Stochastic differential games and energy-efficient power control

DOI10.1007/S13235-012-0068-1zbMATH Open1276.91028DBLPjournals/dga/MeriauxLT13arXiv1305.2767OpenAlexW3104341217WikidataQ69038047 ScholiaQ69038047MaRDI QIDQ367443FDOQ367443

François Mériaux, Hamidou Tembine, Samson Lasaulce

Publication date: 16 September 2013

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Abstract: One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The players are the transmitters who adapt their power level to the quality of their time-varying link with the receiver, their battery level, and the strategy updates of the others. The proposed model not only allows one to take into account long-term strategic interactions but also long-term energy constraints. A simple sufficient condition for the existence of a Nash equilibrium in this game is provided and shown to be verified in a typical scenario. As the uniqueness and determination of equilibria are difficult issues in general, especially when the number of players goes large, we move to two special cases: the single player case which gives us some useful insights of practical interest and allows one to make connections with the case of large number of players. The latter case is treated with a mean-field game approach for which reasonable sufficient conditions for convergence and uniqueness are provided. Remarkably, this recent approach for large system analysis shows how scalability can be dealt with in large games and only relies on the individual state information assumption.

Full work available at URL: https://arxiv.org/abs/1305.2767

zbMATH Keywords

differential gamesenergy efficiencymean-field gamewireless networkpower control

Mathematics Subject Classification ID

Differential games and control (49N70) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Applications of optimal control and differential games (49N90) Stochastic games, stochastic differential games (91A15) Other game-theoretic models (91A40) Application models in control theory (93C95)

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Cited In (2)

• Robust Power Management via Learning and Game Design
• Multi-resolution large population stochastic differential games and their application to demand response management in the smart grid

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