# temporal_vaccination_games_under_resource_constraints__53f2a269.pdf Temporal Vaccination Games under Resource Constraints Abhijin Adiga and Anil Vullikanti , Network Dynamics and Simulation Science Laboratory, Biocomplexity Institute of Virginia Tech Department of Computer Science, Virginia Tech {abhijin, akumar}@vbi.vt.edu The decision to take vaccinations and other protective interventions for avoiding an infection is a natural game-theoretic setting. Most of the work on vaccination games has focused on decisions at the start of an epidemic. However, a lot of people defer their vaccination decisions, in practice. For example, in the case of the seasonal flu, vaccination rates gradually increase, as the epidemic rate increases. This motivates the study of temporal vaccination games, in which vaccination decisions can be made more than once. An important issue in the context of temporal decisions is that of resource limitations, which may arise due to production and distribution constraints. While there has been some work on temporal vaccination games, resource constraints have not been considered. In this paper, we study temporal vaccination games for epidemics in the SI (susceptible-infectious) model, with resource constraints in the form of a repeated game in complex social networks, with budgets on the number of vaccines that can be taken at any time. We find that the resource constraints and the vaccination and infection costs have a significant impact on the structure of Nash equilibria (NE). In general, the budget constraints can cause NE to become very inefficient, and finding efficient NE as well as the social optimum are NP-hard problems. We develop algorithms for finding NE and approximating the social optimum. We evaluate our results using simulations on different kinds of networks. Introduction Despite a lot of progress in medical diagnostics and pharmaceutical tools, infectious diseases remain a major challenge for governments all over the world. Even the annual influenza epidemic in the US has a significant social and economic burden, which is estimated to exceed $87.1 billion (e.g., (Molinari et al. 2007)). For many diseases, especially the annual influenza, there exist vaccines, though their efficacy might be quite variable. However, taking a vaccine has a cost (economic cost, inconvenience and health effects). Further, an individual can get protected without any intervention if enough other people he/she comes in contact with in the population are protected this is referred to as herd immunity in mathematical epidemiology, and is a natural setting for a game-theoretical analysis. This has been a very Copyright c 2015, Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved. active area of research both in epidemiology and network security, e.g. (Bauch and Earn 2004; Grossklags, Christin, and Chuang 2008; Khouzani, Sarkar, and Altman 2011; Reluga and Galvani 2011; Saha, Adiga, and Vullikanti 2014); see the related works section for a more detailed discussion. In practice, most people do not take a preventive vaccine before the start of the epidemic, and instead wait for some time. Often, the vaccination rate grows with the epidemic outbreak rate. There are many different and complex reasons for vaccination decisions being made at different times, and understanding this remains a big open problem, as well as an important public health issue. Almost all the work on vaccination games only considers vaccination decision made only at the start of the epidemic, in a simultaneous game setting. The only studies on temporal vaccination are by (Reluga and Galvani 2011; Adiga, Venkataramanan, and Vullikanti 2016). The work by (Reluga and Galvani 2011) uses a differential equation approach, which assumes simplified and homogeneous connectivity among individuals. We build on the approach of (Adiga, Venkataramanan, and Vullikanti 2016), which studies this as a repeated game on a network, in the SI (Susceptible-Infectious) model of epidemics. They characterize Nash equilibria in such games, and show that these exhibit interesting temporal structure, such as a large fraction of nodes defer their vaccination decisions. An important open question from their work is the effect of resource constraints they assume there are no bounds on the number of individuals who can get vaccinated at any time, and this is reflected in the solutions they find. In practice, there are important resource constraints of various kinds, e.g., capacity of hospitals and pharmacies in administering vaccines, or the production capacity see e.g., (CDC ; Orenstein and Schaffner 2008). In this paper, we study the temporal vaccination problem with resource constraints at different times. Our main contributions are: 1. We formalize the temporal vaccination game with resource constraints, BUDGETTEMPVACC, as a multi-stage game on a network, and study the structure of Nash equilibria (NE) in such games. There can be multiple NE even when the network of interactions is a tree, and finding one with the minimum cost is NP-complete. 2. We show that many nodes defer their vaccination deci- Proceedings of the Thirtieth AAAI Conference on Artificial Intelligence (AAAI-16) sions, and the budget constraints lead to very significant differences from the solution of (Adiga, Venkataramanan, and Vullikanti 2016). Specifically, there exist families of instances, where small changes in the budgets (while keeping all other components of the problem fixed) lead to very high inefficiencies. Further, unlike their formulation (in which there is no need to consider more than two time steps), we find that there can be nodes that choose to vaccinate at each possible time step. 3. Computing the social optimum turns out to be a challenging optimization problem. We show that it is NP-hard to approximate within a factor of O(nα) for any α (0, 1), without violating any budget constraints. For the special case of BUDGETTEMPVACC, with only two times at which vaccination decisions are made, we design an algorithm that approximately satisfies the budget constraints. 4. We study the characteristics of NE in different kinds of networks experimentally. We use best response strategies, and find that they usually converge to NE quickly. Corroborating our theoretical results, we find very high sensitivity of the solution cost, as well as the number of nodes that defer vaccination decisions, to the budget constraints and vaccination delays. Some of the details, including proofs and experimental results have been omitted from this abstract, because of space limitations. They are presented the full version (Adiga and Vullikanti 2015). Preliminaries and Model We extend the approach of (Adiga, Venkataramanan, and Vullikanti 2016) and formally define BUDGETTEMPVACC as a repeated game on an instance (G, p, T , B, C, L) in the following manner: 1. V is a set of n = |V | players, who form the nodes of a graph G = (V, E), with an edge (u, v) E if the epidemic can spread from u to v; 2. pi = Pr[source of infection is node i], with 3. T = {t0 = 0, , tk} is a set of time instants, at which the vaccination decisions will be made; 4. B = {Bt | t T } specifies the vaccination budget, where Bt is the number of vaccines allocated for time t; 5. C = {Ct v | v V, t T } is the set of vaccination costs, 6. L = {Lv | v V } is the set of infection costs. Epidemic model and strategies. We assume nodes are in Susceptible (S) and Infectious (I) states, and the epidemic spreads according to a simple discrete time SI (Easley and Kleinberg 2010). In this model, if node v gets infected at time t, each uninfected neighbor u will be infected at time t + 1, unless it gets vaccinated. The vaccine is assumed to have 100% efficacy, and starts protecting the node immediately after taking it. A node s strategy is to decide if and when to get vaccinated. The strategy of node v at time 0 (before the source of the infection is known) is denoted by Y (v, , 0) {0, 1}, with Y (v, , 0) = 1 if v gets vaccinated at time 0. The source of the infection is known after time t = 0, and t = 0 t = 2 vaccinated source Figure 1: Example NE: Uniform vaccination cost C = 0.5 and infection cost L = 1 for all