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Fast convergence to Wardrop equilibria by adaptive sampling methods (2006)

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by Simon Fischer
Venue:in Proc. 38th Ann. ACM. Symp. on Theory of Comput. (STOC
Citations:28 - 6 self
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BibTeX

@INPROCEEDINGS{Fischer06fastconvergence,
    author = {Simon Fischer},
    title = {Fast convergence to Wardrop equilibria by adaptive sampling methods},
    booktitle = {in Proc. 38th Ann. ACM. Symp. on Theory of Comput. (STOC},
    year = {2006},
    pages = {653--662},
    publisher = {ACM}
}

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Abstract

We study rerouting policies in a dynamic round-based variant of a well known game theoretic traffic model due to Wardrop. Previous analyses (mostly in the context of selfish routing) based on Wardrop’s model focus mostly on the static analysis of equilibria. In this paper, we ask the question whether the population of agents responsible for routing the traffic can jointly compute or better learn a Wardrop equilibrium efficiently. The rerouting policies that we study are of the following kind. In each round, each agent samples an alternative routing path and compares the latency on this path with its current latency. If the agent observes that it can improve its latency then it switches with some probability depending on the possible improvement to the better path. We can show various positive results based on a rerouting policy using an adaptive sampling rule that implicitly amplifies paths that carry a large amount of traffic in the Wardrop equilibrium. For general asymmetric games, we show that a simple replication protocol in which agents adopt strategies of more successful agents reaches a certain kind of bicriteria equilibrium within a time bound that is independent of the size and the structure of the network but only depends on a parameter of the latency functions, that we call the relative slope. For symmetric games, this result has an intuitive interpretation: Replication approximately satisfies almost everyone very quickly. In order to achieve convergence to a Wardrop equilibrium besides replication one also needs an exploration component discovering possibly unused strategies. We present a

Citations

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2 The price of optimum in Stackelberg games - Kaporis, Politopoulou, et al. - 2005
2 How bad is selfish - Roughgarden, Tardos
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