Stochastic Differential Games and Energy-Efficient Power Control

One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The players are the transmitters who adapt their power level to the quality of their time-varying link with the receiver, their battery level, and the strategy updates of the others. The proposed model not only allows one to take into account long-term strategic interactions but also long-term energy constraints. A simple sufficient condition for the existence of a Nash equilibrium in this game is provided and shown to be verified in a typical scenario. As the uniqueness and determination of equilibria are difficult issues in general, especially when the number of players goes large, we move to two special cases: the single player case which gives us some useful insights of practical interest and allows one to make connections with the case of large number of players. The latter case is treated with a mean-field game approach for which reasonable sufficient conditions for convergence and uniqueness are provided. Remarkably, this recent approach for large system analysis shows how scalability can be dealt with in large games and only relies on the individual state information assumption.Comment: The final publication is available at http://www.springerlink.com/openurl.asp?genre=article\&id=doi:10.1007/s13235-012-0068-

Information Design for Strategic Coordination of Autonomous Devices with Non-Aligned Utilities

In this paper, we investigate the coordination of autonomous devices with non-aligned utility functions. Both encoder and decoder are considered as players, that choose the encoding and the decoding in order to maximize their long-run utility functions. The topology of the point-to-point network under investigation, suggests that the decoder implements a strategy, knowing in advance the strategy of the encoder. We characterize the encoding and decoding functions that form an equilibrium, by using empirical coordination. The equilibrium solution is related to an auxiliary game in which both players choose some conditional distributions in order to maximize their expected utilities. This problem is closely related to the literature on "Information Design" in Game Theory. We also characterize the set of posterior distributions that are compatible with a rate-limited channel between the encoder and the decoder. Finally, we provide an example of non-aligned utility functions corresponding to parallel fading multiple access channels.Comment: IEEE Proc. of the Fifty-fourth Annual Allerton Conference Allerton House, UIUC, Illinois, USA September 27 - 30, 201

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

A Repeated Game Formulation of Energy-Efficient Decentralized Power Control

Decentralized multiple access channels where each transmitter wants to selfishly maximize his transmission energy-efficiency are considered. Transmitters are assumed to choose freely their power control policy and interact (through multiuser interference) several times. It is shown that the corresponding conflict of interest can have a predictable outcome, namely a finitely or discounted repeated game equilibrium. Remarkably, it is shown that this equilibrium is Pareto-efficient under reasonable sufficient conditions and the corresponding decentralized power control policies can be implemented under realistic information assumptions: only individual channel state information and a public signal are required to implement the equilibrium strategies. Explicit equilibrium conditions are derived in terms of minimum number of game stages or maximum discount factor. Both analytical and simulation results are provided to compare the performance of the proposed power control policies with those already existing and exploiting the same information assumptions namely, those derived for the one-shot and Stackelberg games.Comment: 25 pages, 5 figures, accepted for publication in IEEE Transaction on Wireless Communicatio

A Stochastic Game Formulation of Energy-Efficient Power Control: Equilibrium Utilities and Practical Strategies

Frequency non-selective time-selective multiple access channels in which transmitters can freely choose their power control policy are considered. The individual objective of the transmitters is to maximize their averaged energy-efficiency. For this purpose, a transmitter has to choose a power control policy that is, a sequence of power levels adapted to the channel variations. This problem can be formulated as a stochastic game with discounting for which there exists a theorem characterizing all the equilibrium utilities (equilibrium utility region). As in its general formulation, this theorem relies on global channel state information (CSI), it is shown that some points of the utility region can be reached with individual CSI. Interestingly, time-sharing based solutions, which are usually considered for centralized policies, appear to be part of the equilibrium solutions. This analysis is illustrated by numerical results providing further insights to the problem under investigation.Comment: DSP 2011: 17th International Conference on Digital Signal Processing, July 2011, Corfu, Greec

Adaptive Power Allocation and Control in Time-Varying Multi-Carrier MIMO Networks

In this paper, we examine the fundamental trade-off between radiated power and achieved throughput in wireless multi-carrier, multiple-input and multiple-output (MIMO) systems that vary with time in an unpredictable fashion (e.g. due to changes in the wireless medium or the users' QoS requirements). Contrary to the static/stationary channel regime, there is no optimal power allocation profile to target (either static or in the mean), so the system's users must adapt to changes in the environment "on the fly", without being able to predict the system's evolution ahead of time. In this dynamic context, we formulate the users' power/throughput trade-off as an online optimization problem and we provide a matrix exponential learning algorithm that leads to no regret - i.e. the proposed transmit policy is asymptotically optimal in hindsight, irrespective of how the system evolves over time. Furthermore, we also examine the robustness of the proposed algorithm under imperfect channel state information (CSI) and we show that it retains its regret minimization properties under very mild conditions on the measurement noise statistics. As a result, users are able to track the evolution of their individually optimum transmit profiles remarkably well, even under rapidly changing network conditions and high uncertainty. Our theoretical analysis is validated by extensive numerical simulations corresponding to a realistic network deployment and providing further insights in the practical implementation aspects of the proposed algorithm.Comment: 25 pages, 4 figure

Outage Probability and Outage-Based Robust Beamforming for MIMO Interference Channels with Imperfect Channel State Information

In this paper, the outage probability and outage-based beam design for multiple-input multiple-output (MIMO) interference channels are considered. First, closed-form expressions for the outage probability in MIMO interference channels are derived under the assumption of Gaussian-distributed channel state information (CSI) error, and the asymptotic behavior of the outage probability as a function of several system parameters is examined by using the Chernoff bound. It is shown that the outage probability decreases exponentially with respect to the quality of CSI measured by the inverse of the mean square error of CSI. Second, based on the derived outage probability expressions, an iterative beam design algorithm for maximizing the sum outage rate is proposed. Numerical results show that the proposed beam design algorithm yields better sum outage rate performance than conventional algorithms such as interference alignment developed under the assumption of perfect CSI.Comment: 41 pages, 14 figures. accepted to IEEE Transactions on Wireless Communication

Methodologies for Analyzing Equilibria in Wireless Games

Under certain assumptions in terms of information and models, equilibria correspond to possible stable outcomes in conflicting or cooperative scenarios where rational entities interact. For wireless engineers, it is of paramount importance to be able to predict and even ensure such states at which the network will effectively operate. In this article, we provide non-exhaustive methodologies for characterizing equilibria in wireless games in terms of existence, uniqueness, selection, and efficiency.Comment: To appear in IEEE Signal Processing Magazine, Sep. 200