15,057 research outputs found
Cores of Cooperative Games in Information Theory
Cores of cooperative games are ubiquitous in information theory, and arise
most frequently in the characterization of fundamental limits in various
scenarios involving multiple users. Examples include classical settings in
network information theory such as Slepian-Wolf source coding and multiple
access channels, classical settings in statistics such as robust hypothesis
testing, and new settings at the intersection of networking and statistics such
as distributed estimation problems for sensor networks. Cooperative game theory
allows one to understand aspects of all of these problems from a fresh and
unifying perspective that treats users as players in a game, sometimes leading
to new insights. At the heart of these analyses are fundamental dualities that
have been long studied in the context of cooperative games; for information
theoretic purposes, these are dualities between information inequalities on the
one hand and properties of rate, capacity or other resource allocation regions
on the other.Comment: 12 pages, published at
http://www.hindawi.com/GetArticle.aspx?doi=10.1155/2008/318704 in EURASIP
Journal on Wireless Communications and Networking, Special Issue on "Theory
and Applications in Multiuser/Multiterminal Communications", April 200
Real and Complex Monotone Communication Games
Noncooperative game-theoretic tools have been increasingly used to study many
important resource allocation problems in communications, networking, smart
grids, and portfolio optimization. In this paper, we consider a general class
of convex Nash Equilibrium Problems (NEPs), where each player aims to solve an
arbitrary smooth convex optimization problem. Differently from most of current
works, we do not assume any specific structure for the players' problems, and
we allow the optimization variables of the players to be matrices in the
complex domain. Our main contribution is the design of a novel class of
distributed (asynchronous) best-response- algorithms suitable for solving the
proposed NEPs, even in the presence of multiple solutions. The new methods,
whose convergence analysis is based on Variational Inequality (VI) techniques,
can select, among all the equilibria of a game, those that optimize a given
performance criterion, at the cost of limited signaling among the players. This
is a major departure from existing best-response algorithms, whose convergence
conditions imply the uniqueness of the NE. Some of our results hinge on the use
of VI problems directly in the complex domain; the study of these new kind of
VIs also represents a noteworthy innovative contribution. We then apply the
developed methods to solve some new generalizations of SISO and MIMO games in
cognitive radios and femtocell systems, showing a considerable performance
improvement over classical pure noncooperative schemes.Comment: to appear on IEEE Transactions in Information Theor
Algorithms for generalized potential games with mixed-integer variables
We consider generalized potential games, that constitute a fundamental subclass of generalized Nash equilibrium problems. We propose different methods to compute solutions of generalized potential games with mixed-integer variables, i.e., games in which some variables are continuous while the others are discrete. We investigate which types of equilibria of the game can be computed by minimizing a potential function over the common feasible set. In particular, for a wide class of generalized potential games, we characterize those equilibria that can be computed by minimizing potential functions as Pareto solutions of a particular multi-objective problem, and we show how different potential functions can be used to select equilibria. We propose a new Gauss–Southwell algorithm to compute approximate equilibria of any generalized potential game with mixed-integer variables. We show that this method converges in a finite number of steps and we also give an upper bound on this number of steps. Moreover, we make a thorough analysis on the behaviour of approximate equilibria with respect to exact ones. Finally, we make many numerical experiments to show the viability of the proposed approaches
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