×

Distributed algorithms for Nash equilibria of flow control games. (English) Zbl 1123.91008

Nowak, Andrzej S. (ed.) et al., Advances in dynamic games. Applications to economics, finance, optimization and stochastic control. Boston, MA: Birkhäuser (ISBN 0-8176-4362-1/hbk). Annals of the International Society of Dynamic Games 7, 473-498 (2005).
Summary: We develop a mathematical model within a game theoretical framework to capture the flow control problem for variable rate traffic at a bottleneck node. In this context, we also address various issues such as pricing and allocation of a single resource among a given number of users. We obtain a distributed, end-to-end flow control using cost functions defined as the difference between particular pricing and utility functions. We prove the existence and uniqueness of a Nash equilibrium for two different utility functions. The paper also discusses three distributed update algorithms, parallel, random and gradient update, which are shown to be globally stable under explicitly derived conditions. The convergence properties and robustness of each algorithm are studied through extensive simulations.
For the entire collection see [Zbl 1060.91001].

MSC:

91A25 Dynamic games
91B32 Resource and cost allocation (including fair division, apportionment, etc.)