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Stochastic Congestion Games with Risk-Averse Players?
"... Abstract. Congestion games ignore the stochastic nature of resource delays and the risk-averse attitude of the players to uncertainty. To take these aspects into ac-count, we introduce two variants of atomic congestion games, one with stochas-tic players, where each player assigns load to her strate ..."
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Abstract. Congestion games ignore the stochastic nature of resource delays and the risk-averse attitude of the players to uncertainty. To take these aspects into ac-count, we introduce two variants of atomic congestion games, one with stochas-tic players, where each player assigns load to her strategy independently with a given probability, and another with stochastic edges, where the latency functions are random. In both variants, the players are risk-averse, and their individual cost is a player-specific quantile of their delay distribution. We focus on parallel-link networks and investigate how the main properties of such games depend on the risk attitude and on the participation probabilities of the players. In a nutshell, we prove that stochastic congestion games on parallel-links admit an efficiently computable pure Nash equilibrium if the players have either the same risk attitude or the same participation probabilities, and also admit a potential function if the players have the same risk attitude. On the negative side, we present examples of stochastic games with players of different risk attitudes that do not admit a poten-tial function. As for the inefficiency of equilibria, for parallel-link networks with linear delays, we prove that the Price of Anarchy is Θ(n), where n is the number of stochastic players, and may be unbounded, in case of stochastic edges. 1
Congestion Games with Distance-Based Strict Uncertainty
, 2014
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(Article begins on next page) The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters.