Algorithms for Stochastic Games on Interference Channels

We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power constraint. This scenario is modeled as a stochastic game. We provide sufficient conditions for existence and uniqueness of a Nash equilibrium (NE). We then formulate the problem of finding NE as a variational inequality (VI) problem and present an algorithm to solve the VI using regularization. We also provide distributed algorithms to compute Pareto optimal solutions for the proposed game

Power Allocation Games on Interference Channels with Complete and Partial Information

We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power constraint. This scenario is modeled as a stochastic game under different assumptions. We first assume that each transmitter and receiver has knowledge of all direct and cross link channel gains. We later relax the assumption to the knowledge of incident channel gains and then further relax to the knowledge of the direct link channel gains only. In all the cases, we formulate the problem of finding the Nash equilibrium as a variational inequality (VI) problem and present an algorithm to solve the VI.Comment: arXiv admin note: text overlap with arXiv:1409.755

Why are probabilistic laws governing quantum mechanics and neurobiology?

We address the question: Why are dynamical laws governing in quantum mechanics and in neuroscience of probabilistic nature instead of being deterministic? We discuss some ideas showing that the probabilistic option offers advantages over the deterministic one.Comment: 40 pages, 8 fig

A stochastic approximation algorithm for stochastic semidefinite programming

Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential scheme regularized by the addition of an entropy-like term to the problem's objective function. We show that the resulting algorithm converges almost surely to an $\varepsilon$-approximation of the optimal solution requiring only an unbiased estimate of the gradient of the problem's stochastic objective. When applied to throughput maximization in wireless multiple-input and multiple-output (MIMO) systems, the proposed algorithm retains its convergence properties under a wide array of mobility impediments such as user update asynchronicities, random delays and/or ergodically changing channels. Our theoretical analysis is complemented by extensive numerical simulations which illustrate the robustness and scalability of the proposed method in realistic network conditions.Comment: 25 pages, 4 figure

Learning Equilibria with Partial Information in Decentralized Wireless Networks

In this article, a survey of several important equilibrium concepts for decentralized networks is presented. The term decentralized is used here to refer to scenarios where decisions (e.g., choosing a power allocation policy) are taken autonomously by devices interacting with each other (e.g., through mutual interference). The iterative long-term interaction is characterized by stable points of the wireless network called equilibria. The interest in these equilibria stems from the relevance of network stability and the fact that they can be achieved by letting radio devices to repeatedly interact over time. To achieve these equilibria, several learning techniques, namely, the best response dynamics, fictitious play, smoothed fictitious play, reinforcement learning algorithms, and regret matching, are discussed in terms of information requirements and convergence properties. Most of the notions introduced here, for both equilibria and learning schemes, are illustrated by a simple case study, namely, an interference channel with two transmitter-receiver pairs.Comment: 16 pages, 5 figures, 1 table. To appear in IEEE Communication Magazine, special Issue on Game Theor

A Comprehensive Survey of Potential Game Approaches to Wireless Networks

Potential games form a class of non-cooperative games where unilateral improvement dynamics are guaranteed to converge in many practical cases. The potential game approach has been applied to a wide range of wireless network problems, particularly to a variety of channel assignment problems. In this paper, the properties of potential games are introduced, and games in wireless networks that have been proven to be potential games are comprehensively discussed.Comment: 44 pages, 6 figures, to appear in IEICE Transactions on Communications, vol. E98-B, no. 9, Sept. 201

Distributed stochastic optimization via matrix exponential learning

In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix exponential learning (MXL) and only requires locally computable gradient observations that are possibly imperfect and/or obsolete. To analyze it, we introduce the notion of a stable Nash equilibrium and we show that the algorithm is globally convergent to such equilibria - or locally convergent when an equilibrium is only locally stable. We also derive an explicit linear bound for the algorithm's convergence speed, which remains valid under measurement errors and uncertainty of arbitrarily high variance. To validate our theoretical analysis, we test the algorithm in realistic multi-carrier/multiple-antenna wireless scenarios where several users seek to maximize their energy efficiency. Our results show that learning allows users to attain a net increase between 100% and 500% in energy efficiency, even under very high uncertainty.Comment: 31 pages, 3 figure