On the Impact of Combinatorial Structure on Congestion Games - - PowerPoint PPT Presentation

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On the Impact of Combinatorial Structure on Congestion Games - - PowerPoint PPT Presentation

Introduction Properties of improvement sequences Complexity of computing equilibria On the Impact of Combinatorial Structure on Congestion Games Berthold V ocking joint work with Heiner Ackermann and Heiko R oglin Department of Computer


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Introduction Properties of improvement sequences Complexity of computing equilibria

On the Impact of Combinatorial Structure

  • n Congestion Games

Berthold V¨

  • cking

joint work with Heiner Ackermann and Heiko R¨

  • glin

Department of Computer Science RWTH Aachen

Bertionro 2006

Berthold V¨

  • cking

... Combinatorial Structure ... Congestion Games

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Introduction Properties of improvement sequences Complexity of computing equilibria

Congestion Games - Def

Congestion game is a tuple Γ = (N, R, (Σi)i∈N , (dr)r∈R) with N = {1, . . . , n}, set of players R = {1, . . . , m}, set of resources Σi ⊆ 2[m], strategy space of player i dr : {1, . . . , n} → R, delay function or resource r For any state S = (S1, . . . , Sn) ∈ Σ1 × · · · Σn nr = number of players with r ∈ Si dr(nr) = delay of resource r δi(S) =

r∈Si dr(nr) = delay of player i

S is Nash equilibrium if no player can unilaterally decrease its delay.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

Given a directed graph G = (V , E) with delay functions de : {1, . . . , n} → N, e ∈ E. Player i wants to allocate a path of minimal delay between a source si and a target ti.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

Given a directed graph G = (V , E) with delay functions de : {1, . . . , n} → N, e ∈ E. Player i wants to allocate a path of minimal delay between a source si and a target ti.

1,2,9 4,5,6 1,2,3 1,9,9 7,8,9

s t

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

Given a directed graph G = (V , E) with delay functions de : {1, . . . , n} → N, e ∈ E. Player i wants to allocate a path of minimal delay between a source si and a target ti.

1,2,9 4,5,6 1,2,3 1,9,9 7,8,9

s t

Game is called symmetric if all players have the same source/target pair.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

A sequence of (best reply) improvement steps: First step ...

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

A sequence of (best reply) improvement steps: First step ...

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

... second step ...

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

... second step ...

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

... third step ...

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

... third step ...

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

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Introduction Properties of improvement sequences Complexity of computing equilibria

Example: Network (Path) Congestion Games

... third step ...

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t

1,1 3,3 0,99 0,0 1,1 0,2 6,6 1,1

s t Nash equilibrium – stop!

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Introduction Properties of improvement sequences Complexity of computing equilibria

The transition graph

Definition The transisition graph of a congestion game Γ contains a node for every state S and a directed edge (S, S ′) if S′ can be reached from S by the improvement step of a single player. The best reply transisiton graph contains only edges for best reply improvement steps. The sinks of the (best reply) transition graph corresponds to the Nash equilibria of Γ.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Questions

Does every congestion posses a Nash equilibrium?

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Introduction Properties of improvement sequences Complexity of computing equilibria

Questions

Does every congestion posses a Nash equilibrium? Yes! – The transisition graph has at least one sink.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Questions

Does every congestion posses a Nash equilibrium? Yes! – The transisition graph has at least one sink. Does any sequence of improvement steps reach a Nash equilibrium?

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Introduction Properties of improvement sequences Complexity of computing equilibria

Questions

Does every congestion posses a Nash equilibrium? Yes! – The transisition graph has at least one sink. Does any sequence of improvement steps reach a Nash equilibrium? Yes! – The transition graph does not contain cycles.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Questions

Does every congestion posses a Nash equilibrium? Yes! – The transisition graph has at least one sink. Does any sequence of improvement steps reach a Nash equilibrium? Yes! – The transition graph does not contain cycles. How many steps are needed to reach a Nash equilibrium?

