Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userSignaling in Bayesian Network Congestion Games: the Subtle Power of Symmetry
128
0
0.0
(
0
)
Added by
Andrea Celli
Publication date
2020
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Network congestion games are a well-understood model of multi-agent strategic interactions. Despite their ubiquitous applications, it is not clear whether it is possible to design information structures to ameliorate the overall experience of the network users. We focus on Bayesian games with atomic players, where network vagaries are modeled via a (random) state of nature which determines the costs incurred by the players. A third-party entity---the sender---can observe the realized state of the network and exploit this additional information to send a signal to each player. A natural question is the following: is it possible for an informed sender to reduce the overall social cost via the strategic provision of information to players who update their beliefs rationally? The paper focuses on the problem of computing optimal ex ante persuasive signaling schemes, showing that symmetry is a crucial property for its solution. Indeed, we show that an optimal ex ante persuasive signaling scheme can be computed in polynomial time when players are symmetric and have affine cost functions. Moreover, the problem becomes NP-hard when players are asymmetric, even in non-Bayesian settings.
rate research
Read More
Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games (NCGs), the resources correspond to simple paths in a graph, e.g. representing routing options from a source to a target. In this paper, we introduce a variant of NCGs, referred to as dynamic NCGs: in this setting, players take transitions synchronously, they select their next transitions dynamically, and they are charged a cost that depends on the number of players simultaneously using the same transition. We study, from a complexity perspective, standard concepts of game theory in dynamic NCGs: social optima, Nash equilibria, and subgame perfect equilibria. Our contributions are the following: the existence of a strategy profile with social cost bounded by a constant is in PSPACE and NP-hard. (Pure) Nash equilibria always exist in dynamic NCGs; the existence of a Nash equilibrium with bounded cost can be decided in EXPSPACE, and computing a witnessing strategy profile can be done in doubly-exponential time. The existence of a subgame perfect equilibrium with bounded cost can be decided in 2EXPSPACE, and a witnessing strategy profile can be computed in triply-exponential time.
We consider the question of whether, and in what sense, Wardrop equilibria provide a good approximation for Nash equilibria in atomic unsplittable congestion games with a large number of small players. We examine two different definitions of small players. In the first setting, we consider games where each players weight is small. We prove that when the number of players goes to infinity and their weights to zero, the random flows in all (mixed) Nash equilibria for the finite games converge in distribution to the set of Wardrop equilibria of the corresponding nonatomic limit game. In the second setting, we consider an increasing number of players with a unit weight that participate in the game with a decreasingly small probability. In this case, the Nash equilibrium flows converge in total variation towards Poisson random variables whose expected values are Wardrop equilibria of a different nonatomic game with suitably-defined costs. The latter can be viewed as symmetric equilibria in a Poisson game in the sense of Myerson, establishing a plausible connection between the Wardrop model for routing games and the stochastic fluctuations observed in real traffic. In both settings we provide explicit approximation bounds, and we study the convergence of the price of anarchy. Beyond the case of congestion games, we prove a general result on the convergence of large games with random players towards Poisson games.
We consider an atomic congestion game in which each player participates in the game with an exogenous and known probability $p_{i}in[0,1]$, independently of everybody else, or stays out and incurs no cost. We first prove that the resulting game is potential. Then, we compute the parameterized price of anarchy to characterize the impact of demand uncertainty on the efficiency of selfish behavior. It turns out that the price of anarchy as a function of the maximum participation probability $p=max_{i} p_{i}$ is a nondecreasing function. The worst case is attained when players have the same participation probabilities $p_{i}equiv p$. For the case of affine costs, we provide an analytic expression for the parameterized price of anarchy as a function of $p$. This function is continuous on $(0,1]$, is equal to $4/3$ for $0<pleq 1/4$, and increases towards $5/2$ when $pto 1$. Our work can be interpreted as providing a continuous transition between the price of anarchy of nonatomic and atomic games, which are the extremes of the price of anarchy function we characterize. We show that these bounds are tight and are attained on routing games -- as opposed to general congestion games -- with purely linear costs (i.e., with no constant terms).
We consider a ubiquitous scenario in the Internet economy when individual decision-makers (henceforth, agents) both produce and consume information as they make strategic choices in an uncertain environment. This creates a three-way tradeoff between exploration (trying out insufficiently explored alternatives to help others in the future), exploitation (making optimal decisions given the information discovered by other agents), and incentives of the agents (who are myopically interested in exploitation, while preferring the others to explore). We posit a principal who controls the flow of information from agents that came before, and strives to coordinate the agents towards a socially optimal balance between exploration and exploitation, not using any monetary transfers. The goal is to design a recommendation policy for the principal which respects agents incentives and minimizes a suitable notion of regret. We extend prior work in this direction to allow the agents to interact with one another in a shared environment: at each time step, multiple agents arrive to play a Bayesian game, receive recommendations, choose their actions, receive their payoffs, and then leave the game forever. The agents now face two sources of uncertainty: the actions of the other agents and the parameters of the uncertain game environment. Our main contribution is to show that the principal can achieve constant regret when the utilities are deterministic (where the constant depends on the prior distribution, but not on the time horizon), and logarithmic regret when the utilities are stochastic. As a key technical tool, we introduce the concept of explorable actions, the actions which some incentive-compatible policy can recommend with non-zero probability. We show how the principal can identify (and explore) all explorable actions, and use the revealed information to perform optimally.
The fast-growing market of autonomous vehicles, unmanned aerial vehicles, and fleets in general necessitates the design of smart and automatic navigation systems considering the stochastic latency along different paths in the traffic network. The longstanding shortest path problem in a deterministic network, whose counterpart in a congestion game setting is Wardrop equilibrium, has been studied extensively, but it is well known that finding the notion of an optimal path is challenging in a traffic network with stochastic arc delays. In this work, we propose three classes of risk-averse equilibria for an atomic stochastic congestion game in its general form where the arc delay distributions are load dependent and not necessarily independent of each other. The three classes are risk-averse equilibrium (RAE), mean-variance equilibrium (MVE), and conditional value at risk level $alpha$ equilibrium (CVaR$_alpha$E) whose notions of risk-averse best responses are based on maximizing the probability of taking the shortest path, minimizing a linear combination of mean and variance of path delay, and minimizing the expected delay at a specified risky quantile of the delay distributions, respectively. We prove that for any finite stochastic atomic congestion game, the risk-averse, mean-variance, and CVaR$_alpha$ equilibria exist. We show that for risk-averse travelers, the Braess paradox may not occur to the extent presented originally since players do not necessarily travel along the shortest path in expectation, but they take the uncertainty of travel time into consideration as well. We show through some examples that the price of anarchy can be improved when players are risk-averse and travel according to one of the three classes of risk-averse equilibria rather than the Wardrop equilibrium.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
