ترغب بنشر مسار تعليمي؟ اضغط هنا

Conjectural Equilibrium in Water-filling Games

104   0   0.0 ( 0 )
 نشر من قبل Yi Su
 تاريخ النشر 2008
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

This paper considers a non-cooperative game in which competing users sharing a frequency-selective interference channel selfishly optimize their power allocation in order to improve their achievable rates. Previously, it was shown that a user having the knowledge of its opponents channel state information can make foresighted decisions and substantially improve its performance compared with the case in which it deploys the conventional iterative water-filling algorithm, which does not exploit such knowledge. This paper discusses how a foresighted user can acquire this knowledge by modeling its experienced interference as a function of its own power allocation. To characterize the outcome of the multi-user interaction, the conjectural equilibrium is introduced, and the existence of this equilibrium for the investigated water-filling game is proved. Interestingly, both the Nash equilibrium and the Stackelberg equilibrium are shown to be special cases of the generalization of conjectural equilibrium. We develop practical algorithms to form accurate beliefs and search desirable power allocation strategies. Numerical simulations indicate that a foresighted user without any a priori knowledge of its competitors private information can effectively learn the required information, and induce the entire system to an operating point that improves both its own achievable rate as well as the rates of the other participants in the water-filling game.



قيم البحث

اقرأ أيضاً

208 - Yuanyuan Shi , Baosen Zhang 2019
This paper examines the convergence of no-regret learning in Cournot games with continuous actions. Cournot games are the essential model for many socio-economic systems, where players compete by strategically setting their output quantity. We assume that players do not have full information of the game and thus cannot pre-compute a Nash equilibrium. Two types of feedback are considered: one is bandit feedback and the other is gradient feedback. To study the convergence of the induced sequence of play, we introduce the notion of convergence in measure, and show that the players actual sequence of action converges to the unique Nash equilibrium. In addition, our results naturally extend the no-regret learning algorithms time-average regret bounds to obtain the final-iteration convergence rates. Together, our work presents significantly sharper convergence results for learning in games without strong assumptions on game property (e.g., monotonicity) and shows how exploiting the game information feedback can influence the convergence rates.
148 - Giacomo Como , Stephane Durand , 2020
We study an optimal targeting problem for super-modular games with binary actions and finitely many players. The considered problem consists in the selection of a subset of players of minimum size such that, when the actions of these players are forc ed to a controlled value while the others are left to repeatedly play a best response action, the system will converge to the greatest Nash equilibrium of the game. Our main contributions consist in showing that the problem is NP-complete and in proposing an efficient iterative algorithm with provable convergence properties for its solution. We discuss in detail the special case of network coordination games and its relation with the notion of cohesiveness. Finally, we show with simulations the strength of our approach with respect to naive heuristics based on classical network centrality measures.
We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given strategy. These games capture the idea of coordination in the absence of globally common strategies. Prior work shows that the problem of determining the existence of a pure Nash equilibrium for these games is NP-complete already for graphs with all weights equal to one and no bonuses. However, for several classes of graphs (e.g. DAGs and cliques) pure Nash equilibria or even strong equilibria always exist and can be found by simply following a particular improvement or coalition-improvement path, respectively. In this paper we identify several natural classes of graphs for which a finite improvement or coalition-improvement path of polynomial length always exists, and, as a consequence, a Nash equilibrium or strong equilibrium in them can be found in polynomial time. We also argue that these results are optimal in the sense that in natural generalisations of these classes of graphs, a pure Nash equilibrium may not even exist.
The term rational has become synonymous with maximizing expected payoff in the definition of the best response in Nash setting. In this work, we consider stochastic games in which players engage only once, or at most a limited number of times. In suc h games, it may not be rational for players to maximize their expected payoff as they cannot wait for the Law of Large Numbers to take effect. We instead define a new notion of a risk-averse best response, that results in a risk-averse equilibrium (RAE) in which players choose to play the strategy that maximizes the probability of them being rewarded the most in a single round of the game rather than maximizing the expected received reward, subject to the actions of other players. We prove the risk-averse equilibrium to exist in all finite games and numerically compare its performance to Nash equilibrium in finite-time stochastic games.
We study power control in optimization and game frameworks. In the optimization framework there is a single decision maker who assigns network resources and in the game framework users share the network resources according to Nash equilibrium. The so lution of these problems is based on so-called water-filling technique, which in turn uses bisection method for solution of non-linear equations for Lagrange multiplies. Here we provide a closed form solution to the water-filling problem, which allows us to solve it in a finite number of operations. Also, we produce a closed form solution for the Nash equilibrium in symmetric Gaussian interference game with an arbitrary number of users. Even though the game is symmetric, there is an intrinsic hierarchical structure induced by the quantity of the resources available to the users. We use this hierarchical structure to perform a successive reduction of the game. In addition, to its mathematical beauty, the explicit solution allows one to study limiting cases when the crosstalk coefficient is either small or large. We provide an alternative simple proof of the convergence of the Iterative Water Filling Algorithm. Furthermore, it turns out that the convergence of Iterative Water Filling Algorithm slows down when the crosstalk coefficient is large. Using the closed form solution, we can avoid this problem. Finally, we compare the non-cooperative approach with the cooperative approach and show that the non-cooperative approach results in a more fair resource distribution.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا