NDLI: Single timescale stochastic approximation for stochastic Nash games in cognitive radio systems

Content Provider	IEEE Xplore Digital Library
Author	Koshal, J. Nedic, A. Shanbhag, U.V.
Copyright Year	2011
Description	Author affiliation: Department of Industrial and Enterprise Systems Engineering, University of Illinois, Urbana 61801, USA (Koshal, J.; Nedic, A.; Shanbhag, U.V.)
Abstract	In the face of increasing demand for wireless services, the design of spectrum assignment policies has gained enormous relevance. We consider one such instance in cognitive radio systems where recent efforts have focused on the application of game-theoretic approaches. Much of this work has been restricted to deterministic regimes and this paper considers a stochastic generalizations. The corresponding problems are seen to be stochastic Nash games over continuous strategy sets. Notably, the gradient map of player utilities is seen to be a monotone mapping over the cartesian product of strategy sets, leading to a monotone stochastic variational inequality. We consider the application of projection-based stochastic approximation schemes. However, such techniques are characterized by a key shortcoming in that the mappings were required to be be strongly monotone. Standard extensions of stochastic approximation schemes for merely monotone mappings rely on obtaining a sequence of increasingly exact solutions, a natively two-timescale scheme. However, obtaining solutions with increasing accuracy remains a challenging task in a simulation-based setting. Accordingly, we consider the development of single timescale techniques for computing equilibria when the associated gradient map does not admit strong monotonicity. We develop convergence theory for distributed single-timescale stochastic approximation schemes, namely stochastic iterative proximal point method which requires exactly one projection step at every step. Finally we apply this framework to the design of cognitive radio systems in uncertain regimes under temperature-interference constraints.
Starting Page	1
Ending Page	8
File Size	415935
Page Count	8
File Format	PDF
ISBN	9781457702730
e-ISBN	9781457702747
DOI	10.1109/ICDSP.2011.6004914
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-07-06
Publisher Place	Greece
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Approximation methods Stochastic processes Convergence Games Iterative methods Cognitive radio Accuracy Communication Stochastic approximation Variational Inequality Game theory Cognitive Radio
Content Type	Text
Resource Type	Article

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