as the sys­tems that con­tain mul­tiple powers of \(t\) in the growth of a single vari­able, the dif­fer­en­tial equa­tion that cor­res­pounds to the main equa­tion of­ten fails to have a closed form solu­tion for us to ana­lyze. Com­mon meth­ods to ana­lyze such a sys­tem are:

  1. De­term­ine the strongest term by ex­per­i­ment and use the pre­vi­ous two meth­ods (which is how we ana­lyze T6, which has an in­tric­ate main equa­tion)
  2. Use Nu­mer­ical Meth­ods (which the The­ory Sim­u­lator in­cor­por­ates)
  3. Re­verse en­gin­eer the ex­po­nent of \(\rho\) of a spe­cific vari­able from the fi­nal De­cay Factor ex­per­i­ment­ally.

If we man­age to get everything sor­ted, we will get a power­ful con­clu­sion:

Lemma 2.2 #

For any the­ory sys­tem in which Lemma 2.1 can ap­ply fully on or can be ana­lyzed asymp­tot­ic­ally by other means, there ex­ists \((x,y) \in \mathbb{R}^+\) so that:

dρdtΘ(ρxty)

Fi­nally, the Model #

Here, we use the concept from Lemma 2.2, and factor in the mech­anic of pub­lic­a­tion. Since all the­or­ies have the pub­lic­a­tion mul­ti­plier in the form of:

Kρpubr(31)

In which \(K,r \in \mathbb{R}^+\), \(\rho_{pub}\) is the value of \(\rho\) at the last pub­lic­a­tion Since the pub­lic­a­tion mul­ti­plier is dir­ectly mul­ti­plied on the \(\rho\) gain of the the­ory, we can con­struct a model us­ing Lemma 2.2 and (3-1):

dρdt=Kρxtyρpubz(32)

In which \(K,x,y,z \in \mathbb{R}^+\) are con­stants.

How to De­duce the Op­timal Pub­lic­a­tion Mul­ti­plier in the En­dgame of a The­ory From the Model #

The­orem 1 #

For any the­ory sys­tem \(T\) that fits the ex­pres­sion be­low asymp­tot­ic­ally

dρdt=Kρxtyρpubz

the long-term mean Pub­lic­a­tion Mul­ti­plier of \( T\) when \(\rho → ∞\) is:

ez(y+1)1x

Proof #

dρdt=Kρxtyρpubz

This is a sep­ar­able dif­fer­en­tial equa­tion, after some re­arrange­ment we have:

ρxdρ=Ktyρpubzdt

In­teg­rate both sides,

ρxdρ=Ktyρpubzdt

Since \(Kt^{y}\rho^{z}_{pub}\) is a con­stant in a pub­lic­a­tion,

ρxdρ=Kρpubztydt

Eval­u­ate both In­teg­rals,

ρ1x1x=Kρpubzz+1ty+1+C

In an En­dgame situ­ation, \(t → ∞\), there­fore, \(C\) is ig­nor­able.

ρ1x1x=Kρpubzty+1

We solve the equa­tion to get:

ρ=(K(1x)ρpubzty+1)11x(33)

The goal of ours is to find the Pub­lic­a­tion Mul­ti­plier that gives the max­imum speed meas­ured in a log­ar­ithmic scale, which can be ex­pressed with the equa­tion be­low:

Speedln(ρ)ln(ρpub)t(34)

We sub­sti­tute (3-3) into (3-4) and get:

ln(ρ)ln(ρpub)t=ln((K(1x)ρpubzty+1)11x)ln(ρpub)t=ln(K(1x))+ln(ρpubz)+ln(ty+1)1xln(ρpub)t(35)

In the En­dgame, \(ln(K’(1-x))\) is ig­nor­able:

ln(K(1x))+ln(ρpubz)+ln(ty+1)1xln(ρpub)tln(ρpubz)+ln(ty+1)1xln(ρpub)t=(z1x1)lnρpub+y+11xln(t)t=x+z11xlnρpub1t+y+11xln(t)t(36)

We use dif­fer­en­ti­ation to find the max­imum of the ex­pres­sion above:

ddt(x+z11xlnρpub1t+y+11xln(t)t)=0x+z11xlnρpubddt1t+y+11xddtln(t)t=0x+z11xlnρpub(1t2)+y+11xddt1ttln(t)t2=0y+11x1ln(t)t2=x+z11xlnρpub1t2

Since \(t>0, x \neq 1\),

(y+1)(1ln(t))=(x+z1)lnρpub

Thus,

ln(t)=1x+z1y+1lnρpub(37)

The pub­lic­a­tion mul­ti­plier of the the­ory is:

r=(ρρpub)z

Since \(r>0\), we can take the nat­ural log­ar­ithm on both sides:

ln(r)=z(ln(ρ)ln(ρpub))ln(r)=zt(x+z11xlnρpub1t+y+11xln(t)t)=x+z11xlnρpub+y+11xln(t)(38)

Sub­sti­tute (3-7) into (3-8),

ln(r)=z(x+z11xlnρpub+y+11x(1x+z1y+1lnρpub))=z((x+z1)lnρpub+(y+1)(1x+z1y+1lnρpub)1x)=z((x+z1)lnρpub+(y+1)(x+z1)lnρpub1x)=z(y+1)1x(39)

From (3-9), we get:

r=ez(y+1)1x

Q.E.D.

The Ob­ser­va­tions We Can Get from The­orem 1 #

  1. The more time-sens­it­ive the the­ory is, which is re­flec­ted on a higher \(y\),the higher the pub­lic­a­tion mul­ti­plier will be.
  2. The lower the in­tra-pub­lic­a­tion de­cay, which is re­flec­ted on a higher \(x\), the longer the pub­lic­a­tion will be. If the in­tra-pub­lic­a­tion de­cay is neg­at­ive, which means the the­ory is di­ver­ging without any aid from pub­lic­a­tion and \(x>1\), the pub­lic­a­tion mul­ti­plier will fall be­low 1, mak­ing pub­lic­a­tion un-eco­nom­ical.
  3. In a bal­anced the­ory that is not sens­it­ive to time (All main the­or­ies ex­cept T2,4,6), the pub­lic­a­tion mul­ti­plier will be slightly lower than \(e\), the more severe the de­cay is, the lower it goes.

Ex­amples of an Ana­lysis #

This sec­tion will use the first two the­or­ies to ex­plain how you com­pute the op­timal pub­lic­a­tion mul­ti­plier of a the­ory solely from the in­form­a­tion about a the­ory sys­tem.

The­ory 1 #

The main equa­tion in the En­dgame is:

dρdt=q1q2(c11.15c2+c3ρ0.2+c4ρ0.3)

Us­ing Lemma 1.5, we can get:

q1,c1Θ(ρ0.1)q2,c2Θ(ρlog2)c3Θ(ρ29)c4Θ(ρ18)

Us­ing Lemma 2.2, we can see that the dom­in­ant term in the par­en­theses on the right is \(c_4\rho^{0.3}\), and the pub­lic­a­tion mul­ti­plier equa­tion of it is \(K\rho^{0.164}_{pub}\)

dρdtΘ(ρ0.3+0.125+0.1+log2t0ρpub0.164)

Ther­fore, \(x = 0.525+log2, y = 0, z = 0.164\)

Thus, from The­orem 1 we get:

r=e0.1640.475log22.5669

This is very close to the geo­met­ric mean of the res­ults of The­ory Sim­u­lator from e1000 to e1500.

The­ory 2 #

The main equa­tion is:

dρdt=(q1r1)1.15

This the­ory fea­tures four lay­ers of non-main equa­tions, all in the form of:

qn1=cnqn

or

rn1=dnrn

In which \(c_n\) and \(d_n\) are pur­chas­able vari­ables. Us­ing Lemma 1.5, we can get:

c1,d1Θ(ρ0.1)c2,d2Θ(ρ0.1)c3,d3Θ(ρlog210log3)c4,d4Θ(ρ0.05)

Us­ing Lemma 2.2, we can ana­lyze all the lay­ers and factor in the pub­lic­a­tion mul­ti­plier equa­tion of \(K\rho^{0.198}\)and get:

dρdtΘ(ρ1.152(0.1+0.1+log210log3+0.05)t9.2ρpub0.198)

There­fore, \(x \simeq 0.72011 , y = 9.2, z = 0.198\)

Thus, from The­orem 1 we get:

re0.19810.20.279891360.61

Which is close to the res­ults of The­ory Sim­u­lator without T2MC from e1000 to e1500. This be­ha­vior is ex­pec­ted since Coast­ing – The main concept of T2MC is not con­sidered at all in this ana­lysis.

Cred­its #

(The people be­low are not sor­ted)

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