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

Doubly infinite separation of quantum information and communication

We prove the existence of (one-way) communication tasks with a subconstant versus superconstant asymptotic gap, which we call "doubly infinite," between their quantum information and communication complexities. We do so by studying the exclusion game [C. Perry et al., Phys. Rev. Lett. 115, 030504 (2015)] for which there exist instances where the quantum information complexity tends to zero as the size of the input $n$ increases. By showing that the quantum communication complexity of these games scales at least logarithmically in $n$, we obtain our result. We further show that the established lower bounds and gaps still hold even if we allow a small probability of error. However in this case, the $n$-qubit quantum message of the zero-error strategy can be compressed polynomially.Comment: 16 pages, 2 figures. v4: minor errors fixed; close to published version; v5: financial support info adde

On the linear convergence of distributed Nash equilibrium seeking for multi-cluster games under partial-decision information

This paper considers the distributed strategy design for Nash equilibrium (NE) seeking in multi-cluster games under a partial-decision information scenario. In the considered game, there are multiple clusters and each cluster consists of a group of agents. A cluster is viewed as a virtual noncooperative player that aims to minimize its local payoff function and the agents in a cluster are the actual players that cooperate within the cluster to optimize the payoff function of the cluster through communication via a connected graph. In our setting, agents have only partial-decision information, that is, they only know local information and cannot have full access to opponents' decisions. To solve the NE seeking problem of this formulated game, a discrete-time distributed algorithm, called distributed gradient tracking algorithm (DGT), is devised based on the inter- and intra-communication of clusters. In the designed algorithm, each agent is equipped with strategy variables including its own strategy and estimates of other clusters' strategies. With the help of a weighted Fronbenius norm and a weighted Euclidean norm, theoretical analysis is presented to rigorously show the linear convergence of the algorithm. Finally, a numerical example is given to illustrate the proposed algorithm

Nash and Wardrop equilibria in aggregative games with coupling constraints

We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash and Wardrop equilibrium. By exploiting a characterization of the two equilibria as solutions of variational inequalities, we bound their distance with a decreasing function of the population size. As second contribution, we propose two decentralized algorithms that converge to such equilibria and are capable of coping with constraints coupling the strategies of different agents. Finally, we study the applications of charging of electric vehicles and of route choice on a road network.Comment: IEEE Trans. on Automatic Control (Accepted without changes). The first three authors contributed equall

Decentralized Protection Strategies against SIS Epidemics in Networks

Defining an optimal protection strategy against viruses, spam propagation or any other kind of contamination process is an important feature for designing new networks and architectures. In this work, we consider decentralized optimal protection strategies when a virus is propagating over a network through a SIS epidemic process. We assume that each node in the network can fully protect itself from infection at a constant cost, or the node can use recovery software, once it is infected. We model our system using a game theoretic framework and find pure, mixed equilibria, and the Price of Anarchy (PoA) in several network topologies. Further, we propose both a decentralized algorithm and an iterative procedure to compute a pure equilibrium in the general case of a multiple communities network. Finally, we evaluate the algorithms and give numerical illustrations of all our results.Comment: accepted for publication in IEEE Transactions on Control of Network System