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Introduction Properties of improvement sequences Complexity of computing equilibria

Questions

Does every congestion posses a Nash equilibrium? Yes! – The transisition graph has at least one sink. Does any sequence of improvement steps reach a Nash equilibrium? Yes! – The transition graph does not contain cycles. How many steps are needed to reach a Nash equilibrium? It depends on the combinatorial structure of the underlying optimization problem.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Questions

Does every congestion posses a Nash equilibrium? Yes! – The transisition graph has at least one sink. Does any sequence of improvement steps reach a Nash equilibrium? Yes! – The transition graph does not contain cycles. How many steps are needed to reach a Nash equilibrium? It depends on the combinatorial structure of the underlying optimization problem. What is the complexity of computing Nash equilibria in congestion games?

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Introduction Properties of improvement sequences Complexity of computing equilibria

Questions

Does every congestion posses a Nash equilibrium? Yes! – The transisition graph has at least one sink. Does any sequence of improvement steps reach a Nash equilibrium? Yes! – The transition graph does not contain cycles. How many steps are needed to reach a Nash equilibrium? It depends on the combinatorial structure of the underlying optimization problem. What is the complexity of computing Nash equilibria in congestion games? We will see ...

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Introduction Properties of improvement sequences Complexity of computing equilibria

Finite Improvement Property

Proposition (Rosenthal 1973) For every congestion game, every sequence of improvement steps is finite.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Finite Improvement Property

Proposition (Rosenthal 1973) For every congestion game, every sequence of improvement steps is finite. The proposition follows by a nice potential function argument. Rosenthal’s potential function is defined by φ(S) =

  • r∈R

nr(S)

  • i=1

dr(i) .

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Introduction Properties of improvement sequences Complexity of computing equilibria

Finite Improvement Property

Proposition (Rosenthal 1973) For every congestion game, every sequence of improvement steps is finite. The proposition follows by a nice potential function argument. Rosenthal’s potential function is defined by φ(S) =

  • r∈R

nr(S)

  • i=1

dr(i) . If a single player decreases its latency by ∆ then also the potential decreases by ∆.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Fast convergence for singleton congestion games

Theorem (Ieong, McGrew, Nudelman, Shoham, Sun, 2005) In singleton congestion games, all improvement sequences have length O(n2m).

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Introduction Properties of improvement sequences Complexity of computing equilibria

Fast convergence for singleton congestion games

Theorem (Ieong, McGrew, Nudelman, Shoham, Sun, 2005) In singleton congestion games, all improvement sequences have length O(n2m). Question: Which combinatorial property of the players’ strategy spaces guarantees a polynomial upper bound on the length of improvement sequences?

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Introduction Properties of improvement sequences Complexity of computing equilibria

Fast convergence for singleton congestion games

Theorem (Ieong, McGrew, Nudelman, Shoham, Sun, 2005) In singleton congestion games, all improvement sequences have length O(n2m). Question: Which combinatorial property of the players’ strategy spaces guarantees a polynomial upper bound on the length of improvement sequences?

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Introduction Properties of improvement sequences Complexity of computing equilibria

Matroid Congestion Games

Def: Matroid congestion games A game Γ is called matroid congestion game if, for every i ∈ N, Σi is the bases of a matroid over R. All strategies of a player have the same cardinaility, which corresponds to the rank of the player’s matroid. The rank of the game, rk(Γ), is defined to be the maximum matroid rank over all players.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Matroid Congestion Games

Def: Matroid congestion games A game Γ is called matroid congestion game if, for every i ∈ N, Σi is the bases of a matroid over R. All strategies of a player have the same cardinaility, which corresponds to the rank of the player’s matroid. The rank of the game, rk(Γ), is defined to be the maximum matroid rank over all players. Theorem (Ackermann, R¨

  • glin, V., 2006)

In a matroid game Γ, all best response improvement sequences have length O(n2 m rk(Γ)).

