TY - GEN
T1 - Distributed stochastic learning for continuous power control in wireless networks
AU - Hanif, Ahmed Farhan
AU - Tembine, Hamidou
AU - Assaad, Mohamad
AU - Zeghlache, Djamal
PY - 2012
Y1 - 2012
N2 - In this paper, we develop a distributed stochastic learning framework for seeking Nash equilibria under state dependent payoff functions. Most of the existing works assumes that a closed form expression of the reward is available at the nodes. We consider here a realistic assumption that the nodes have only a numerical realization of the reward at each time and develop a discrete time stochastic learning using sinus perturbation. We examine the convergence of our discrete time algorithm to a limiting trajectory defined by an Ordinary Differential Equation (ODE). Finally, we conduct a stability analysis and apply the proposed scheme in a generic power control problem in wireless networks.
AB - In this paper, we develop a distributed stochastic learning framework for seeking Nash equilibria under state dependent payoff functions. Most of the existing works assumes that a closed form expression of the reward is available at the nodes. We consider here a realistic assumption that the nodes have only a numerical realization of the reward at each time and develop a discrete time stochastic learning using sinus perturbation. We examine the convergence of our discrete time algorithm to a limiting trajectory defined by an Ordinary Differential Equation (ODE). Finally, we conduct a stability analysis and apply the proposed scheme in a generic power control problem in wireless networks.
UR - http://www.scopus.com/inward/record.url?scp=84868031227&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84868031227&partnerID=8YFLogxK
U2 - 10.1109/SPAWC.2012.6292887
DO - 10.1109/SPAWC.2012.6292887
M3 - Conference contribution
AN - SCOPUS:84868031227
SN - 9781467309714
T3 - IEEE Workshop on Signal Processing Advances in Wireless Communications, SPAWC
SP - 199
EP - 203
BT - 2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012
T2 - 2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012
Y2 - 17 June 2012 through 20 June 2012
ER -