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arXiv 1908.01714cs.GTq-fin.GNq-fin.RM
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流量分配博弈

Flow Allocation Games

Nils Bertschinger, Martin Hoefer, Daniel Schmand

AI总结:

本文研究流量分配博弈,探讨最大环流问题中智能体策略性分配流量的均衡存在性与复杂性,发现排序策略可实现最优强均衡,而基于边的策略可能产生不良激励。

摘要:

我们研究了最大环流问题的一个博弈论变体。在流量分配博弈中,给定一个有向流量网络。每个节点是一个理性智能体,可以策略性地将任何流入流量分配到出边上。给定所有智能体的策略选择,一个遵循所选分配策略的最大环流在网络中演化。每个智能体都希望最大化通过其节点的流量。流量分配博弈可用于表达金融网络中清算的战略激励。我们提供了一组关于纯纳什均衡和强均衡的存在性与计算复杂性的累积结果,以及关于(强)无政府状态价格和稳定性价格的紧界。我们的结果显示出有趣的二分法:对单个流量单元的排序策略允许在许多目标函数下获得最优强均衡。相反,更直观的基于边的排序策略可能导致不利的激励属性。

英文摘要:

We study a game-theoretic variant of the maximum circulation problem. In a flow allocation game, we are given a directed flow network. Each node is a rational agent and can strategically allocate any incoming flow to the outgoing edges. Given the strategy choices of all agents, a maximal circulation that adheres to the chosen allocation strategies evolves in the network. Each agent wants to maximize the amount of flow through her node. Flow allocation games can be used to express strategic incentives of clearing in financial networks. We provide a cumulative set of results on the existence and computational complexity of pure Nash and strong equilibria, as well as tight bounds on the (strong) prices of anarchy and stability. Our results show an interesting dichotomy: Ranking strategies over individual flow units allow to obtain optimal strong equilibria for many objective functions. In contrast, more intuitive ranking strategies over edges can give rise to unfavorable incentive properties.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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