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Introduction Properties of improvement sequences Complexity of computing equilibria

Matroid Congestion Games: Proof of Fast Convergence

Sort delay values dr(i), for r ∈ R and 1 ≤ k ≤ n, in non-decreasing order.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Matroid Congestion Games: Proof of Fast Convergence

Sort delay values dr(i), for r ∈ R and 1 ≤ k ≤ n, in non-decreasing order. Define alternative delay functions: ¯ dr(k) := rank of dr(k) in sorted list.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Matroid Congestion Games: Proof of Fast Convergence

Sort delay values dr(i), for r ∈ R and 1 ≤ k ≤ n, in non-decreasing order. Define alternative delay functions: ¯ dr(k) := rank of dr(k) in sorted list. Lemma: Let S be a state of the game. Let S ′ be the state obtained from S after a best response of player i. Then ¯ δi(S′) < ¯ δi(S).

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Introduction Properties of improvement sequences Complexity of computing equilibria

Matroid Congestion Games: Proof of Fast Convergence

Sort delay values dr(i), for r ∈ R and 1 ≤ k ≤ n, in non-decreasing order. Define alternative delay functions: ¯ dr(k) := rank of dr(k) in sorted list. Lemma: Let S be a state of the game. Let S ′ be the state obtained from S after a best response of player i. Then ¯ δi(S′) < ¯ δi(S). Consequence: Rosenthal’s potential function yields an upper bound

  • f n2 m rk(Γ) on the length of a best response sequence as

¯ φ(S) =

  • r∈R

nr(S)

  • k=1

¯ dr(k) ≤

  • r∈R

nr(S)

  • k=1

n m ≤ n2 m rk(Γ) .

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Introduction Properties of improvement sequences Complexity of computing equilibria

Fast Convergence beyond the Matroid Property?

Theorem (Ackermann, R¨

  • glin, V., 2006)

Let S be any inclusion-free non-matroid set system. Then, for every n, there exists a 4n-player congestion game with the following properties: the strategy space of each player is isomorph to S, the delay functions are non-negative and non-decreasing, and there is a best response sequence of length 2n.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Fast Convergence beyond the Matroid Property?

Theorem (Ackermann, R¨

  • glin, V., 2006)

Let S be any inclusion-free non-matroid set system. Then, for every n, there exists a 4n-player congestion game with the following properties: the strategy space of each player is isomorph to S, the delay functions are non-negative and non-decreasing, and there is a best response sequence of length 2n. Corollary The matroid property is the maximal property on the individual players’ strategy spaces that guarantees polynomial convergence.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Proof Idea for Exponential Convergence

Because of the non-matroid property of instance I, one can show: 1-2-exchange property There exists three resources a, b, and c with the property that, if the weights of the other resources are set appropriately, an optimal solution of I contains a but not b and c if wa < wb + wc, and b and c but not a if wa > wb + wc.

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Proof Idea for Exponential Convergence

Because of the non-matroid property of instance I, one can show: 1-2-exchange property There exists three resources a, b, and c with the property that, if the weights of the other resources are set appropriately, an optimal solution of I contains a but not b and c if wa < wb + wc, and b and c but not a if wa > wb + wc. Using this property one can interweave the strategy spaces in form

  • f a counter that yields a best response sequence of length 2n.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Further results on the length of best response paths

Fabrikant, Papadimitriou, Talwar, 2004 There are instances of network congestion games that have initial states for which all improvement sequences have exponential length. Proof technique: PLS-reduction (to be explained next ...)

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Introduction Properties of improvement sequences Complexity of computing equilibria

Further results on the length of best response paths

Fabrikant, Papadimitriou, Talwar, 2004 There are instances of network congestion games that have initial states for which all improvement sequences have exponential length. Proof technique: PLS-reduction (to be explained next ...) Ackermann, R¨

  • glin, V., 2006

Dito for symmetric network congestion games, although Nash equi- libria can be found in polynomial time. Proof technique: embedding of asymmetric network games into symmetric network games

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Introduction Properties of improvement sequences Complexity of computing equilibria

The relationship to local search

Rosenthal’s potential function allows to interprete congestion games as local search problems: Nash equilibria are local optima wrt potential function.

