Sensitivity Analysis for Markov Decision Process Congestion Games
Sensitivity Analysis for Markov Decision Process Congestion Games
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马尔可夫决策过程拥塞博弈的敏感性分析
DOI：
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发表时间：
2019
期刊：
影响因子：
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通讯作者：
Behçet Açikmese
中科院分区：
文献类型：
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作者：
Sarah H. Q. Li;Daniel J. Calderone;L. Ratliff;Behçet Açikmese
我们考虑一个非原子拥塞游戏，每个决策者执行自私的优化状态的一个共同的MDP。决策者对自己的期望成本进行优化，并通过阻塞效应对状态-行动成本产生影响。我们分析了MDP拥塞博弈均衡的敏感性，不确定性和扰动的状态-行动成本应用隐函数型分析。基于博弈均衡的敏感性定义和分析了随机Braess悖论的发生，并在仿真中进行了证明。我们进一步分析了随机动力学的引入如何影响Braess悖论的大小，与确定性动力学相比。
We consider a non-atomic congestion game where each decision maker performs selfish optimization over states of a common MDP. The decision makers optimize for their own expected cost, and influence each other through congestion effects on the state-action costs. We analyze the sensitivity of MDP congestion game equilibria to uncertainty and perturbations in the state-action costs by applying an implicit function type analysis. The occurrence of a stochastic Braess paradox is defined and analyzed based on sensitivity of game equilibria and demonstrated in simulation. We further analyze how the introduction of stochastic dynamics affects the magnitude of Braess paradox in comparison to deterministic dynamics.