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8 Marzo, 2019 11:00
Sezione di Analisi

Stochastic atomic congestion games:  Price-of-Anarchy and convergence for large games

Roberto Cominetti, Universidad Adolfo Ibáñez
Sala del Consiglio 7° piano
Abstract

We consider atomic congestion games with stochastic demand in which each player participates in the game with probability p, and incurs no cost with probability 1-p. For congestion games with affine costs, we  provide a tight upper bound for the Price-of-Anarchy as a function of p, which is monotonically increasing  and converges to the well-known bound of 5/2 when p converges 1. On the other extreme, for p? 1/4 the bound is constant and equal to 4/3 independently of the game structure and the number of players. For general costs we also analyze the asymptotic convergence of such games when the number of players n grows  to infinity but the probability tends to zero as $p_n=\lambda/n$, in which case we establish the convergence towards a Poisson limit game. In a different approach where the weight of the players tend to zero, we find that the limit yields a Wardrop equilibrium for a corresponding nonatomic game.

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