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Distributed Strategic Learning for Wireless Engineers [Hardback]

(New York University, UAE.)
  • Formāts: Hardback, 496 pages, height x width: 234x156 mm, weight: 816 g, 12 Tables, black and white; 45 Illustrations, black and white
  • Izdošanas datums: 18-May-2012
  • Izdevniecība: CRC Press Inc
  • ISBN-10: 1439876371
  • ISBN-13: 9781439876374
  • Hardback
  • Cena: 269,29 €
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  • Formāts: Hardback, 496 pages, height x width: 234x156 mm, weight: 816 g, 12 Tables, black and white; 45 Illustrations, black and white
  • Izdošanas datums: 18-May-2012
  • Izdevniecība: CRC Press Inc
  • ISBN-10: 1439876371
  • ISBN-13: 9781439876374
Although valued for its ability to allow teams to collaborate and foster coalitional behaviors among the participants, game theorys application to networking systems is not without challenges. Distributed Strategic Learning for Wireless Engineers illuminates the promise of learning in dynamic games as a tool for analyzing network evolution and underlines the potential pitfalls and difficulties likely to be encountered.

Establishing the link between several theories, this book demonstrates what is needed to learn strategic interaction in wireless networks under uncertainty, randomness, and time delays. It addresses questions such as:











How much information is enough for effective distributed decision making? Is having more information always useful in terms of system performance? What are the individual learning performance bounds under outdated and imperfect measurement? What are the possible dynamics and outcomes if the players adopt different learning patterns? If convergence occurs, what is the convergence time of heterogeneous learning? What are the issues of hybrid learning? How can one develop fast and efficient learning schemes in scenarios where some players have more information than the others? What is the impact of risk-sensitivity in strategic learning systems? How can one construct learning schemes in a dynamic environment in which one of the players do not observe a numerical value of its own-payoffs but only a signal of it? How can one learn "unstable" equilibria and global optima in a fully distributed manner?

