Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion

In this paper, we consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in [10.11], we can investigate the more general stochastic optimal control problems under G-expectation than that were constructed in [28]. Then we obtain a generalized dynamic programming principle and the value function is proved to be a viscosity solution of a fully nonlinear second-order partial differential equation.Comment: 25 page

Outage Capacity and Optimal Transmission for Dying Channels

In wireless networks, communication links may be subject to random fatal impacts: for example, sensor networks under sudden power losses or cognitive radio networks with unpredictable primary user spectrum occupancy. Under such circumstances, it is critical to quantify how fast and reliably the information can be collected over attacked links. For a single point-to-point channel subject to a random attack, named as a \emph{dying channel}, we model it as a block-fading (BF) channel with a finite and random delay constraint. First, we define the outage capacity as the performance measure, followed by studying the optimal coding length $K$ such that the outage probability is minimized when uniform power allocation is assumed. For a given rate target and a coding length $K$, we then minimize the outage probability over the power allocation vector \mv{P}_{K}, and show that this optimization problem can be cast into a convex optimization problem under some conditions. The optimal solutions for several special cases are discussed. Furthermore, we extend the single point-to-point dying channel result to the parallel multi-channel case where each sub-channel is a dying channel, and investigate the corresponding asymptotic behavior of the overall outage probability with two different attack models: the independent-attack case and the $m$-dependent-attack case. It can be shown that the overall outage probability diminishes to zero for both cases as the number of sub-channels increases if the \emph{rate per unit cost} is less than a certain threshold. The outage exponents are also studied to reveal how fast the outage probability improves over the number of sub-channels.Comment: 31 pages, 9 figures, submitted to IEEE Transactions on Information Theor

On Design of Collaborative Beamforming for Two-Way Relay Networks

We consider a two-way relay network, where two source nodes, S1 and S2, exchange information through a cluster of relay nodes. The relay nodes receive the sum signal from S1 and S2 in the first time slot. In the second time slot, each relay node multiplies its received signal by a complex coefficient and retransmits the signal to the two source nodes, which leads to a collaborative two-way beamforming system. By applying the principle of analog network coding, each receiver at S1 and S2 cancels the "self-interference" in the received signal from the relay cluster and decodes the message. This paper studies the 2-dimensional achievable rate region for such a two-way relay network with collaborative beamforming. With different assumptions of channel reciprocity between the source-relay and relay-source channels, the achievable rate region is characterized under two setups. First, with reciprocal channels, we investigate the achievable rate regions when the relay cluster is subject to a sum-power constraint or individual-power constraints. We show that the optimal beamforming vectors obtained from solving the weighted sum inverse-SNR minimization (WSISMin) problems are sufficient to characterize the corresponding achievable rate region. Furthermore, we derive the closed form solutions for those optimal beamforming vectors and consequently propose the partially distributed algorithms to implement the optimal beamforming, where each relay node only needs the local channel information and one global parameter. Second, with the non-reciprocal channels, the achievable rate regions are also characterized for both the sum-power constraint case and the individual-power constraint case. Although no closed-form solutions are available under this setup, we present efficient numerical algorithms.Comment: new version of the previously posted, single column double spacing, 24 page

Dynamic Resource Allocation in Cognitive Radio Networks: A Convex Optimization Perspective

This article provides an overview of the state-of-art results on communication resource allocation over space, time, and frequency for emerging cognitive radio (CR) wireless networks. Focusing on the interference-power/interference-temperature (IT) constraint approach for CRs to protect primary radio transmissions, many new and challenging problems regarding the design of CR systems are formulated, and some of the corresponding solutions are shown to be obtainable by restructuring some classic results known for traditional (non-CR) wireless networks. It is demonstrated that convex optimization plays an essential role in solving these problems, in a both rigorous and efficient way. Promising research directions on interference management for CR and other related multiuser communication systems are discussed.Comment: to appear in IEEE Signal Processing Magazine, special issue on convex optimization for signal processin