DocumentCode
3693146
Title
Convergence of mirror descent dynamics in the routing game
Author
Walid Krichene;Syrine Krichene;Alexandre Bayen
Author_Institution
Department of Electrical Engineering and Computer Sciences at the University of California, Berkeley, 94720, USA
fYear
2015
fDate
7/1/2015 12:00:00 AM
Firstpage
569
Lastpage
574
Abstract
We consider a routing game played on a graph, in which different populations of drivers (or packet routers) iteratively make routing decisions and seek to minimize their delays. The Nash equilibria of the game are known to be the minimizers of a convex potential function, over the product of simplexes which represent the strategy spaces of the populations. We consider a class of population dynamics which only uses local loss information, and which can be interpreted as a mirror descent on the convex potential. We show that for vanishing, non-summable learning rates, mirror descent dynamics are guaranteed to converge to the set of Nash equilibria, and derive convergence rates as a function of the learning rate sequences of each population, and illustrate these results on numerical examples.
Keywords
"Sociology","Statistics","Convergence","Games","Routing","Mirrors","Convex functions"
Publisher
ieee
Conference_Titel
Control Conference (ECC), 2015 European
Type
conf
DOI
10.1109/ECC.2015.7330604
Filename
7330604
Link To Document