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Sampling from the Gibbs Distribution in Congestion Games

Author

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  • Pieter Kleer

    (Department of Econometrics and Operations Research, Tilburg University, 5037 AB Tilburg, Netherlands)

Abstract

Logit dynamics is a form of randomized game dynamics in which players have a bias toward strategic deviations that give a higher improvement in cost. It is used extensively in practice. In congestion (or potential) games, the dynamics converge to the so-called Gibbs distribution over the set of all strategy profiles when interpreted as a Markov chain. In general, logit dynamics can converge slowly to the Gibbs distribution, but beyond that, not much is known about its algorithmic aspects, nor that of the Gibbs distribution. In this work, we are interested in the following two questions for congestion games: (i) Is there an efficient algorithm for sampling from the Gibbs distribution? (ii) If yes, does there also exist natural randomized dynamics that converge quickly to the Gibbs distribution? We first study these questions in extension parallel congestion games, a well-studied special case of symmetric network congestion games. As our main result, we show that there is a simple variation on the logit dynamics that converges quickly to the Gibbs distribution in such games. We also address the first question for the class of so-called capacitated uniform congestion games and the second question for max cut games played on a complete graph. To prove our results, we rely on the recent breakthrough work of Anari et al. (2019) regarding the approximate sampling of a base of a matroid according to a strongly log-concave probability distribution.

Suggested Citation

  • Pieter Kleer, 2023. "Sampling from the Gibbs Distribution in Congestion Games," Mathematics of Operations Research, INFORMS, vol. 48(4), pages 1846-1870, November.
  • Handle: RePEc:inm:ormoor:v:48:y:2023:i:4:p:1846-1870
    DOI: 10.1287/moor.2022.1322
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