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Price of Anarchy for Non-atomic Congestion Games with Stochastic Demands

2013/10/17 by Chenlan Wang, Wang, Chenlan, Xuan Vinh Doan +3
Computer Science · Mathematics · #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC) #cs.GT #math.OC

paper · pdf · doi:10.48550/arxiv.1310.4874

31 pages

arxiv created 2013/10/17 · arxiv updated 2013/10/21

Abstract

We generalize the notions of user equilibrium and system optimum to non-atomic congestion games with stochastic demands. We establish upper bounds on the price of anarchy for three different settings of link cost functions and demand distributions, namely, (a) affine cost functions and general distributions, (b) polynomial cost functions and general positive-valued distributions, and (c) polynomial cost functions and the normal distributions. All the upper bounds are tight in some special cases, including the case of deterministic demands.

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