On the Existence of Pure Strategy Nash Equilibria in Integer-Splittable Weighted Congestion Games

We study the existence of pure strategy Nash equilibria (PSNE) in integer–splittable weighted congestion games (ISWCGs), where agents can strategically assign different amounts of demand to different resources, but must distribute this demand in fixed-size parts. Such scenarios arise in a wide range of application domains, including job scheduling and network routing, where agents have to allocate multiple tasks and can assign a number of tasks to a particular selected resource. Specifically, in an ISWCG, an agent has a certain total demand (aka weight) that it needs to satisfy, and can do so by requesting one or more integer units of each resource from an element of a given collection of feasible subsets. Each resource is associated with a unit–cost function of its level of congestion; as such, the cost to an agent for using a particular resource is the product of the resource unit–cost and the number of units the agent requests.While general ISWCGs do not admit PSNE [(Rosenthal, 1973b)], the restricted subclass of these games with linear unit–cost functions has been shown to possess a potential function [(Meyers, 2006)], and hence, PSNE. However, the linearity of costs may not be necessary for the existence of equilibria in pure strategies. Thus, in this paper we prove that PSNE always exist for a larger class of convex and monotonically increasing unit–costs. On the other hand, our result is accompanied by a limiting assumption on the structure of agents’ strategy sets: specifically, each agent is associated with its set of accessible resources, and can distribute its demand across any subset of these resources.Importantly, we show that neither monotonicity nor convexity on its own guarantees this result. Moreover, we give a counterexample with monotone and semi–convex cost functions, thus distinguishing ISWCGs from the class of infinitely–splittable congestion games for which the conditions of monotonicity and semi–convexity have been shown to be sufficient for PSNE existence [(Rosen, 1965)]. Furthermore, we demonstrate that the finite improvement path property (FIP) does not hold for convex increasing ISWCGs. Thus, in contrast to the case with linear costs, a potential function argument cannot be used to prove our result. Instead, we provide a procedure that converges to an equilibrium from an arbitrary initial strategy profile, and in doing so show that ISWCGs with convex increasing unit–cost functions are weakly acyclic

Network flow problems and congestion games : complexity and approximation results

This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2006.Includes bibliographical references (p. 155-164).(cont.) We first address the complexity of finding an optimal minimum cost solution to a congestion game. We consider both network and general congestion games, and we examine several variants of the problem concerning the structure of the game and its associated cost functions. Many of the problem variants are NP-hard, though we do identify several versions of the games that are solvable in polynomial time. We then investigate existence and the price of anarchy of pure Nash equilibria in k-splittable congestion games with linear costs. A k-splittable congestion game is one in which each player may split its flow on at most k different paths. We identify conditions for the existence of equilibria by providing a series of potential functions. For the price of anarchy, we show an asymptotic lower bound of 2.4 for unweighted k-splittable congestion games and 2.401 for weighted k-splittable congestion games, and an upper bound of 2.618 in both cases.In this thesis we examine four network flow problems arising in the study of transportation, communication, and water networks. The first of these problems is the Integer Equal Flow problem, a network flow variant in which some arcs are restricted to carry equal amounts of flow. Our main contribution is that this problem is not approximable within a factor of 2n(1-epsilon]), for any fixed [epsilon] > 0, where n is the number of nodes in the graph. We extend this result to a number of variants on the size and structure of the arc sets. We next study the Pup Matching problem, a truck routing problem where two commodities ('pups') traversing an arc together in the network incur the arc cost only once. We propose a tighter integer programming formulation for this problem, and we address practical problems that arise with implementing such integer programming solutions. Additionally, we provide approximation and exact algorithms for special cases of the problem where the number of pups is fixed or the total cost in the network is bounded. Our final two problems are on the topic of congestion games, which were introduced in the area of communications networks.by Carol Meyers.Ph.D