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== Abstract ==
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The first part of this talk focuses on a network diffusion model
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Network routing games are instrumental in understanding
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that was recently introduced by Goldberg & Liu (SODA'13). Goldberg &
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traffic patterns and improving congestion in networks. They have a
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Liu's model adapts the earlier linear threshold model of Kempe,
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direct application in transportation and telecommunication networks
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Kleinberg & Tardos (KDD'03) in an effort to capture aspects of
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and extend to many other applications such as task planning, etc.
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technology adaptation processes in networks. We present new,
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Theoretically, network games were one of the central examples in the
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improved, yet simple algorithms for the so called Influence
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development of algorithmic game theory.
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Maximization problem in this setting.
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In these games, multiple users need to route between di fferent
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A key component of our algorithm is a Langrangean multiplier
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source-destination pairs and links are congestible, namely, each link
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preserving (LMP) algorithm for the Prize-collecting Node-weighted
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delay is a non-decreasing function of the flow on the link. Many of
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Steiner Tree problem (PC-NWST). This problem had been studied in
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the fundamental game theoretic questions are now well understood for
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prior work by Moss and Rabani (STOC'01 & SICOMP'07) who presented a
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these games, for example, does equilibrium exist, is it unique, can it
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primal-dual O(log |V|) approximate and LMP algorithm, and showed
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be computed e fficiently, does
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that this is best possible unless NP=P.
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it have a compact representation; the same questions can be asked of
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the socially optimal solution that minimizes the total user delay.
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So far, most research has focused on the classical models in which the
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We demonstrate that Moss & Rabani's algorithm for PC-NWST is
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link delays are deterministic. In contrast, real world applications
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seriously flawed. We then present a new, fundamentally different
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contain a lot of uncertainty, which may stem from exogenous factors
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primal-dual method achieving the same performance guarantee. Our
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such as weather, time of day, weekday versus weekend, etc. or
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algorithm introduces several novel features to the primal-dual
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endogenous factors such as the network tra ffic. Furthermore, many
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method that may be of independent interest.
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users are risk-averse in the presence of uncertainty, so that they do
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not simply want to minimize expected delays and instead may need to
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add a bu ffer to ensure a guaranteed arrival time to a destination.
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I present my recent work on a new stochastic network game model with
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Joint work with Laura Sanita and Sina Sadeghian
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risk-averse users. Risk-aversion poses a computational challenge and
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it often fundamentally alters the mathematical structure of the game
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compared to its deterministic counterpart, requiring new tools for
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analysis. The talk will discuss best response and equilibrium
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analysis, as well as equilibrium efficiency (price of anarchy) and a
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new concept, the price of risk.
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One relevant paper is here:
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http://faculty.cse.tamu.edu/nikolova/papers/Stochastic-selfish-routing-full.pdf
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A short summary of the paper is here:
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http://www.sigecom.org/exchanges/volume_11/1/NIKOLOVA.pdf