Learning equilibria of a stochastic game on Gaussian interference channels with incomplete information

DOI10.1007/978-3-319-51034-7_15zbMATH Open1417.94006OpenAlexW2963032984MaRDI QIDQ4607282FDOQ4607282

Authors A. Krishna Chaitanya, Utpal Mukherji, Vinod Sharma

Publication date 13 March 2018

Published in Static & Dynamic Game Theory: Foundations & Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.02839

zbMATH Keywords

learningcorrelated equilibriumincomplete information gamefading interference channelpower allocation gameregret matching.

Mathematics Subject Classification ID

Communication theory (94A05) Stochastic games, stochastic differential games (91A15)

Abstract: We consider a wireless communication system in which $N$ transmitter-receiver pairs want to communicate with each other. Each transmitter transmits data at a certain rate using a power that depends on the channel gain to its receiver. If a receiver can successfully receive the message, it sends an acknowledgment (ACK), else it sends a negative ACK (NACK). Each user aims to maximize its probability of successful transmission. We formulate this problem as a stochastic game and propose a fully distributed learning algorithm to find a correlated equilibrium (CE). In addition, we use a no regret algorithm to find a coarse correlated equilibrium (CCE) for our power allocation game. We also propose a fully distributed learning algorithm to find a Pareto optimal solution. In general Pareto points do not guarantee fairness among the users, therefore we also propose an algorithm to compute a Nash bargaining solution which is Pareto optimal and provides fairness among users. Finally, under the same game theoretic setup, we study these equilibria and Pareto points when each transmitter sends data at multiple rates rather than at a fixed rate. We compare the sum rate obtained at the CE, CCE, Nash bargaining solution and the Pareto point and also via some other well known recent algorithms.

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Cites work

• scientific article; zbMATH DE number 1795161 (Why is no real title available?)
• A Simple Adaptive Procedure Leading to Correlated Equilibrium
• Adaptive Heuristics
• Asynchronous Iterative Water-Filling for Gaussian Frequency-Selective Interference Channels
• Intrinsic robustness of the price of anarchy
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• Learning equilibria of a stochastic game on Gaussian interference channels with incomplete information
• Learning mixed equilibria
• Learning through reinforcement and replicator dynamics
• Prediction, Learning, and Games
• The multiplicative weights update method: a meta-algorithm and applications

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