Price of anarchy in non-cooperative load balancing games
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We investigate the price of anarchy of a load balancing game with K dispatchers. The service rates and holding costs are assumed to depend on the server, and the service discipline is assumed to be processor-sharing at each server. The performance criterion is taken to be the weighted mean number of jobs in the system, or equivalently, the weighted mean sojourn time in the system. Independent of the state of the servers, each dispatcher seeks to determine the routing strategy that optimizes the performance for its own traffic. The interaction of the various dispatchers thus gives rise to a non-cooperative game. For this game, we first show that, for a fixed amount of total incoming traffic, the worst-case Nash equilibrium occurs when each player routes exactly the same amount of traffic, i.e., when the game is symmetric. For this symmetric game, we provide the expression for the loads on the servers at the Nash equilibrium. Using this result, we then show that, for a system with two or more servers, the price of anarchy, which is the worst-case ratio of the global cost of the Nash equilibrium to the global cost of the centralized setting, is lower bounded by K(2√K-1) and upper bounded by √K, independent of the number of servers.