Worst-Case Robust Distributed Power Allocation in Shared Unlicensed Spectrum

This paper considers non-cooperative and fully-distributed power-allocation for selfish transmitter-receiver pairs in shared unlicensed spectrum when normalized-interference to each receiver is uncertain. We model each uncertain parameter by the sum of its nominal (estimated) value and a bounded additive error in a convex set, and show that the allocated power always converges to its equilibrium, called robust Nash equilibrium (RNE). In the case of a bounded and symmetric uncertainty region, we show that the power allocation problem for each user is simplified, and can be solved in a distributed manner. We derive the conditions for RNE's uniqueness and for convergence of the distributed algorithm; and show that the total throughput (social utility) is less than that at NE when RNE is unique. We also show that for multiple RNEs, the social utility may be higher at a RNE as compared to that at the corresponding NE, and demonstrate that this is caused by users' orthogonal utilization of bandwidth at RNE. Simulations confirm our analysis

Optimal Linear Precoding Strategies for Wideband Non-Cooperative Systems based on Game Theory-Part II: Algorithms

In this two-part paper, we address the problem of finding the optimal precoding/multiplexing scheme for a set of non-cooperative links sharing the same physical resources, e.g., time and bandwidth. We consider two alternative optimization problems: P.1) the maximization of mutual information on each link, given constraints on the transmit power and spectral mask; and P.2) the maximization of the transmission rate on each link, using finite order constellations, under the same constraints as in P.1, plus a constraint on the maximum average error probability on each link. Aiming at finding decentralized strategies, we adopted as optimality criterion the achievement of a Nash equilibrium and thus we formulated both problems P.1 and P.2 as strategic noncooperative (matrix-valued) games. In Part I of this two-part paper, after deriving the optimal structure of the linear transceivers for both games, we provided a unified set of sufficient conditions that guarantee the uniqueness of the Nash equilibrium. In this Part II, we focus on the achievement of the equilibrium and propose alternative distributed iterative algorithms that solve both games. Specifically, the new proposed algorithms are the following: 1) the sequential and simultaneous iterative waterfilling based algorithms, incorporating spectral mask constraints; 2) the sequential and simultaneous gradient projection based algorithms, establishing an interesting link with variational inequality problems. Our main contribution is to provide sufficient conditions for the global convergence of all the proposed algorithms which, although derived under stronger constraints, incorporating for example spectral mask constraints, have a broader validity than the convergence conditions known in the current literature for the sequential iterative waterfilling algorithm.Comment: Paper submitted to IEEE Transactions on Signal Processing, February 22, 2006. Revised March 26, 2007. Accepted June 5, 2007. To appear on IEEE Transactions on Signal Processing, 200

Optimal Linear Precoding Strategies for Wideband Non-Cooperative Systems based on Game Theory-Part I: Nash Equilibria

In this two-parts paper we propose a decentralized strategy, based on a game-theoretic formulation, to find out the optimal precoding/multiplexing matrices for a multipoint-to-multipoint communication system composed of a set of wideband links sharing the same physical resources, i.e., time and bandwidth. We assume, as optimality criterion, the achievement of a Nash equilibrium and consider two alternative optimization problems: 1) the competitive maximization of mutual information on each link, given constraints on the transmit power and on the spectral mask imposed by the radio spectrum regulatory bodies; and 2) the competitive maximization of the transmission rate, using finite order constellations, under the same constraints as above, plus a constraint on the average error probability. In Part I of the paper, we start by showing that the solution set of both noncooperative games is always nonempty and contains only pure strategies. Then, we prove that the optimal precoding/multiplexing scheme for both games leads to a channel diagonalizing structure, so that both matrix-valued problems can be recast in a simpler unified vector power control game, with no performance penalty. Thus, we study this simpler game and derive sufficient conditions ensuring the uniqueness of the Nash equilibrium. Interestingly, although derived under stronger constraints, incorporating for example spectral mask constraints, our uniqueness conditions have broader validity than previously known conditions. Finally, we assess the goodness of the proposed decentralized strategy by comparing its performance with the performance of a Pareto-optimal centralized scheme. To reach the Nash equilibria of the game, in Part II, we propose alternative distributed algorithms, along with their convergence conditions.Comment: Paper submitted to IEEE Transactions on Signal Processing, September 22, 2005. Revised March 14, 2007. Accepted June 5, 2007. To be published on IEEE Transactions on Signal Processing, 2007. To appear on IEEE Transactions on Signal Processing, 200

Competitive Design of Multiuser MIMO Systems based on Game Theory: A Unified View

This paper considers the noncooperative maximization of mutual information in the Gaussian interference channel in a fully distributed fashion via game theory. This problem has been studied in a number of papers during the past decade for the case of frequency-selective channels. A variety of conditions guaranteeing the uniqueness of the Nash Equilibrium (NE) and convergence of many different distributed algorithms have been derived. In this paper we provide a unified view of the state-of-the-art results, showing that most of the techniques proposed in the literature to study the game, even though apparently different, can be unified using our recent interpretation of the waterfilling operator as a projection onto a proper polyhedral set. Based on this interpretation, we then provide a mathematical framework, useful to derive a unified set of sufficient conditions guaranteeing the uniqueness of the NE and the global convergence of waterfilling based asynchronous distributed algorithms. The proposed mathematical framework is also instrumental to study the extension of the game to the more general MIMO case, for which only few results are available in the current literature. The resulting algorithm is, similarly to the frequency-selective case, an iterative asynchronous MIMO waterfilling algorithm. The proof of convergence hinges again on the interpretation of the MIMO waterfilling as a matrix projection, which is the natural generalization of our results obtained for the waterfilling mapping in the frequency-selective case.Comment: To appear on IEEE Journal on Selected Areas in Communications (JSAC), September 200

Power Control in Networks With Heterogeneous Users: A Quasi-Variational Inequality Approach

Abstract-This work deals with the power allocation problem in a multipoint-to-multipoint network, which is heterogenous in the sense that each transmit and receiver pair can arbitrarily choose whether to selfishly maximize its own rate or energy efficiency. This is achieved by modeling the transmit and receiver pairs as rational players that engage in a non-cooperative game in which the utility function changes according to each player's nature. The underlying game is reformulated as a quasi variational inequality (QVI) problem using convex fractional program theory. The equivalence between the QVI and the noncooperative game provides us with all the mathematical tools to study the uniqueness of its Nash equilibrium points and to derive novel algorithms that allow the network to converge to these points in an iterative manner, both with and without the need for a centralized processing. Numerical results are used to validate the proposed solutions in different operating conditions

A Nonlinear Complementarity Approach to Multiuser Power Control for Digital Subscriber Lines,”Optimization Methods

Dedicated to Olvi Mangasarian, a leader and a teacher, on the occasion of his 70th birthday. In this paper we formulate the problem of multiuser power control for digital subscriber lines (DSL) as a nonlinear complementarity problem (NCP). We study conditions under which the resulting NCP belongs to the class P0 and its solution is B-regular. The NCP formulation makes it possible to use the Newton type smoothing methods to efficiently compute a Nash equilibrium solution. In our computer simulations, the smoothing method appears much more robust to the presence of strong interference than the existing Synchronous Water-filling method. We also present an extension of the NCP formulation which can lead to substantial increase in the rate sum performance of the DSL system