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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
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