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Price of anarchy for non-atomic congestion games with stochastic demands
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Wang, Chenlan, Doan, Xuan Vinh and Chen, Bo (2014) Price of anarchy for non-atomic congestion games with stochastic demands. Transportation Research. Part B: Methodological, Volume 70 . pp. 90-111. doi:10.1016/j.trb.2014.08.009
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Official URL: http://dx.doi.org/10.1016/j.trb.2014.08.009
Abstract
We generalize the notions of user equilibrium, system optimum and price of anarchy to non-atomic congestion games with stochastic demands. In this generalized model, we extend the two bounding methods from Roughgarden and Tardos (2004) and Correa et al. (2008) to bound the price of anarchy, and compare the upper bounds we have obtained. Our results show that the price of anarchy depends not only on the class of cost functions but also demand distributions and, to some extent, the network topology. The upper bounds are tight in some special cases, including the case of deterministic demands.
| Item Type: | Journal Article | ||||||||||
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| Subjects: | H Social Sciences > HB Economic Theory | ||||||||||
| Divisions: | Faculty of Social Sciences > Warwick Business School > Operational Research & Management Sciences Faculty of Social Sciences > Warwick Business School |
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| Library of Congress Subject Headings (LCSH): | Equilibrium (Economics), Stochastic analysis | ||||||||||
| Journal or Publication Title: | Transportation Research. Part B: Methodological | ||||||||||
| Publisher: | Pergamon | ||||||||||
| ISSN: | 1879-2367 | ||||||||||
| Official Date: | December 2014 | ||||||||||
| Dates: |
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| Date of first compliant deposit: | 27 December 2015 | ||||||||||
| Volume: | Volume 70 | ||||||||||
| Number of Pages: | 22 | ||||||||||
| Page Range: | pp. 90-111 | ||||||||||
| DOI: | 10.1016/j.trb.2014.08.009 | ||||||||||
| Status: | Peer Reviewed | ||||||||||
| Publication Status: | Published | ||||||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||||||
| Funder: | Engineering and Physical Sciences Research Council (EPSRC) | ||||||||||
| Grant number: | EP/D063 191/1 (EPSRC) |
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