nodes, T = {0, 2}, p2 = 0.5, p3 = 0.5, B0 = 3, B2 = 2. Y (v, s, t) denotes the strategy of node v at time t given that the source of infection is s. If node v gets vaccinated at time t, it incurs a cost Ct v, whereas if it gets infected at any time, it incurs a cost Lv. Throughout, we assume that Lv > Ct v for all t, so that it is always cheaper to get vaccinated, instead of getting infected. The complete strategy vector is denoted by Y ( ), and the expected cost associated with it is denoted by cost(Y ). Example. Fig. 1 shows an example where Y (1, , 0) = Y (6, , 0) = Y (7, , 0) = 1 and Y (v, , 0) = 0 for v = 2, 3, 4, 5. For t = 2, Y (4, 2, 2) = Y (5, 2, 2) = 1 and Y (v, s, 2) = 0 for all other v and s combinations. Note that if node 1 decides to become insecure, then, the cost incurred is p2L+p3C > 0.5 = C. The same holds for 6 and 7. At t = 2, if 2 is the source, then only 4 and 5 can be saved, while if 3 is the source, none can be saved. By definition no other node can be the source. Resource constraints. We assume at most Bt people can be vaccinated at time t this can capture resource constraints, e.g., due to production or distribution limits. Therefore, a strategy vector Y ( ) is feasible if for any time t: (1) v Y (v, , 0) B0, if t = 0, and (2) v Y (v, s, t) Bt, for any source s. Let F denote the set of all feasible strategy vectors. Stages of BUDGETTEMPVACC. This involves the following rounds: 1. At time t = 0, all the nodes play a simultaneous vaccination game to decide whether to get vaccinated or not. As mentioned earlier, the vaccination takes effect immediately. If node v gets vaccinated at this time, we denote this by Y (v, , 0) = 1. As mentioned above, at most B0 nodes can get vaccinated at this time, so that v Y (v, , 0) B0. 2. A randomly chosen node s V is selected to be the source of the epidemic. We assume that if Y (s, , 0) = 1, it remains immune, and the infection does not spread. If Y (s, , 0) = 0, then s gets infected and the infection spreads to each uninfected neighbor in subsequent times. We also assume perfect information, so all nodes know about the source s. 3. For each t = 1, 2, . . ., we have the following two steps: (a) If t T , a simultaneous vaccination game is played at time t, and each node v decides whether to get vaccinated at this time or not this is denoted by Y (v, s, t) {0, 1}, with 1 denoting vaccination and s the source. Further, for feasibility, we have v Y (v, s, t) Bt. (b) Let It 1 denote the set of nodes which are infected at time t 1. For each node u It 1, each uninfected neighbor v N(u) will get infected at time t, (i.e., v It 1), unless v gets vaccinated at or before time t. Recall that vaccination takes precedence over infection in our model. Define set It = It 1 {v : v gets infected at time t} to be the set of all infected nodes till this time. 4. The game stops at time t if there are no more uninfected nodes that can be infected from their neighbors, and t T for all t t (i.e., there are no more vaccination games to be played). Each node v incurs cost Lv if it ever got infected, i.e., v It. It incurs cost Ct v if it got vaccinated at time t t. The overall cost for node v is the expectation over all possible choices of the source. Cost of a feasible strategy. For every Y F, we define the cost incurred by v V (G) given strategy Y as: cost(v, Y ) = C0 v Y (v, , 0) + T T CT v Y (v, s, T) + Lv I(v, s, Y ) , where I(s, v, Y ) = 1 if v gets infected due to s in the strategy Y . We define cost(Y ) = v cost(v, Y ). Nash equilibria and social optimum. For a strategy profile Y ( ), let Y v( ) be the strategy profile for all the remaining players. We say that a strategy Y ( ) is a Nash equilibrium (NE) (Leyton-Brown and Shoham 2008) if for each v V : cost(v, Y ) cost(v, Y ) where Y is any strategy profile such that Y v( ) = Y v( ), i.e., Y ( ) has the same strategies as Y ( ) for all other players v = v. In other words, no player v can reduce its expected cost by unilaterally changing its strategy, given that the other players strategies are fixed. We define the social optimum as a strategy Y ( ) that