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 at solving 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 Single Input Single Output (SISO) and Multiple Input Multiple Output (MIMO) games in cognitive radio systems, showing a considerable performance improvement over classical pure noncooperative schemes.

Real and Complex Monotone Communication Games / Scutari, Gesualdo; Facchinei, Francisco; Jong Shi, Pang; Daniel P., Palomar. - In: IEEE TRANSACTIONS ON INFORMATION THEORY. - ISSN 0018-9448. - 60:7(2014), pp. 4197-4231. [10.1109/tit.2014.2317791]

Real and Complex Monotone Communication Games

SCUTARI, GESUALDO;FACCHINEI, Francisco;
2014

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 at solving 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 Single Input Single Output (SISO) and Multiple Input Multiple Output (MIMO) games in cognitive radio systems, showing a considerable performance improvement over classical pure noncooperative schemes.
cognitive radio; nash equilibrium problems; interference channel; equilibrium selection; distributed algorithms
01 Pubblicazione su rivista::01a Articolo in rivista
Real and Complex Monotone Communication Games / Scutari, Gesualdo; Facchinei, Francisco; Jong Shi, Pang; Daniel P., Palomar. - In: IEEE TRANSACTIONS ON INFORMATION THEORY. - ISSN 0018-9448. - 60:7(2014), pp. 4197-4231. [10.1109/tit.2014.2317791]
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