Monotone games for cognitive radio systems
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Publication:2986287
DOI10.1109/TIT.2014.2317791zbMATH Open1360.91101arXiv1212.6235OpenAlexW183050033MaRDI QIDQ2986287FDOQ2986287
Authors: Gesualdo Scutari, Francisco Facchinei, Jong-Shi Pang, D. P. Palomar 
Publication date: 16 May 2017
Published in: IEEE Transactions on Information Theory, Distributed Decision Making and Control (Search for Journal in Brave)
Abstract: 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.
Full work available at URL: https://arxiv.org/abs/1212.6235
Recommendations
Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Applications of game theory (91A80) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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