Results 1 - 10
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25
Convergence to Approximate Nash Equilibria in Congestion Games
- In SODA ’07
, 2007
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Routing without regret: On convergence to nash equilibria of regret-minimizing algorithms in routing games
- In PODC
, 2006
"... Abstract There has been substantial work developing simple, efficient no-regret algorithms for a wideclass of repeated decision-making problems including online routing. These are adaptive strategies an individual can use that give strong guarantees on performance even in adversarially-changing envi ..."
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Cited by 58 (7 self)
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Abstract There has been substantial work developing simple, efficient no-regret algorithms for a wideclass of repeated decision-making problems including online routing. These are adaptive strategies an individual can use that give strong guarantees on performance even in adversarially-changing environments. There has also been substantial work on analyzing properties of Nash equilibria in routing games. In this paper, we consider the question: if each player in a rout-ing game uses a no-regret strategy, will behavior converge to a Nash equilibrium? In general games the answer to this question is known to be no in a strong sense, but routing games havesubstantially more structure. In this paper we show that in the Wardrop setting of multicommodity flow and infinitesimalagents, behavior will approach Nash equilibrium (formally, on most days, the cost of the flow will be close to the cost of the cheapest paths possible given that flow) at a rate that dependspolynomially on the players ' regret bounds and the maximum slope of any latency function. We also show that price-of-anarchy results may be applied to these approximate equilibria, and alsoconsider the finite-size (non-infinitesimal) load-balancing model of Azar [2].
Fast convergence to Wardrop equilibria by adaptive sampling methods
- IN PROC. 38TH ANN. ACM. SYMP. ON THEORY OF COMPUT. (STOC'06)
, 2006
"... 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 whethe ..."
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Cited by 48 (5 self)
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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
Distributed selfish load balancing
, 2006
"... Suppose that a set of m tasks are to be shared as equally as possible amongst a set of n resources. A game-theoretic mechanism to find a suitable allocation is to associate each task with a “selfish agent”, and require each agent to select a resource, with the cost of a resource being the number of ..."
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Cited by 40 (2 self)
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Suppose that a set of m tasks are to be shared as equally as possible amongst a set of n resources. A game-theoretic mechanism to find a suitable allocation is to associate each task with a “selfish agent”, and require each agent to select a resource, with the cost of a resource being the number of agents to select it. Agents would then be expected to migrate from overloaded to underloaded resources, until the allocation becomes balanced. Recent work has studied the question of how this can take place within a distributed setting in which agents migrate selfishly without any centralized control. In this paper we discuss a natural protocol for the agents which combines the following desirable features: It can be implemented in a strongly distributed setting, uses no central control, and has good convergence properties. For m ≫ n, the system becomes approximately balanced (an ǫ-Nash equilibrium) in expected time O(log log m). We show using a martingale technique that the process converges to a perfectly balanced allocation in expected time O(log log m + n 4). We also give a lower bound of Ω(max{loglog m, n}) for the convergence time.
REPLEX — Dynamic traffic engineering based on Wardrop routing policies
- In Proc. 2nd Conference on Future Networking Technologies (CoNext
, 2006
"... One major challenge in communication networks is the problem of dynamically distributing load in the presence of bursty and hard to predict changes in traffic demands. Current traffic engineering operates on time scales of several hours which is too slow to react to phenomena like flash crowds or BG ..."
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Cited by 37 (3 self)
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One major challenge in communication networks is the problem of dynamically distributing load in the presence of bursty and hard to predict changes in traffic demands. Current traffic engineering operates on time scales of several hours which is too slow to react to phenomena like flash crowds or BGP reroutes. One possible solution is to use load sensitive routing. Yet, interacting routing decisions at short time scales can lead to oscillations, which has prevented load sensitive routing from being deployed since the early experiences in Arpanet. However, recent theoretical results have devised a game theoretical re-routing policy that provably avoids such oscillation and in addition can be shown to converge quickly. In this paper we present REPLEX, a distributed dynamic traffic engineering algorithm based on this policy. Exploiting the fact that most underlying routing protocols support multiple equal-cost routes to a destination, it dynamically changes the proportion of traffic that is routed along each path. These proportions are carefully adapted utilising information from periodic measurements and, optionally, information exchanged between the routers about the traffic condition along the path. We evaluate the algorithm via simulations employing traffic loads that mimic actual Web traffic, i. e., bursty TCP traffic, and whose characteristics are consistent with self-similarity. The simulations quickly converge and do not exhibit significant oscillations on both artificial as well as real topologies, as can be expected from the theoretical results.
Convergence Time to Nash Equilibrium in Load Balancing
, 2001
"... We study the number of steps required to reach a pure Nash equilibrium in a load balancing scenario where each job behaves selfishly and attempts to migrate to a machine which will minimize its cost. We consider a variety of load balancing models, including identical, restricted, related and unrelat ..."
