Sensitivity Analysis for Markov Decision Process Congestion Games
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Publication:6324973
arXiv1909.04167MaRDI QIDQ6324973FDOQ6324973
Authors: Sarah H. Q. Li, Daniel Calderone, Lillian Ratliff, Behcet Acikmese 
Publication date: 9 September 2019
Abstract: 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 costs, and influence each other through congestion effects on the state-action costs. We analyze on 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, 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.
Has companion code repository: https://github.com/lisarah/manhattan_mdp_queue_game
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