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Abstract: Fast Convergence to Wardrop Equilibria by Adaptive Sampling Methods
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Fast Convergence to Wardrop Equilibria by Adaptive Sampling Methods
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<b>Simon Fischer, Berthold V&#246;cking and Harald R&#228;cke</b>
<p>

We study rerouting policies in a dynamic round-based variant of a well
known game theoretic traffic model due to Wardrop. Previous analyses
(mostly in the context of selfish routing) based on Wardrop's model
focus mostly on the static analysis of equilibria.  In this paper, we
ask the question whether the population of agents responsible for
routing the traffic can jointly <i>compute</i> or better 
<i>learn</i> a Wardrop equilibrium efficiently.  The rerouting policies
that we study are of the following kind.  In each round, each agent
samples an alternative routing path and compares the latency on this
path with its current latency. If the agent observes that it can
improve its latency then it switches with some probability depending
on the possible improvement to the better path.
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We can show various positive results based on a rerouting policy using
an adaptive sampling rule that implicitly amplifies paths that carry a
large amount of traffic in the Wardrop equilibrium. For general
asymmetric games, we show that a simple <i>replication protocol</i> in
which agents adopt strategies of more successful agents reaches a
certain kind of bicriteria equilibrium within a time bound that is
independent of the size and the structure of the network
but only depends on a parameter of the latency functions, that we call
the <i>relative slope</i>. For symmetric games, this result has an
intuitive interpretation: 
<i>Replication approximately satisfies almost everyone very quickly.</i>
</p><p>
In order to achieve convergence to a Wardrop equilibrium besides
replication one also needs an exploration component discovering
possibly unused strategies. We present a sampling based 
<i>replication-exploration protocol</i> and analyze its convergence time
for symmetric games.  For example, if the latency functions are
defined by positive polynomials in coefficient representation, the
convergence time is polynomial in the representation length of the
latency functions.  To the best of our knowledge, all previous results
on the speed of convergence towards Wardrop equilibria, even when
restricted to linear latency functions, were pseudopolynomial.
</p><p>
In addition to the upper bounds on the speed of convergence, we can
also present a lower bound demonstrating the necessity of adaptive
sampling by showing that static sampling methods result in a slowdown
that is exponential in the size of the network.  A further lower bound
illustrates that the relative slope is, in fact, the relevant
parameter that determines the speed of convergence.
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