Convergence proof for recursive solution of linear-quadratic Nash games for quasi-singularly perturbed systems

A recursive method for the solution of the Riccati equations that yield the matrix gains required for the Nash strategies for quasi-singularly perturbed systems is presented. This method involves solution of Lyapunov and reduced-order Riccati equations corresponding to reduced-order fast and slow subsystems. The algorithm is shown to converge, under specified assumptions, to the exact solution with error at the kth iteration being O(epsilon(k)) where epsilon is a small, positive, singular perturbation parameter

Optimal SIR-based power updates in wireless CDMA communication systems

In this paper we present two new control algorithms that potentially can be used as efficient techniques for power updates in wireless CDMA communication networks. The algorithms are obtained by optimizing the signal-to-interference error. The control laws are distributed, respectively linear and bilinear, and require either estimation of the channel interference (or a quantity inversely proportional to the signal interference) or the development of efficient numerical algorithms for solving the set of algebraic equations obtained. In addition, ideas of how to accelerate the convergence of a Nash game power control algorithm are presented

Convergence proof for recursive solution of linear-quadratic Nash games for quasi-singularly perturbed systems

A recursive method for the solution of the Riccati equations that yield the matrix gains required for the Nash strategies for quasi-singularly perturbed systems is presented. This method involves solution of Lyapunov and reduced-order Riccati equations corresponding to reduced-order fast and slow subsystems. The algorithm is shown to converge, under specified assumptions, to the exact solution with error at the kth iteration being O(epsilon(k)) where epsilon is a small, positive, singular perturbation parameter

Optimal SIR-based power updates in wireless CDMA communication systems

In this paper we present two new control algorithms that potentially can be used as efficient techniques for power updates in wireless CDMA communication networks. The algorithms are obtained by optimizing the signal-to-interference error. The control laws are distributed, respectively linear and bilinear, and require either estimation of the channel interference (or a quantity inversely proportional to the signal interference) or the development of efficient numerical algorithms for solving the set of algebraic equations obtained. In addition, ideas of how to accelerate the convergence of a Nash game power control algorithm are presented