700 research outputs found
On the Nash Equilibria in Decentralized Parallel Interference Channels
In this paper, the 2-dimensional decentralized parallel interference channel
(IC) with 2 transmitter-receiver pairs is modelled as a non-cooperative static
game. Each transmitter is assumed to be a fully rational entity with complete
information on the game, aiming to maximize its own individual spectral
efficiency by tuning its own power allocation (PA) vector. Two scenarios are
analysed. First, we consider that transmitters can split their transmit power
between both dimensions (PA game). Second, we consider that each transmitter is
limited to use only one dimension (channel selection CS game). In the first
scenario, the game might have either one or three NE in pure strategies (PS).
However, two or infinitely many NE in PS might also be observed with zero
probability. In the second scenario, there always exists either one or two NE
in PS. We show that in both games there always exists a non-zero probability of
observing more than one NE. More interestingly, using Monte-Carlo simulations,
we show that the highest and lowest network spectral efficiency at any of the
NE in the CS game are always higher than the ones in the PA.Comment: 6 pages, 4 figures, presented in ICCC Kyoto 201
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
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
Dynamic Power Allocation Games in Parallel Multiple Access Channels
We analyze the distributed power allocation problem in parallel multiple
access channels (MAC) by studying an associated non-cooperative game which
admits an exact potential. Even though games of this type have been the subject
of considerable study in the literature, we find that the sufficient conditions
which ensure uniqueness of Nash equilibrium points typically do not hold in
this context. Nonetheless, we show that the parallel MAC game admits a unique
equilibrium almost surely, thus establishing an important class of
counterexamples where these sufficient conditions are not necessary.
Furthermore, if the network's users employ a distributed learning scheme based
on the replicator dynamics, we show that they converge to equilibrium from
almost any initial condition, even though users only have local information at
their disposal.Comment: 18 pages, 4 figures, submitted to Valuetools '1
On the Fictitious Play and Channel Selection Games
Considering the interaction through mutual interference of the different
radio devices, the channel selection (CS) problem in decentralized parallel
multiple access channels can be modeled by strategic-form games. Here, we show
that the CS problem is a potential game (PG) and thus the fictitious play (FP)
converges to a Nash equilibrium (NE) either in pure or mixed strategies. Using
a 2-player 2-channel game, it is shown that convergence in mixed strategies
might lead to cycles of action profiles which lead to individual spectral
efficiencies (SE) which are worse than the SE at the worst NE in mixed and pure
strategies. Finally, exploiting the fact that the CS problem is a PG and an
aggregation game, we present a method to implement FP with local information
and minimum feedback.Comment: In proc. of the IEEE Latin-American Conference on Communications
(LATINCOM), Bogota, Colombia, September, 201
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
Distributed Learning Policies for Power Allocation in Multiple Access Channels
We analyze the problem of distributed power allocation for orthogonal
multiple access channels by considering a continuous non-cooperative game whose
strategy space represents the users' distribution of transmission power over
the network's channels. When the channels are static, we find that this game
admits an exact potential function and this allows us to show that it has a
unique equilibrium almost surely. Furthermore, using the game's potential
property, we derive a modified version of the replicator dynamics of
evolutionary game theory which applies to this continuous game, and we show
that if the network's users employ a distributed learning scheme based on these
dynamics, then they converge to equilibrium exponentially quickly. On the other
hand, a major challenge occurs if the channels do not remain static but
fluctuate stochastically over time, following a stationary ergodic process. In
that case, the associated ergodic game still admits a unique equilibrium, but
the learning analysis becomes much more complicated because the replicator
dynamics are no longer deterministic. Nonetheless, by employing results from
the theory of stochastic approximation, we show that users still converge to
the game's unique equilibrium.
Our analysis hinges on a game-theoretical result which is of independent
interest: in finite player games which admit a (possibly nonlinear) convex
potential function, the replicator dynamics (suitably modified to account for
nonlinear payoffs) converge to an eps-neighborhood of an equilibrium at time of
order O(log(1/eps)).Comment: 11 pages, 8 figures. Revised manuscript structure and added more
material and figures for the case of stochastically fluctuating channels.
This version will appear in the IEEE Journal on Selected Areas in
Communication, Special Issue on Game Theory in Wireless Communication
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