has the minimum cost, over the space of all possible strategies this is not necessarily (and is not usually) a pure NE. Therefore, the cost of a pure NE relative to the social cost is an important measure, and the maximum such ratio over all possible pure NE is known as the price of anarchy (Koutsoupias and Papadimitriou 1999). Source probability. For simplifying our discussion, henceforth, we will assume that the source is chosen uniformly at random, i.e., ps = 1 n for all s V . Most of our results extend to general source distributions. Characterization of Nash Equilibria First we will define valid strategy. Definition 1. A strategy Y is valid if it satisfies the budget constraints, i.e., v Y (v, , 0) B0 and t T \ {0}, v Y (v, s, t) Bt. From the definition of BUDGETTEMPVACC, Y (v, s, T) = 1 implies that a vaccine is reserved for node v if s is the source. However, even if s is the source, it is possible that it is secure (i.e., Y (s, , 0) = 1) or the infection never reaches v (because of other nodes that chose to be vaccinated at time T). In both cases, v will not incur the cost of Cv/n. This notion has important implications for the structure of NE, in the sense that it does not hurt a node v to choose Y (v, s, T) = 1 if the budget constraints allow for this. We now discuss a characterization of the pure NE for BUDGETTEMPVACC for the special case where T = {0, T}. We start with some definitions. Let G[V ] be the subgraph of G induced by the set V of nodes. Let V0(Y ) = {v : Y (v, , 0) = 1} and Vs(Y ) = {v : Y (v, s, T) = 1} be the sets of nodes that are vaccinated at time 0 and time T when the source is s, respectively. Let C(v, G ) be the connected component containing node v in the graph G . For v, s V , let I(v, s, G[V V0(Y ) Vs(Y )]) = 1 if s C(v, G ), Y (v, , 0) = 0 and Y (s, , 0) = 0, i.e., I( ) is the indicator of the event v will be infected if s is the source. Let d(x, y, G) denote the distance of x from y in G. Let A(v, Y ) be the set of potential sources s for which it is still possible for node v to get vaccinated at time T, i.e. A(v, Y ) = {s | Y (v, s, T) = 0, |Vs(Y )| < BT , d(v, s, G[V V0(Y ) Vs(Y )) T, I(v, s, G[V V0(Y ) Vs(Y )]) = 1}. Lemma 2. Consider an instance (G, p, T = {0, T}, B, C, L) of BUDGETTEMPVACC. A valid strategy Y ( ) is a pure NE iff 1. If Y (v, , 0) = 0 then either (a) s I(v, s, G[V V0(Y ) Vs(Y )]) Lv n Cv or (b) |V0| = B0. 2. If Y (v, , 0) = 1 then the following conditions hold: (a) s I(v, s, G[V V0(Y ) Vs(Y ) {v}]) Lv n > Cv, and (b) s V A(v,Y ) I(v, s, G[V V0(Y ) Vs(Y )) Lv 3. If Y (v, s, T) = 0 and Y (v, , 0) = 0 then either (a) I(v, s, G[V V0(Y ) Vs(Y )]) = 0 or (b) |Vs(Y )| = BT . The proof is in the full version (Adiga and Vullikanti 2015). Existence and Complexity of finding NE In this section, we first propose a best-response algorithm to compute NE (if it exists) for the special case T = {0, T}. This will be followed by results on minimum cost pure NE and the price of anarchy. Best response strategy: Consider an instance (G, p, T = {0, T}, B, C, L) of BUDGETTEMPVACC. 1. We start with a feasible strategy Y ( ) (one possibility is to start with all nodes insecure). 2. If there exists node v such that Y (v, , 0) = 0 and s I(v, s, G[V V0(Y ) Vs(Y )]) Lv n > Cv, then: (a) If |V0| < B0, then switch the strategy of node v: set Y (v, , 0) = 1. Set Y (v, s, T) = 0 for all s. (b) If |V0| = B0: For each s A(v, Y ), we set Y (v, s, T) = 1. 3. If there exists node v such that Y (v, , 0) = 1 and s V A(v,Y ) I(v, s, G[V V0(Y ) Vs(Y ) {v}]) Lv n Cv, we switch the strategy of node v and set Y (v, , 0) = 0. Then, for s A(v, y), we set Y (v, s, T) = 1. When there are no budget constraints a pure NE need not exist (Adiga, Venkataramanan, and Vullikanti 2016). However, for BT = 0 and uniform vaccination and infection costs, it can be shown that the best response strategy always converges to a pure NE. The proof is based on a potential function argument by (Aspnes, Chang, and Yampolskiy 2006), where they prove the same result for the special case where B0 is unbounded. The same proof holds for B0 < n. Lemma 3. For an