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Price of Anarchy for Non-atomic Congestion Games with Stochastic Demands

Chenlan Wang(chenlan.wang***at***warwick.ac.uk)
Xuan Vinh Doan(X.Doan***at***warwick.ac.uk)
Bo Chen(B.Chen***at***warwick.ac.uk)

Abstract: We generalize the notions of user equilibrium and system optimum to non-atomic congestion games with stochastic demands. We establish upper bounds on the price of anarchy for three different settings of link cost functions and demand distributions, namely, (a) affine cost functions and general distributions, (b) polynomial cost functions and general positive-valued distributions, and (c) polynomial cost functions and the normal distributions. All the upper bounds are tight in some special cases, including the case of deterministic demands.

Keywords: price of anarchy, user equilibrium, system optimum, stochastic demand

Category 1: Applications -- OR and Management Sciences

Category 2: Applications -- OR and Management Sciences (Transportation )

Citation: Warwick Business School & Centre for Discrete Mathematics and its Applications (DIMAP), University of Warwick, CV4 7AL, UK, 10/2013

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Entry Submitted: 10/17/2013
Entry Accepted: 10/17/2013
Entry Last Modified: 10/17/2013

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