Existence, Convergence and Efficiency Analysis of Nash Equilibrium and Its Application to Traffic Networks
Lihua Xie School of Electrical and Electronic Engineering Nanyang Technological University, Singapore (Joint work with Xuehe Wang)
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Existence, Convergence and Efficiency Analysis of Nash Equilibrium - - PowerPoint PPT Presentation
Existence, Convergence and Efficiency Analysis of Nash Equilibrium and Its Application to Traffic Networks Lihua Xie School of Electrical and Electronic Engineering Nanyang Technological University, Singapore (Joint work with Xuehe Wang) 1
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0% 10% 20% 30% 40% 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Vehicle Road Population
Source: Land Transport Authority of Singapore
2012 2030 Increase Population 5.3 million 6.9 million ~30% Road 3,425 km 3,700 km ~8% Vehicle 0.97 million 1.2 million ~24%
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losses, wasteful energy consumption, and excessive air pollution
major urban areas
Relationship between economic losses and traffic congestions in key South- East Asian cities. World Resources Institute, World Resources 1996-97, 1997
traffic congestion amount to 0.5% of Community GDP (White Paper— European Transport Policy for 2010)
billion) due to traffic congestion (Business Times 2011)
economy more than GBP 4.3 billion a year (Centre for Economics and Business Research 2012)
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A control system to establish traffic regulations and their communications to the driver Sensor Actuator Plant Controller Noise Objective Component Illustration Plant Dynamics of traffic flows Sensor (1) Loop detectors (2) Pneumatic tube counter (3) Cameras Controller (1) Road price (2) Traffic signals (3) Variable-message sign Actuator Driver’s action and/or decision Noise (1) Demand variations (2) Accidents, raining, fog Objective (1) Minimization of travel delay and/or number of stops (optimized performance) (2) Boundedness of vehicle queues (stability)
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Alleviate traffic congestion by
peak hours
ERP gantry in Singapore
500 1000 1500 2000 2500 3000 3500 Time 00:00 Time 01:10 Time 02:20 Time 03:30 Time 04:40 Time 05:50 Time 07:00 Time 08:10 Time 09:20 Time 10:30 Time 11:40 Time 12:50 Time 14:00 Time 15:10 Time 16:20 Time 17:30 Time 18:40 Time 19:50 Time 21:00 Time 22:10 Time 23:20 Total Cost (x1000)
Effect of Road Pricing (ERP system)
before the ERP begins
begins
Anson Road in Singapore
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𝑜𝑓, 𝑡−𝑗 𝑜𝑓) is a Nash equilibrium
𝑜𝑓, 𝑡−𝑗 𝑜𝑓 = max 𝑡𝑗∈𝑆 𝑉𝑗 𝑡𝑗, 𝑡−𝑗 𝑜𝑓
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it chooses and the number of players choosing the same strategy/resource (R. Rosenthal, 1973).
𝑉𝑗 𝑡𝑗
1, 𝑡−𝑗 − 𝑉𝑗 𝑡𝑗 2, 𝑡−𝑗 = 𝛸 𝑡𝑗 1, 𝑡−𝑗 − 𝛸 𝑡𝑗 2, 𝑡−𝑗
Congestion game Potential Game Existence of Nash equilibrium (R. Rosenthal, 1973)
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response to the available information gathered over prior stages (D. Fudenberg et al, 1998).
broadcasted by government and/or obtained from other drivers through V2X
pattern Driver’s decision process (from J.R. Marden etc. 2009)
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strategy for binary strategies case in inventory games (D. Bauso et al, 2009).
strategy.
social cost and the marginal private cost (M. J. Beckmann, 1967; M. Smith, 1979;
different impacts of the pricing schemes on different users (M. Marchand, 1968; T. Tsekeris et al, 2009).
1999; T. Wongpiromsarn et al, 2012).
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Public transportation or private car and departure time?
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public transportation Utility due to congestion fixed utility Existence of Nash equilibrium
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Pre-decision information Post-decision information 𝛽(𝑙) ∈ (− 1 𝛦 (𝑙), 0), 𝛦(𝑙) = max𝑗(𝑀𝑗𝑗 𝑙 ) 𝑗, 𝑘 entry of Laplacian matrix Neighbor set
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Wang et al, Decentralized Dynamic Games for Large Population Stochastic Multi-Agent Systems,” IET Control Theory and Application, Vol. 9, No.3, pp. 503-510, Feb. 2015.
