Game theoretic analysis of queueing systems is an important research direction of queueing theory. In
this paper, we study the service rate control problem of closed Jackson networks from a game theoretic
perspective. The payoff function consists of a holding cost and an operating cost. Each server optimizes its
service rate control strategy to maximize its own average payoff. We formulate this problem as a non-
cooperative stochastic game with multiple players. By utilizing the problem structure of closed Jackson
networks, we derive a difference equation which quantifies the performance difference under any two
different strategies. We prove that no matter what strategies the other servers adopt, the best response
of a server is to choose its service rates on the boundary. Thus, we can limit the search of equilibrium
strategy profiles from a multidimensional continuous polyhedron to the set of its vertex. We further
develop an iterative algorithm to find the Nash equilibrium. Moreover, we derive the social optimum
of this problem, which is compared with the equilibrium using the price of anarchy. The bounds of the
price of anarchy of this problem are also obtained. Finally, simulation experiments are conducted to dem-
onstrate the main idea of this paper.
Game theoretic analysis of queueing systems is an important research direction of queueing theory. Inthis paper, we study the service rate control problem of closed Jackson networks from a game theoreticperspective. The payoff function consists of a holding cost and an operating cost. Each server optimizes itsservice rate control strategy to maximize its own average payoff. We formulate this problem as a non-cooperative stochastic game with multiple players. By utilizing the problem structure of closed Jacksonnetworks, we derive a difference equation which quantifies the performance difference under any twodifferent strategies. We prove that no matter what strategies the other servers adopt, the best responseof a server is to choose its service rates on the boundary. Thus, we can limit the search of equilibriumstrategy profiles from a multidimensional continuous polyhedron to the set of its vertex. We furtherdevelop an iterative algorithm to find the Nash equilibrium. Moreover, we derive the social optimumof this problem, which is compared with the equilibrium using the price of anarchy. The bounds of theprice of anarchy of this problem are also obtained. Finally, simulation experiments are conducted to dem-onstrate the main idea of this paper.
การแปล กรุณารอสักครู่..
![](//thimg.ilovetranslation.com/pic/loading_3.gif?v=b9814dd30c1d7c59_8619)