697 research outputs found
Distributed Power Allocation with Rate Constraints in Gaussian Parallel Interference Channels
This paper considers the minimization of transmit power in Gaussian parallel
interference channels, subject to a rate constraint for each user. To derive
decentralized solutions that do not require any cooperation among the users, we
formulate this power control problem as a (generalized) Nash equilibrium game.
We obtain sufficient conditions that guarantee the existence and nonemptiness
of the solution set to our problem. Then, to compute the solutions of the game,
we propose two distributed algorithms based on the single user waterfilling
solution: The \emph{sequential} and the \emph{simultaneous} iterative
waterfilling algorithms, wherein the users update their own strategies
sequentially and simultaneously, respectively. We derive a unified set of
sufficient conditions that guarantee the uniqueness of the solution and global
convergence of both algorithms. Our results are applicable to all practical
distributed multipoint-to-multipoint interference systems, either wired or
wireless, where a quality of service in terms of information rate must be
guaranteed for each link.Comment: Paper submitted to IEEE Transactions on Information Theory, February
17, 2007. Revised January 11, 200
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Long-Run Equilibrium Modeling of Alternative Emissions Allowance Allocation Systems in Electric Power Markets
A question in the design of carbon dioxide trading systems is how allowances are to be initially allocated: by auction, by giving away fixed amounts, or by allocating based on output, fuel, or other decisions. The latter system can bias investment, operations, and pricing decisions, and increase costs relative to other systems. A nonlinear complementarity model is used to investigate long-run equilibria that would result under alternative systems for power markets characterized by time varying demand and multiple generation technologies. Existence of equilibria is shown under mild conditions. Solutions show that allocating allowances to new capacity based on fuel use or generator type can distort generation mixes, invert the operating order of power plants, and inflate consumer costs. The distortions can be smaller for tighter CO2 restrictions, and are somewhat mitigated if there are also electricity capacity markets or minimum-run restrictions on coal plants
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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