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流量分配博弈

Flow Allocation Games

Mathematics of Operations Research · 2024
被引 4
ABS 3

中文导读

研究流量分配博弈中理性节点策略选择导致的均衡性质,给出纯纳什均衡和强均衡的存在性及计算复杂度,并分析无政府状态价格和稳定价格的紧界,对金融网络清算有应用。

Abstract

We study a game-theoretic variant of the maximum circulation problem. In a flow allocation game, we are given a directed flow network. Each node is a rational agent and can strategically allocate any incoming flow to the outgoing edges. Given the strategy choices of all agents, a maximal circulation that adheres to the chosen allocation strategies evolves in the network. Each agent wants to maximize the amount of flow through his or her node. Flow allocation games can be used to express strategic incentives of clearing in financial networks. We provide a cumulative set of results on the existence and computational complexity of pure Nash and strong equilibria as well as tight bounds on the (strong) prices of anarchy and stability. Our results show an interesting dichotomy. Ranking strategies over individual flow units allows us to obtain optimal strong equilibria for many objective functions. In contrast, more intuitive ranking strategies over edges can give rise to unfavorable incentive properties. Funding: This work was supported by Deutsche Forschungsgemeinschaft Research Group ADYN [411362735].

博弈论网络经济学金融网络算法博弈论