Robust game-theoretic algorithms for distributed resource allocation in wireless communications

The predominant game-theoretic solutions for distributed rate-maximization algorithms in Gaussian interference channels through optimal power control require perfect channel knowledge, which is not possible in practice due to various reasons, such as estimation errors, feedback quantization and latency between channel estimation and signal transmission. This thesis therefore aims at addressing this issue through the design and analysis of robust gametheoretic algorithms for rate-maximization in Gaussian interference channels in the presence of bounded channel uncertainty. A robust rate-maximization game is formulated for the single-antenna frequency-selective Gaussian interference channel under bounded channel uncertainty. The robust-optimization equilibrium solution for this game is independent of the probability distribution of the channel uncertainty. The existence and uniqueness of the equilibrium are studied and sufficient conditions for the uniqueness of the equilibrium are provided. Distributed algorithms to compute the equilibrium solution are presented and shown to have guaranteed asymptotic convergence when the game has a unique equilibrium. The sum-rate and the price of anarchy at the equilibrium of this game are analyzed for the two-user scenario and shown to improve with increase in channel uncertainty under certain conditions. These results indicate that the robust solution moves closer to a frequency division multiple access (FDMA) solution when uncertainty increases. This leads to a higher sum-rate and a lower price of anarchy for systems where FDMA is globally optimal. A robust rate-maximization game for multi-antenna Gaussian interference channels in the presence of channel uncertainty is also developed along similar principles. It is shown that this robust game is equivalent to the nominal game with modified channel matrices. The robust-optimization equilibrium for this game and a distributed algorithm for its computation are presented and characterized. Sufficient conditions for the uniqueness of the equilibrium and asymptotic convergence of the algorithm are presented. Numerical simulations are used to confirm the behaviour of these algorithms. The analytical and numerical results of this thesis indicate that channel uncertainty is not necessarily detrimental, but can indeed result in improvement of performance of networks in particular situations, where the Nash equilibrium solution is quite inefficient and channel uncertainty leads to reduced greediness of users.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Worst-Case Robust Distributed Power Allocation in Shared Unlicensed Spectrum

This paper considers non-cooperative and fully-distributed power-allocation for selfish transmitter-receiver pairs in shared unlicensed spectrum when normalized-interference to each receiver is uncertain. We model each uncertain parameter by the sum of its nominal (estimated) value and a bounded additive error in a convex set, and show that the allocated power always converges to its equilibrium, called robust Nash equilibrium (RNE). In the case of a bounded and symmetric uncertainty region, we show that the power allocation problem for each user is simplified, and can be solved in a distributed manner. We derive the conditions for RNE's uniqueness and for convergence of the distributed algorithm; and show that the total throughput (social utility) is less than that at NE when RNE is unique. We also show that for multiple RNEs, the social utility may be higher at a RNE as compared to that at the corresponding NE, and demonstrate that this is caused by users' orthogonal utilization of bandwidth at RNE. Simulations confirm our analysis

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

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

Robust Spectrum Sharing via Worst Case Approach

This paper considers non-cooperative and fully-distributed power-allocation for secondary-users (SUs) in spectrum-sharing environments when normalized-interference to each secondary-user is uncertain. We model each uncertain parameter by the sum of its nominal (estimated) value and a bounded additive error in a convex set, and show that the allocated power always converges to its equilibrium, called robust Nash equilibrium (RNE). In the case of a bounded and symmetric uncertainty set, we show that the power allocation problem for each SU is simplified, and can be solved in a distributed manner. We derive the conditions for RNE's uniqueness and for convergence of the distributed algorithm; and show that the total throughput (social utility) is less than that at NE when RNE is unique. We also show that for multiple RNEs, the the social utility may be higher at a RNE as compared to that at the corresponding NE, and demonstrate that this is caused by SUs' orthogonal utilization of bandwidth for increasing the social utility. Simulations confirm our analysis

Game Theory and Microeconomic Theory for Beamforming Design in Multiple-Input Single-Output Interference Channels

In interference-limited wireless networks, interference management techniques are important in order to improve the performance of the systems. Given that spectrum and energy are scarce resources in these networks, techniques that exploit the resources efficiently are desired. We consider a set of base stations operating concurrently in the same spectral band. Each base station is equipped with multiple antennas and transmits data to a single-antenna mobile user. This setting corresponds to the multiple-input single-output (MISO) interference channel (IFC). The receivers are assumed to treat interference signals as noise. Moreover, each transmitter is assumed to know the channels between itself and all receivers perfectly. We study the conflict between the transmitter-receiver pairs (links) using models from game theory and microeconomic theory. These models provide solutions to resource allocation problems which in our case correspond to the joint beamforming design at the transmitters. Our interest lies in solutions that are Pareto optimal. Pareto optimality ensures that it is not further possible to improve the performance of any link without reducing the performance of another link. Strategic games in game theory determine the noncooperative choice of strategies of the players. The outcome of a strategic game is a Nash equilibrium. While the Nash equilibrium in the MISO IFC is generally not efficient, we characterize the necessary null-shaping constraints on the strategy space of each transmitter such that the Nash equilibrium outcome is Pareto optimal. An arbitrator is involved in this setting which dictates the constraints at each transmitter. In contrast to strategic games, coalitional games provide cooperative solutions between the players. We study cooperation between the links via coalitional games without transferable utility. Cooperative beamforming schemes considered are either zero forcing transmission or Wiener filter precoding. We characterize the necessary and sufficient conditions under which the core of the coalitional game with zero forcing transmission is not empty. The core solution concept specifies the strategies with which all players have the incentive to cooperate jointly in a grand coalition. While the core only considers the formation of the grand coalition, coalition formation games study coalition dynamics. We utilize a coalition formation algorithm, called merge-and-split, to determine stable link grouping. Numerical results show that while in the low signal-to-noise ratio (SNR) regime noncooperation between the links is efficient, at high SNR all links benefit in forming a grand coalition. Coalition formation shows its significance in the mid SNR regime where subset link cooperation provides joint performance gains. We use the models of exchange and competitive market from microeconomic theory to determine Pareto optimal equilibria in the two-user MISO IFC. In the exchange model, the links are represented as consumers that can trade goods within themselves. The goods in our setting correspond to the parameters of the beamforming vectors necessary to achieve all Pareto optimal points in the utility region. We utilize the conflict representation of the consumers in the Edgeworth box, a graphical tool that depicts the allocation of the goods for the two consumers, to provide closed-form solution to all Pareto optimal outcomes. The exchange equilibria are a subset of the points on the Pareto boundary at which both consumers achieve larger utility then at the Nash equilibrium. We propose a decentralized bargaining process between the consumers which starts at the Nash equilibrium and ends at an outcome arbitrarily close to an exchange equilibrium. The design of the bargaining process relies on a systematic study of the allocations in the Edgeworth box. In comparison to the exchange model, a competitive market additionally defines prices for the goods. The equilibrium in this economy is called Walrasian and corresponds to the prices that equate the demand to the supply of goods. We calculate the unique Walrasian equilibrium and propose a coordination process that is realized by the arbitrator which distributes the Walrasian prices to the consumers. The consumers then calculate in a decentralized manner their optimal demand corresponding to beamforming vectors that achieve the Walrasian equilibrium. This outcome is Pareto optimal and lies in the set of exchange equilibria. In this thesis, based on the game theoretic and microeconomic models, efficient beamforming strategies are proposed that jointly improve the performance of the systems. The gained results are applicable in interference-limited wireless networks requiring either coordination from the arbitrator or direct cooperation between the transmitters