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Xiao et al, Average Strategy Fictitious Play with Application to Road Pricing, ACC 2013
𝑉𝑗(𝑡𝑗
1, 𝑡−𝑗) ≠ 𝑉𝑗(𝑡𝑗 2, 𝑡−𝑗)
maintain strategies
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Some sort of social optimal
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Fig .2 The relationship between traffic flow and travel time
Data fitting: 𝑢0 = 0.0998, 𝑛𝛽 = 3.977, 𝑟0 = 1357 Free-flow travel time: travel time at zero flow Practical capacity: the ow from which the travel time will increase very rapidly if the ow is further increased Positive parameter
Clementi Road (length 5.4 km)
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without price.
with price.
Overall utility without price: 95219 Overall utility with price: 96781
May still cause traffic congestion
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Spread out players’ strategies
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Percentage of players choosing resource j
vehicles on each choice with marginal cost
vehicles on each choice with price function with entropy term
Set 𝑥=200000
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Mode Value of Time (¢/min) Price sensitivities (min/¢) Car 4.0 0.25 Motorcycle 2.8 0.36 Taxi 5.1 0.20
Price sensitivities (from 2004 Stated Preference Survey)
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Social optimal flow: : Toll on each edge 𝑓
more player on link 𝑓
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Wang et al., Analysis of Price of Anarchy in Traffic Networks with Heterogeneous Price-sensitivity Populations, IEEE Transactions on Control System Technology, Vol. 23, No. 6, pp. 2227-2237, 2015.
1,
𝑠
2,
flow and that of the optimal flow:
network has linear latency functions
could be as much as 33% more congested than an optimal flow for unknown sensitivities. May be inefficient! POA: the smaller, the better
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Homogeneous players Same price sensitivity 𝛾 Marginal cost toll on each edge 𝑓 Nash flow Social optimal flow Scaled marginal cost toll on edge 𝑓 Goal: Heterogeneous players
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1 √𝛾𝑀𝛾𝑉
(Brown and Marden, 2014)
Wang et al., Analysis of Price of Anarchy in Traffic Networks with Heterogeneous Price-sensitivity Populations, IEEE Transactions on Control System Technology, Vol. 23, No. 6, pp. 2227-2237, 2015.
Distribution of 𝛾 satisfies certain conditions Distribution of 𝛾 doesn’t satisfy certain conditions 𝜈∗ such that POA>1 𝜈∗ = 1/𝛾𝑘 such that POA=1 At most one group 𝛾𝑘 chooses more than one routes At least two groups chooses more than
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Price sensitivities for each group (from 2004 Stated Preference Survey) Vehicle distribution (from Singapore land transport statistics in brief 2005) Group Price sensitivity(min/¢) Car 0.25 Motorcycle 0.36 Taxi 0.20 Bicycle Group Vehicle Distribution Car 0.7239 Motorcycle 0.1884 Taxi 0.0281 Bicycle 0.0596
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Singapore
𝑒𝑓=0.0932 𝑑𝑓=5.5409
5 10 15 20 25 30 35 40 45 50 10 20 30 40 50 60
traffic flow travel time (min) 𝑚𝑓=0.0932𝑔
𝑓+5.5409
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Social welfare increases POA deviates slightly from 1 at 𝜈∗ = 3.394
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Central Business District (CBD)
2 4 6 8 10 12 14 10 20 30 40 50 60
travel time (min) traffic flow
𝑒𝑓=0.0327 𝑑𝑓=1.4825 𝑚𝑓=0.0327𝑔
𝑓+1.4825
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POA reaches 1 at 𝜈∗ = 4 Social welfare increases
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strategy set 𝑇𝑗 (players in same origin- destination pair have the same strategy set) Congestion game: Nash equilibrium always exists May be inefficient
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Wang et al, Analysis of Price of Total Anarchy in Congestion Games via Smoothness Arguments, IEEE Tran. Control of Network Systems, to appear.
𝜁𝑈 → 0 as 𝑈 → ∞ Almost sure no-regret
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Almost sure no-regret property due to
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3, 1 3)-smooth game (G.
POTA ≤ almost surely, where 𝜁𝑈 → 0 as 𝑈 → ∞.
Lemma 4: For action profiles generated by best response with inertia and POTA ≤ almost surely, where 𝜐𝑈 → 0 as 𝑈 → ∞. Remark: By charging the road price , the upper bound of the POTA decreases compared to that without road price : Nonnegative constant to be designed
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𝑓 is known, pricing can be designed so that 𝑡𝑜𝑓=𝑡∗ and POTA → 1
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each route without price
route with designed road price
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(Cohda) (Kapsch)
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