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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

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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
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
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:
DateEvent
December 2014Published
19 September 2014Available
14 August 2014Accepted
16 October 2013Submitted
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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