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Concurrent imitation dynamics in congestion games

 
: Ackermann, H.; Berenbrink, P.; Fischer, S.; Hoefer, M.

:

Distributed computing 29 (2016), No.2, pp.105-125
ISSN: 0178-2770
ISSN: 1432-0452
English
Journal Article
Fraunhofer ITWM ()

Abstract
Imitating successful behavior is a natural and frequently applied approach when facing complex decision problems. In this paper, we design protocols for distributed latency minimization in atomic congestion games based on imitation. We propose to study concurrent dynamics that emerge when each agent samples another agent and possibly imitates this agent's strategy if the anticipated latency gain is sufficiently large. Our focus is on convergence properties. We show convergence in a monotonic fashion to stable states, in which none of the agents can improve their latency by imitating others. As our main result, we show rapid convergence to approximate equilibria, in which only a small fraction of agents sustains a latency significantly above or below average. Imitation dynamics behave like an FPTAS, and the convergence time depends only logarithmically on the number of agents. Imitation processes cannot discover unused strategies, and strategies may become extinct with non-zero probability. For singleton games we show that the probability of this event occurring is negligible. Additionally, we prove that the social cost of a stable state reached by our dynamics is not much worse than an optimal state in singleton games with linear latency functions. We concentrate on the case of symmetric network congestion games, but our results do not use the network structure and continue to hold accordingly for general symmetric games. They even apply to asymmetric games when agents sample within the set of agents with the same strategy space. Finally, we discuss how the protocol can be extended such that, in the long run, dynamics converge to a pure Nash equilibrium.

: http://publica.fraunhofer.de/documents/N-302024.html