1st International Conference on Game Theory for Networks

Research Article

Large population games in radial loss networks: Computationally tractable equilibria for distributed network admission control

  • @INPROCEEDINGS{10.1109/GAMENETS.2009.5137428,
        author={Zhongjing  Ma  and Peter E Caines and Roland P Malhame},
        title={Large population games in radial loss networks: Computationally tractable equilibria for distributed network admission control},
        proceedings={1st International Conference on Game Theory for Networks},
        publisher={IEEE},
        proceedings_a={GAMENETS},
        year={2009},
        month={6},
        keywords={},
        doi={10.1109/GAMENETS.2009.5137428}
    }
    
  • Zhongjing Ma
    Peter E Caines
    Roland P Malhame
    Year: 2009
    Large population games in radial loss networks: Computationally tractable equilibria for distributed network admission control
    GAMENETS
    IEEE
    DOI: 10.1109/GAMENETS.2009.5137428
Zhongjing Ma 1, Peter E Caines2,*, Roland P Malhame3,*
  • 1: Center for Sustainable Systems (CSS) and the School of Natural Resources and Environment, University of Michigan, Ann Arbor, Michigan, USA
  • 2: Centre for Intelligent Machines (CIM) and the Department of Electrical and Computer Engineering, McGill University, Montreal and with the Group for Research in Decision Analysis (GERAD), Montreal, Canada.
  • 3: Département de génie électrique, Polytechnique, Montreal, and GERAD, Montreal, Canada.
*Contact email: peterc@cim.mcgill.ca, roland.malhame@polymtl.ca

Abstract

The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any non-trivial size (Ma et al, 2006, 2008) leads one to consider suboptimal distributed game theoretic formulations of the problem. The special class of radial networks with a central core of infinite capacity is considered, and it is shown (under adequate assumptions) that an associated distributed admission control problem becomes tractable asymptotically, as the size of radial network grows to infinity. This is achieved by following a methodology first explored by M. Huang et. al. (2003, 2006-2008) in the context of large scale dynamic games for sets of weakly coupled linear stochastic control systems. At the established Nash equilibrium, each agent reacts optimally with respect to the average trajectory of the mass of all other agents; this trajectory is approximated by a deterministic infinite population limit (associated with the mean field or ensemble statistics of the random agents) which is the solution of a particular fixed point problem. This framework has connections with the mean field models studied by Lasry and Lions (2006, 2007) and close connections with the notion of oblivious equilibrium proposed by Weintraub, Benkard, and Van Roy (2005, 2008) via a mean field approximation.