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Cited by 31 (3 self)
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We study the number of steps required to reach a pure Nash equilibrium in a load balancing scenario where each job behaves selfishly and attempts to migrate to a machine which will minimize its cost. We consider a variety of load balancing models, including identical, restricted, related and unrelated machines. Our results have a crucial dependence on the weights assigned to jobs. We consider arbitrary weights, integer weights, K distinct weights and identical (unit) weights. We look both at an arbitrary schedule (where the only restriction is that a job migrates to a machine which lowers its cost) and specific efficient schedulers (such as allowing the largest weight job to move first). A by product of our results is establishing a connection between the various scheduling models and the game theoretic notion of potential games. We show that load balancing in unrelated machines is a generalized ordinal potential game, load balancing in related machines is a weighted potential game, and load balancing in related machines and unit weight jobs is an exact potential game.
Multiplicative Updates Outperform Generic No-Regret . . .
, 2009
"... We study the outcome of natural learning algorithms in atomic congestion games. Atomic congestion games have a wide variety of equilibria often with vastly differing social costs. We show that in almost all such games, the wellknown multiplicative-weights learning algorithm results in convergence to ..."
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Cited by 29 (8 self)
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We study the outcome of natural learning algorithms in atomic congestion games. Atomic congestion games have a wide variety of equilibria often with vastly differing social costs. We show that in almost all such games, the wellknown multiplicative-weights learning algorithm results in convergence to pure equilibria. Our results show that natural learning behavior can avoid bad outcomes predicted by the price of anarchy in atomic congestion games such as the load-balancing game introduced by Koutsoupias and Papadimitriou, which has super-constant price of anarchy and has correlated equilibria that are exponentially worse than any mixed Nash equilibrium. Our results identify a set of mixed Nash equilibria that we call weakly stable equilibria. Our notion of weakly stable is defined game-theoretically, but we show that this property holds whenever a stability criterion from the theory of dynamical systems is satisfied. This allows us to show that in every congestion game, the distribution of play converges to the set of weakly stable equilibria. Pure Nash equilibria are weakly stable, and we show using techniques from algebraic geometry that the converse is true with probability 1 when congestion costs are selected at random independently on each edge (from any monotonically parametrized distribution). We further extend our results to show that players can use algorithms with different (sufficiently small) learning rates, i.e. they can trade off convergence speed and long term average regret differently.
Distributed algorithms for multicommodity flow problems via approximate steepest descent framework
- IN PROCEEDINGS OF THE ACM-SIAM SYMPOSIUM ON DISCRETE ALGORITHMS (SODA
, 2007
"... We consider solutions for distributed multicommodity flow problems, which are solved by multiple agents operating in a cooperative but uncoordinated manner. We show first distributed solutions that allow 1 + ǫ approximation and whose convergence time is essentially linear in the maximal path length, ..."
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Cited by 16 (5 self)
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We consider solutions for distributed multicommodity flow problems, which are solved by multiple agents operating in a cooperative but uncoordinated manner. We show first distributed solutions that allow 1 + ǫ approximation and whose convergence time is essentially linear in the maximal path length, and is independent of the number of commodities and the size of the graph. Our algorithms use a very natural approximate steepest descent framework, combined with a blocking flow technique to speed up the convergence in distributed and parallel environment. Previously known solutions that achieved comparable convergence time and approximation ratio required exponential computational and space overhead per agent.
Greedy distributed optimization of multi-commodity flows
- In PODC
, 2007
"... The multi-commodity flow problem is a classical combinatorial optimization problem that addresses a number of practically important issues of congestion and bandwidth management in connection-oriented network architectures. We consider solutions for distributed multi-commodity flow problems, which a ..."
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Cited by 12 (4 self)
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The multi-commodity flow problem is a classical combinatorial optimization problem that addresses a number of practically important issues of congestion and bandwidth management in connection-oriented network architectures. We consider solutions for distributed multi-commodity flow problems, which are solved by multiple agents operating in a cooperative but uncoordinated manner. We provide the first stateless greedy distributed algorithm for the concurrent multi-commodity flow problem with poly-logarithmic convergence. More precisely, our algorithm achieves 1+ɛ approximation, with running time O(log P·log O(1) m·(1/ɛ) O(1)) where P is the number of flow-paths in the network. No prior results exist for our model. Our algorithm is a reasonable alternative to existing polynomial sequential approximation algorithms, such as Garg-Könemann [17]. The algorithm is simple and can be easily implemented or taught in a classroom. Remarkably, our algorithm requires that the increase in the flow rate on a link is more aggressive than the decrease in the rate. Essentially all of the existing flow-control heuristics are variations of TCP, which uses a conservative cap on the increase (e.g., additive), and a rather liberal cap on the decrease (e.g., multiplicative). In contrast, our algorithm requires the increase to be multiplicative, and that this increase is dramatically more aggressive than the decrease.
