Ordinary and Prophet Planning Under Uncertainty in Bernoulli Congestion Games

Roberto Cominetti (), Marco Scarsini, Marc Schröder () and Nicolas E. Stier-Moses ()
Additional contact information
Roberto Cominetti: Facultad de Ingeniería y Ciencias, Universidad Adolfo Ibáñez, Santiago 7941169, Chile
Marc Schröder: Dipartimento di Economia e Finanza, Luiss University, 00197 Rome, Italy; and School of Business and Economics, Maastricht University, 6211 LM Maastricht, Netherlands
Nicolas E. Stier-Moses: Central Applied Science, Meta, Menlo Park, California 94025

Operations Research, 2025, vol. 73, issue 2, 672-688

Abstract: We consider an atomic congestion game in which each player i participates in the game with an exogenous and known probability p i ∈ ( 0 , 1 ] , independently of everybody else, or stays out and incurs no cost. We compute the parameterized price of anarchy to characterize the impact of demand uncertainty on the efficiency of selfish behavior, considering two different notions of a social planner. A prophet planner knows the realization of the random participation in the game; the ordinary planner does not. As a consequence, a prophet planner can compute an adaptive social optimum that selects different solutions depending on the players who turn out to be active, whereas an ordinary planner faces the same uncertainty as the players and can only minimize the expected social cost according to the player participation distribution. For both types of planners, we obtain tight bounds for the price of anarchy by solving suitable optimization problems parameterized by the maximum participation probability q = max i p i . In the case of affine costs, we find an analytic expression for the corresponding bounds.

Keywords: Market; Analytics; and; Revenue; Management; social planner; stochastic demands; incomplete information game; routing game; atomic congestion games; price of anarchy (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/opre.2023.0252 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:73:y:2025:i:2:p:672-688

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().