instance of BUDGETTEMPVACC, where (1) T = {0, T}, and (2) vaccination and infection costs are uniform for all the nodes (i.e., there exist c, L such that Cv = C and Lv = L for all v V ), and (3) BT = 0 for all t T , the above algorithm converges to a pure NE. In Experimental Results section, we discuss the performance of the best response strategy on several networks. Minimum cost NE. By a reduction from the Firefighter problem (Finbow et al. 2007), we showed that it is hard to compute the minimum cost NE. Lemma 4. Finding a minimum cost pure NE is NP-complete even on instances of BUDGETTEMPVACC where G is a tree. The proof is in the full version (Adiga and Vullikanti 2015). Price of anarchy (Po A). When there are no budget constraints, it was shown in (Adiga, Venkataramanan, and Vullikanti 2016) that the price of anarchy can be Ω(n). Clearly this holds for BUDGETTEMPVACC as well. However, with the budget constraints, the Po A is Ω(n) even for trees. Lemma 5. There exist instances I = (G, p, T , B, C, L) of BUDGETTEMPVACC, where G is a tree with root s, ps = 1 and B0 = 0 for which the price of anarchy is Ω(n). Effect of budget constraints We now show that the budget constraints have a very significant impact on the cost of a NE, as well as on the social optimum. Lemma 6. There exist instances I = (G, p, T , B, C, L) of BUDGETTEMPVACC, for which there exist strategies Y ( ) and Y ( ) such that: 1. Y ( ) is a NE for I that satisfies the budget constraints, 2. Y ( ) is a NE for the instance I obtained by removing all the budget constraints for T = 0 in T in instance I (i.e., setting BT = for all T T , T = 0), and 3. cost(Y )/cost(Y ) = Θ(n). The proof is in the full version (Adiga and Vullikanti 2015). Extending the instance constructed in the above proof, we can see that in the absence of budget constraints, for each random source s, all nodes at distance T from s choose to get vaccinated, where T = min{t T : t > 0} is the first time in T when the vaccination decisions can be made. As a result, it suffices to consider only one time step in T at which the vaccination game needs to be played, as was observed in (Adiga, Venkataramanan, and Vullikanti 2016). In contrast, because of the budget constraints in an instance of BUDGETTEMPVACC, vaccination decisions might be made in each round. Further, nodes far away from the source might choose to get vaccinated, which might cause a large outbreak. Further, it does not help to increase the budget at time t = 0 alone, as discussed in the next lemma. Lemma 7. There exist instances I = (G, p, T , B, C, L) of BUDGETTEMPVACC, with B0 = , for which removing the budget constraint BT (i.e., setting BT = ) can reduce the cost of NE by a factor of Θ(n). Finding the social optimum Since BUDGETTEMPVACC generalizes the formulation studied in (Adiga, Venkataramanan, and Vullikanti 2016), it is easy to verify that finding the social optimum is NP-complete. We show that even approximating the social optimum of BUDGETTEMPVACC is very hard. This motivates bicriteria approximation algorithms, in which the budget constraints can be violated. Theorem 8. The social optimum of an instance (G, p, T , B, C, L), of BUDGETTEMPVACC cannot be approximated within a factor of nα in polynomial time for α (0, 1), unless P = NP. The proof is by a reduction from a game-theoretic version of the Fire Fighter problem studied in (Anshelevich et al. 2009) (see in the full version (Adiga and Vullikanti 2015)). Bicriteria Approximation Algorithm Approximating the social optimum. We now discuss an approximation algorithm for computing the social optimum for the special case of T = {0, T}. Our algorithm builds on (Hayrapetyan et al. 2005), and involves a linearprogramming (LP) rounding approach. We use the following notation below: (1) x(j, s) is an indicator variable, which is 1 if node j gets infected due to source s; (2) y(j) is an indicator which is 1 if node j is vaccinated at time 0; (3) y(j, s) is an indicator which is 1 if node j is vaccinated at time T, when the source is s; (4) P d(s, j) is the set of paths from s to j of length d; (5) P