Learning an Unknown Network State in Routing Games

We study learning dynamics induced by myopic travelers who repeatedly play a routing game on a transportation network with an unknown state. The state impacts cost functions of one or more edges of the network. In each stage, travelers choose their routes according to Wardrop equilibrium based on pu...

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Main Authors: Wu, Manxi, Amin, Saurabh
Other Authors: Massachusetts Institute of Technology. Institute for Data, Systems, and Society
Format: Article
Language:English
Published: Elsevier BV 2020
Online Access:https://hdl.handle.net/1721.1/125223
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author Wu, Manxi
Amin, Saurabh
author2 Massachusetts Institute of Technology. Institute for Data, Systems, and Society
author_facet Massachusetts Institute of Technology. Institute for Data, Systems, and Society
Wu, Manxi
Amin, Saurabh
author_sort Wu, Manxi
collection MIT
description We study learning dynamics induced by myopic travelers who repeatedly play a routing game on a transportation network with an unknown state. The state impacts cost functions of one or more edges of the network. In each stage, travelers choose their routes according to Wardrop equilibrium based on public belief of the state. This belief is broadcasted by an information system that observes the edge loads and realized costs on the used edges, and performs a Bayesian update to the prior stage's belief. We show that the sequence of public beliefs and edge load vectors generated by the repeated play converge almost surely. In any rest point, travelers have no incentive to deviate from the chosen routes and accurately learn the true costs on the used edges. However, the costs on edges that are not used may not be accurately learned. Thus, learning can be incomplete in that the edge load vector at rest point and complete information equilibrium can be different. We present some conditions for complete learning and illustrate situations when such an outcome is not guaranteed.
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spelling mit-1721.1/1252232022-10-01T10:45:49Z Learning an Unknown Network State in Routing Games Wu, Manxi Amin, Saurabh Massachusetts Institute of Technology. Institute for Data, Systems, and Society Massachusetts Institute of Technology. Department of Civil and Environmental Engineering We study learning dynamics induced by myopic travelers who repeatedly play a routing game on a transportation network with an unknown state. The state impacts cost functions of one or more edges of the network. In each stage, travelers choose their routes according to Wardrop equilibrium based on public belief of the state. This belief is broadcasted by an information system that observes the edge loads and realized costs on the used edges, and performs a Bayesian update to the prior stage's belief. We show that the sequence of public beliefs and edge load vectors generated by the repeated play converge almost surely. In any rest point, travelers have no incentive to deviate from the chosen routes and accurately learn the true costs on the used edges. However, the costs on edges that are not used may not be accurately learned. Thus, learning can be incomplete in that the edge load vector at rest point and complete information equilibrium can be different. We present some conditions for complete learning and illustrate situations when such an outcome is not guaranteed. 2020-05-13T19:47:13Z 2020-05-13T19:47:13Z 2019-12 2020-05-13T17:18:19Z Article http://purl.org/eprint/type/ConferencePaper 2405-8963 https://hdl.handle.net/1721.1/125223 Wu, Manxi, and Saurabh Amin. "Learning an Unknown Network State in Routing Games." IFAC-PapersOnLine, 52, 20 (2019): 345-350. © 2019 IFAC-PapersOnLine. All rights reserved. en http://dx.doi.org/10.1016/j.ifacol.2019.12.179 IFAC-PapersOnLine Creative Commons Attribution-NonCommercial-NoDerivs License http://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf Elsevier BV IFAC-PapersOnLine
spellingShingle Wu, Manxi
Amin, Saurabh
Learning an Unknown Network State in Routing Games
title Learning an Unknown Network State in Routing Games
title_full Learning an Unknown Network State in Routing Games
title_fullStr Learning an Unknown Network State in Routing Games
title_full_unstemmed Learning an Unknown Network State in Routing Games
title_short Learning an Unknown Network State in Routing Games
title_sort learning an unknown network state in routing games
url https://hdl.handle.net/1721.1/125223
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