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Introduction Properties of improvement sequences Complexity of computing equilibria

The relationship to local search

Rosenthal’s potential function allows to interprete congestion games as local search problems: Nash equilibria are local optima wrt potential function. How difficult is it to compute local optima?

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Introduction Properties of improvement sequences Complexity of computing equilibria

The complexity class PLS

PLS (Polynomial Local Search) PLS contains optimization problems with a specified neighborhood relationship Γ. It is required that there is a poly-time algorithm that, given any solution s, computes a solution in Γ(s) with better objective value, or certifies that s is a local optimum.

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Introduction Properties of improvement sequences Complexity of computing equilibria

The complexity class PLS

PLS (Polynomial Local Search) PLS contains optimization problems with a specified neighborhood relationship Γ. It is required that there is a poly-time algorithm that, given any solution s, computes a solution in Γ(s) with better objective value, or certifies that s is a local optimum. Examples: FLIP (circuit evaluation with Flip-neighborhood) Max-Sat with Flip-neighborhood Max-Cut with Flip-neighborhood TSP with 2-Opt-neighorbood Congestion games wrt improvement steps

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Introduction Properties of improvement sequences Complexity of computing equilibria

The complexity class PLS

PLS reductions Given two PLS problems Π1 and Π2 find a mapping from the in- stances of Π1 to the instances of Π2 such that the mapping can be computed in polynomial time, the local optima of Π1 are mapped to local optima of Π2, and given any local optimaum of Π2, one can construct a local

  • ptimium of Π1 in polynomial time.

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Introduction Properties of improvement sequences Complexity of computing equilibria

The complexity class PLS

PLS reductions Given two PLS problems Π1 and Π2 find a mapping from the in- stances of Π1 to the instances of Π2 such that the mapping can be computed in polynomial time, the local optima of Π1 are mapped to local optima of Π2, and given any local optimaum of Π2, one can construct a local

  • ptimium of Π1 in polynomial time.

Examples for PLS-complete problem: FLIP (via a master reduction) Max-Sat and POS-NAE-SAT Max-Cut

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Introduction Properties of improvement sequences Complexity of computing equilibria

Complexity of congestion games

Known Results network games general games symmetric ∃ poly-time Algo PLS-complete asymmetric PLS-complete PLS-complete [Fabrikant, Papadimitriou, Talwar 2004]

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Introduction Properties of improvement sequences Complexity of computing equilibria

Complexity of congestion games

New Results It is PLS-complete to compute Nash equilibria for the following classes of congestion games: threshold congestion games with linear latency functions network congestion games with linear latency functions undirected network congestion games with linear latency functions congestion games for overlay network design with linear latency functions market sharing games

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Introduction Properties of improvement sequences Complexity of computing equilibria

Complexity of threshold games

Threshold congestion games: R = Rin ˙ ∪ Rout. Every player i has two strategies in: an arbitrary subset Si ⊆ Rin

  • ut: a subset S′

i = {ri} for a unique resource ri ∈ Rout with

a fixed delay, the so-called threshold ti.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Complexity of threshold games

Threshold congestion games: R = Rin ˙ ∪ Rout. Every player i has two strategies in: an arbitrary subset Si ⊆ Rin

  • ut: a subset S′

i = {ri} for a unique resource ri ∈ Rout with

a fixed delay, the so-called threshold ti. Quadratic threshold games: Each resource in Rin is contained in the strategy of two players.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Complexity of threshold games

Threshold congestion games: R = Rin ˙ ∪ Rout. Every player i has two strategies in: an arbitrary subset Si ⊆ Rin

  • ut: a subset S′

i = {ri} for a unique resource ri ∈ Rout with

a fixed delay, the so-called threshold ti. Quadratic threshold games: Each resource in Rin is contained in the strategy of two players. Theorem (Ackermann, R¨

  • glin, V., 2006)

Quadratic threshold games are PLS-complete.

