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Fast convergence to Wardrop equilibria by adaptive sampling methods
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Source Annual ACM Symposium on Theory of Computing archive
Proceedings of the thirty-eighth annual ACM symposium on Theory of computing table of contents
Seattle, WA, USA
SESSION: Session 14B table of contents
Pages: 653 - 662  
Year of Publication: 2006
ISBN:1-59593-134-1
Authors
Simon Fischer  RWTH Aachen, Germany
Harald Räcke  Toyota Technological Institute, Chicago, IL
Berthold Vöcking  RWTH Aachen, Germany
Sponsors
SIGACT: ACM Special Interest Group on Algorithms and Computation Theory
ACM: Association for Computing Machinery
Publisher
ACM  New York, NY, USA
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ABSTRACT

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 sampling based replication-exploration protocol and analyze its convergence time for symmetric games. For example, if the latency functions are defined by positive polynomials in coefficient representation, the convergence time is polynomial in the representation length of the latency functions. To the best of our knowledge, all previous results on the speed of convergence towards Wardrop equilibria, even when restricted to linear latency functions, were pseudopolynomial.In addition to the upper bounds on the speed of convergence, we can also present a lower bound demonstrating the necessity of adaptive sampling by showing that static sampling methods result in a slowdown that is exponential in the size of the network. A further lower bound illustrates that the relative slope is, in fact, the relevant parameter that determines the speed of convergence.


REFERENCES

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Collaborative Colleagues:
Simon Fischer: colleagues
Harald Räcke: colleagues
Berthold Vöcking: colleagues