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Competitive Routing in Networks With Polynomial Costs
Eitan Altman, Tamer Bas ¸ar, Tania Jiménez, and Nahum Shimkin
Abstract—We study a class of noncooperative general topology networks
shared by users. Each user has a given flow which it has to ship from a
source to a destination. We consider a class of polynomial link cost functions
adopted originally in the context of road traffic modeling, and show that
these costs have appealing properties that lead to predictable and efficient
network flows. In particular, we show that the Nash equilibrium is unique,
and is moreover efficient. These properties make the polynomial cost struc-
ture attractive for traffic regulation and link pricing in telecommunication
networks. We finally discuss the computation of the equilibrium in the spe-
cial case of the affine cost structure for a topology of parallel links.
Index Terms—Networks, noncooperative equilibria, nonzero-sum games,
routing.
I. INTRODUCTION
We consider in this note a routing problem in networks where non-
cooperating agents, to whom we refer to as players or users, wish to
establish paths from agent-specific sources to agent-specific destina-
tions so as to transport a fixed amount of total traffic (per agent). In
the context of telecommunication networks, players correspond to dif-
ferent traffic sources which have to route their traffic over a shared
network. A similar setting has also been studied in the context of road
traffic networks [11], where a player can be viewed as a transportation
company which is to ship a flow of vehicles.
A natural framework within which this class of problems can be an-
alyzed is that of noncooperative game theory, and an appropriate solu-
tion concept is that of Nash equilibrium (NE) [4]: a composite routing
policy for the users constitutes a NE if no user can gain by unilaterally
deviating from his own policy.
There exists a rich literature [8], [14], [17], [19] on the analysis of
equilibria in networks, particularly in the context of the Wardrop equi-
librium [23], which pertains to the case of infinitesimal users (e.g., a
single car in the context of road traffic). In such a framework, the impact
Manuscript received October 19, 1999; revised May 17, 2000 and July 20,
2000. Recommended by Associate Editor L. Dai. The work of E. Altman was
supported in part by INRIA/NSF Collaborative Research Grant. The work
of T. Bas ¸ar was supported in part by Grants NSF INT 98-04950, NSF ANI
98-13710, MURI AF-DC-5-36128, and an ARO/EPRI MURI Grant.
E. Altman is with the INRIA, 06902 Sophia Antipolis Cedex, France (e-mail:
altman@sophia.inria.fr).
T. Bas ¸ar is with the Coordinated Science Laboratory, University of Illinois,
Urbana, IL 61801-2307 USA.
T. Jiménez is with the C.E.S.I.M.O., Universidad de los Andes, Mérida,
Venezuela, and INRIA, 06902, Sophia Antipolis Cedex, France.
N. Shimkin is with the Electrical Engineering Department, Technion—Israel
Institute of Technology, Haifa 32000, Israel.
Publisher Item Identifier S 0018-9286(02)01093-0.
of a single user on the congestion experienced by other users is negli-
gible. Our focus here, however, is competitive routing, where the net-
work is shared by several users, with each one having a nonnegligible
amount of flow. This concept has attracted considerable attention in re-
cent years, as reflected in the works [1], [11], [12], [15], [18], which
will be our starting point here. These papers have presented conditions
for the existence and uniqueness of an equilibrium. This has allowed,
in particular, the design of network management policies that induce
efficient equilibria [15]. This framework has also been extended to the
context of repeated games in [16], in which cooperation can be enforced
by using policies that penalize users who deviate from the equilibrium.
A desired property for an equilibrium is efficiency, i.e., social opti-
mality. It is well known that Nash equilibria in routing games are gener-
ally nonefficient. In particular, this nonefficiency can lead to paradox-
ical phenomena (e.g., the Braess’s paradox [4]) where adding a link
to the network could result in an increase of cost to all users. For spe-
cific examples of nonefficient behavior and paradoxes, we cite [8] for
road-traffic, [7], [15] for telecommunications, and [12], [13] for dis-
tributed computing.
In this note, we study the equilibria that arise in networks of gen-
eral-topology under some polynomial cost functions introduced origi-
nally in the context of road traffic by the US Bureau of Public Roads,
and we obtain conditions for the uniqueness of the equilibrium. The
uniqueness result is important, since to date there is not much known
on uniqueness in the case of general topologies; only for a few special
cases the uniqueness has been established, see [1], [12], [18]. We fur-
ther present in the note conditions under which the NE is efficient.
The fact that under a class of nonlinear costs the equilibrium is
unique and efficient for general-topology networks may be especially
useful for pricing purposes; indeed, if the network operator chooses
prices that correspond to a unique and efficient equilibrium, it can
enforce a globally optimal use of the network.
In the context of communications, an example of an architecture
where our routing framework (and the specific results obtained) would
be of particular use is MultiProtocol Label Switching (MPLS) [2], [3].
One of the most important traffic engineering problems in MPLS, as
identified in [3], is how to partition traffic into traffic trunks, or equiv-
alently, how to distribute the arriving traffic over a given set of links.
This problem has recently been studied in the framework of a single cri-
terion that is optimized globally [10], but our framework here is more
suitable for MPLS, since in practice routing decisions are made (and
implemented) locally by each source, and typically in a noncooperative
manner.
In the next section, we introduce the general model considered in this
note. In Section III, we establish conditions for the uniqueness of the
NE. In Section IV, we establish the existence of an efficient NE under
appropriate conditions. We then focus, in Section V, on the computation
of the equilibrium for the special case of affine costs and parallel links.
The note ends with the concluding remarks of Section VI.
II. THE MODEL
The topology is given by a directed graph where is the
set of nodes, is the set of directed arcs, and where
is the cost function of link , which gives the cost per unit
traffic as a function of the total load on that link. We take it as
(1)
where are link-specific positive parameters. The special
structure where does not depend on has been widely used in road
traffic studies, such as [6], [20]. It is the cost adopted by the US Bureau
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