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Introduction Properties of improvement sequences Complexity of computing equilibria

Reduction from Max-Cut to quadratic threshold games

Max-Cut as “party affiliation game” Nodes correpond to players. The strategies of a node are left: choose the left hand side of the cut right: choose the right hand side of the cut The costs for these strategies are left: sum of the weights of the incident edges to the left right: sum of the weights of the indident edges to the right

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Introduction Properties of improvement sequences Complexity of computing equilibria

Reduction from Max-Cut to quadratic threshold games

Max-Cut as “party affiliation game” Nodes correpond to players. The strategies of a node are left: choose the left hand side of the cut right: choose the right hand side of the cut The costs for these strategies are left: sum of the weights of the incident edges to the left right: sum of the weights of the indident edges to the right Alternative definition of the costs left: sum of the weights of the incident edges to the left right: half of the weight of all indident edges Alternative costs do not change the preferences!

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Introduction Properties of improvement sequences Complexity of computing equilibria

Reduction from Max-Cut to quadratic threshold games

Max-Cut as a quadratic threshhold game Nodes correpond to players, edges to resources in Rin. The strategies of a node are either

left: allocate all incident edges from Rin right: allocate unique resource from Rout

An edge e ∈ Rin has the delay function de(1) = 0 and de(2) = we . The threshold for a node v is set to tv = 1 2

  • e∋v

we .

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Introduction Properties of improvement sequences Complexity of computing equilibria

Quadratic threshold games as grid routing games

strategy of player strategy of player resource i j rij

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Quadratic threshold games as grid routing games

strategy of player strategy of player resource i j rij

This is the key argument for PLS completeness of network congestion games with linear latency functions.

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Further consequences

Furthermore, as all involved reductions are tight so that there are games from all of these classes for which there exist an initial state from which all better response sequences have exponential length

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Further consequences

Furthermore, as all involved reductions are tight so that there are games from all of these classes for which there exist an initial state from which all better response sequences have exponential length, and it is PSPACE-hard to compute a Nash equilibrium reachable from a given state.

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Summary

The length of best reply improvement sequences in matroid congestion games is polynomially bounded because of the (1,1)-exchange property.

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Summary

The length of best reply improvement sequences in matroid congestion games is polynomially bounded because of the (1,1)-exchange property. Every inclusion-free non-matroid set system can used to construct a congestion game with exponentially long best reply improvement paths because of the (1,2)-exchange property.

Berthold V¨

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Summary

The length of best reply improvement sequences in matroid congestion games is polynomially bounded because of the (1,1)-exchange property. Every inclusion-free non-matroid set system can used to construct a congestion game with exponentially long best reply improvement paths because of the (1,2)-exchange property. A reduction from threshold games yields PLS-completeness. The strategy spaces of threshold games correspond to (1, k)-exchanges for k = Θ(n).

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Summary

The length of best reply improvement sequences in matroid congestion games is polynomially bounded because of the (1,1)-exchange property. Every inclusion-free non-matroid set system can used to construct a congestion game with exponentially long best reply improvement paths because of the (1,2)-exchange property. A reduction from threshold games yields PLS-completeness. The strategy spaces of threshold games correspond to (1, k)-exchanges for k = Θ(n). What is the compexity of congestion games constructed from (1, k)-exchanges for k > 2?

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Summary

The length of best reply improvement sequences in matroid congestion games is polynomially bounded because of the (1,1)-exchange property. Every inclusion-free non-matroid set system can used to construct a congestion game with exponentially long best reply improvement paths because of the (1,2)-exchange property. A reduction from threshold games yields PLS-completeness. The strategy spaces of threshold games correspond to (1, k)-exchanges for k = Θ(n). What is the compexity of congestion games constructed from (1, k)-exchanges for k > 2?

Berthold V¨

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