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Zbl 1098.90012
Altman, Eitan; Kameda, Hisao
Equilibria for multiclass routing problems in multi-agent networks.
(English)
[A] Nowak, Andrzej S. (ed.) et al., Advances in dynamic games. Applications to economics, finance, optimization and stochastic control. Boston, MA: Birkhäuser. Annals of the International Society of Dynamic Games 7, 343-367 (2005). ISBN 0-8176-4362-1/hbk

Summary: We study optimal static routing problems in open multiclass networks with state-independent arrival and service rates. Our goal is to study the uniqueness of optimal routing under different scenarios. We consider first the overall optimal policy, that is the routing policy whereby the overall mean cost of a job is minimized. We then consider an individually optimal policy whereby jobs are routed so that each job may fed that its own expected cost is minimized if it knows the mean cost for each path. This is related to the Wardrop equilibrium concept in a multiclass framework. We finally study the case of class optimization, in which each of several classes of jobs tries to minimize the averaged cost per job within that class; this is related to the Nash equilibrium concept. For all three settings, we show that the routing decisions at optimum need not be unique, but that the utilizations in some large class of links are uniquely determined.
MSC 2000:
*90B10 Flows in networks
91A80 Applications of game theory
90B20 Highway traffic

Keywords: game theory

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Highlights
Scientific prize winners of the ICM 2010
Overhang
Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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