Theorem 1 — BWE are exactly the minimizers of the weighted potential; the equilibrium edge load is unique
ProvedBayesRouting.Adoption.bwe_iff_optimalconvex-optimizationp2o-batch-p200bp2o-gran-per-chapterp2o-plan-paperp2o-v1potential-gamerouting-game
Let be the Bayesian routing game (standing assumptions as in the game definition, including positive probability of every type profile), and let satisfy , .
- A strategy profile is a Bayesian Wardrop equilibrium of if and only if it is an optimal solution of \min\ \Phi(q)\quad\text{s.t.}\quad q\in\mathcal Q(\lambda).\tag{OPT-$\mathcal Q$}
- Any two Bayesian Wardrop equilibria of induce the same edge load .
This characterization is the basis of the whole analysis: it turns equilibrium questions into questions about a convex program and its optimal value , and the uniqueness of the load makes the equilibrium population costs independent of the equilibrium chosen.
Formalization Note The uniqueness claim uses the added assumption that every type profile has positive probability.
Preamble
import Mathlib import Definitions.Def_BayesRouting_Adoption_Game import Definitions.Def_BayesRouting_Adoption_Potential open Finset
Formal statement
namespace BayesRouting.Adoption
/-- Theorem 1 (p. 154). For `λ` in the simplex, a strategy profile is a BWE of `Γ(λ)` if and only
if it minimizes the weighted potential `Φ` over the feasible set `𝒬(λ)` (problem (OPT-𝒬)); and
any two BWE of `Γ(λ)` induce the same edge load `w*(λ)`. -/
theorem bwe_iff_optimal {I : Type} [Fintype I] [DecidableEq I] {T : I → Type} [∀ i, Fintype (T i)]
[∀ i, DecidableEq (T i)] [∀ i, Nonempty (T i)] {S E R : Type} [Fintype S] [Fintype E]
[DecidableEq E] [Fintype R] [Nonempty R]
(G : Game I T S E R) (lam : I → ℝ) (hlam : lam ∈ stdSimplex ℝ I) :
(∀ q, IsBWE G lam q ↔
(q ∈ feasibleStrategies G lam ∧
∀ q' ∈ feasibleStrategies G lam, potential G q ≤ potential G q')) ∧
(∀ q q', IsBWE G lam q → IsBWE G lam q' → edgeLoad G q = edgeLoad G q') := by sorry
end BayesRouting.Adoption
Source
Wu, Amin, Ozdaglar, Value of Information in Bayesian Routing Games, Oper. Res. 69(1) 2021, p. 154, Theorem 1
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.