• 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