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Closed Non-atomic Resource Allocation Games

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arxiv 2007.08318 v2 pith:MEFOWDEW submitted 2020-07-16 cs.GT math.OC

classification cs.GTmath.OC
keywords resourceallocationgamesplayersequilibrialinearwaitingactive
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abstract

How is efficiency affected when demand excesses over supply are signalled through waiting in queues? We consider a class of congestion games with a nonatomic set of players of a constant mass, based on a formulation of generic linear programs as sequential resource allocation games. Players continuously select activities such that they maximize linear objectives interpreted as time-average of activity rewards, while active resource constraints cause queueing. In turn, the resulting waiting delays enter in the optimization problem of each player. The existence of Wardrop-type equilibria and their properties are investivated by means of a potential function related to proportional fairness. The inefficiency of the equilibria relative to optimal resource allocation is characterized through the price of anarchy which is 2 if all players are of the same type ($\infty$ if not).

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