The book provides an explicit description of how players attempt to learn over time about the game and about the behavior of others. It focuses on finite and infinite systems, where the interplay among the individual adjustments undertaken by the different players generates different learning dynamics, heterogeneous learning, risk-sensitive learning, and hybrid dynamics.
List of Figures
xv
List of Tables
xvii
Foreword xix
Preface xxi
The Author Bio xxxiii
Contributors xxxv
1 Introduction to Learning in Games
1(52)
1.1 Basic Elements of Games
5(17)
1.1.1 Basic Components of One-Shot Game
5(4)
1.1.4 State-Dependent One-Shot Game
9(1)
1.1.4.1 Perfectly-Known State One-Shot Games
9(1)
1.1.4.2 One-Shot Games with Partially-Known State
10(1)
1.1.4.3 State Component is Unknown
10(1)
1.1.4.4 Only the State Space Is Known
11(1)
1.1.5 Perfectly Known State Dynamic Game
11(1)
1.1.6 Unknown State Dynamic Games
12(8)
1.1.7 State-Dependent Equilibrium
20(1)
1.1.8 Random Matrix Games
21(1)
1.1.9 Dynamic Robust Game
21(1)
1.2 Robust Games in Networks
22(5)
1.3 Basic Robust Games
27(2)
1.4 Basics of Robust Cooperative Games
29(4)
1.4.0.1 Preliminaries
29(1)
1.4.0.4 Cooperative Solution Concepts
30(3)
1.5 Distributed Strategic Learning
33(8)
1.5.1 Convergence Issue
39(1)
1.5.2 Selection Issue
39(1)
1.5.2.1 How to Select an Efficient Outcome?
40(1)
1.5.2.2 How to Select a Stable Outcome?
40(1)
1.6 Distributed Strategic Learning in "Wireless Networks
41(12)
1.6.1 Physical Layer
41(1)
1.6.2 MAC Layer
42(1)
1.6.3 Network Layer
42(5)
1.6.4 Transport Layer
47(1)
1.6.5 Application Layer
48(1)
1.6.6 Compressed Sensing
49(4)
2 Strategy Learning
53(84)
2.1 Introduction
53(1)
2.2 Strategy Learning under Perfect Action Monitoring
53(43)
2.2.1 Fictitious Play-Based Algorithms
54(12)
2.2.2 Best Response-Based Learning Algorithms
66(6)
2.2.5 Better Reply-Based Learning Algorithms
72(5)
2.2.6 Fixed Point Iterations
77(3)
2.2.7 Cost-To-Learn
80(6)
2.2.8 Learning Bargaining Solutions
86(5)
2.2.9 Learning and Conjectural Variations
91(3)
2.2.10 Bayesian Learning in Games
94(2)
2.2.11 Non-Bayesian Learning
96(1)
2.3 Fully Distributed Strategy-Learning
96(34)
2.3.1 Learning by Experimentation
98(3)
2.3.2 Reinforcement Learning
101(10)
2.3.3 Learning Correlated Equilibria
111(3)
2.3.4 Boltzmann-Gibbs Learning Algorithms
114(4)
2.3.5 Hybrid Learning Scheme
118(3)
2.3.6 Fast Convergence of Evolutionary Dynamics
121(1)
2.3.7 Convergence in Finite Number of Steps
122(1)
2.3.8 Convergence Time of Boltzmann-Gibbs Learning
123(4)
2.3.9 Learning Satisfactory Solutions
127(3)
2.4 Stochastic Approximations
130(1)
2.5
Chapter Review
131(1)
2.6 Discussions and Open Issues
132(5)
3 Payoff Learning and Dynamics
137(12)
3.1 Introduction
137(3)
3.2 Learning Equilibrium Payoffs
140(4)
3.3 Payoff Dynamics
144(1)
3.4 Routing Games with Parallel Links
144(2)
3.5 Numerical Values of Payoffs Are Not Observed
146(3)
4 Combined Learning
149(58)
4.1 Introduction
149(3)
4.2 Model and Notations
152(10)
4.2.1 Description of the Dynamic Game
153(2)
4.2.2 Combined Payoff and Strategy Learning
155(7)
4.3 Pseudo-Trajectory
162(4)
4.3.1 Convergence of the Payoff Reinforcement Learning
163(1)
4.3.2 Folk Theorem
163(2)
4.3.3 From Imitative Boltzmann-Gibbs CODIPAS-RL to Replicator Dynamics
165(1)
4.4 Hybrid and Combined Dynamics
166(14)
4.4.1 From Boltzmann-Gibbs-Based CODIPAS-RL to Composed Dynamics
166(1)
4.4.2 From Heterogeneous Learning to Novel Game Dynamics
167(4)
4.4.3 Aggregative Robust Games in Wireless Networks
171(1)
4.4.3.2 Power Allocation as Aggregative Robust Games
172(6)
4.4.4 Wireless MIMO Systems
178(1)
4.4.4.1 Learning the Outage Probability
179(1)
4.4.4.2 Learning the Ergodic Capacity
180(1)
4.5 Learning in Games with Continuous Action Spaces
180(3)
4.5.1 Stable Robust Games
181(2)
4.5.2 Stochastic-Gradient-Like CODIPAS
183(1)
4.6 CODIPAS for Stable Games with Continuous Action Spaces
183(3)
4.6.1 Algorithm to Solve Variational Inequality
184(1)
4.6.2 Convergence to Variational Inequality Solution
185(1)
4.7 CODIPAS-RL via Extremum-Seeking
186(2)
4.8 Designer and Users in an Hierarchical System
188(3)
4.9 From Fictitious Play with Inertia to CODIPAS-RL
191(1)
4.10 CODIPAS-RL with Random Number of Active Players
192(5)
4.11 CODIPAS for Multi-Armed Bandit Problems
197(3)
4.12 CODIPAS and Evolutionary Game Dynamics
200(2)
4.12.1 Discrete-Time Evolutionary Game Dynamics
201(1)
4.12.4 CODIPAS-Based Evolutionary Game Dynamics
201(1)
4.13 Fastest Learning Algorithms
202(5)
5 Learning under Delayed Measurement
207(24)
5.1 Introduction
207(1)
5.2 Learning under Delayed Imperfect Payoffs
208(4)
5.2.1 CODIPAS-RL under Delayed Measurement
209(3)
5.3 Reacting to the Interference
212(19)
5.3.1 Robust PMAC Games
214(2)
5.3.2 Numerical Examples
216(1)
5.3.2.1 Two Receivers
216(1)
5.3.2.2 Three Receivers
216(2)
5.3.3 MIMO Interference Channel
218(4)
5.3.3.1 One-Shot MIMO Game
222(3)
5.3.4.1 MIMO Robust Game
225(2)
5.3.4.5 Without Perfect CSI
227(4)
6 Learning in Constrained Robust Games
231(24)
6.1 Introduction
231(1)
6.2 Constrained One-Shot Games
231(2)
6.2.1 Orthogonal Constraints
231(1)
6.2.2 Coupled Constraints
232(1)
6.3 Quality of Experience
233(1)
6.4 Relevance in QoE and QoS satisfaction
234(1)
6.5 Satisfaction Levels as Benchmarks
235(1)
6.6 Satisfactory Solution
236(1)
6.7 Efficient Satisfactory Solution
237(1)
6.8 Learning a Satisfactory Solution
237(2)
6.8.3 Minkowski-Sum of Feasible Sets
239(1)
6.9 From Nash Equilibrium to Satisfactory Solution
239(1)
6.10 Mixed and Near-Satisfactory Solution
240(2)
6.11 CODIPAS with Dynamic Satisfaction Level
242(1)
6.12 Random Matrix Games
243(10)
6.12.1 Random Matrix Games Overview
244(1)
6.12.2 Zero-Sum Random Matrix Games
245(2)
6.12.4 NonZero Sum Random Matrix Games
247(1)
6.12.5.1 Relevance in Networking and Communication
248(2)
6.12.7 Evolutionary Random Matrix Games
250(1)
6.12.8 Learning in Random Matrix Games
250(1)
6.12.9 Mean-Variance Response
251(2)
6.12.11 Satisfactory Solution
253(1)
6.13 Mean-Variance Response and Demand Satisfaction
253(2)
7 Learning under Random Updates
255(62)
7.1 Introduction
255(3)
7.2 Description of the Random Update Model
258(5)
7.2.1 Description of the Dynamic Robust Game
260(3)
7.3 Fully Distributed Learning
263(17)
7.3.1 Distributed Strategy-Reinforcement Learning
263(6)
7.3.2 Random Number of Interacting Players
269(4)
7.3.3 CODIPAS-RL for Random Updates
273(1)
7.3.4 Learning Schemes Leading to Multi-Type Replicator Dynamics
274(2)
7.3.5 Heterogeneous Learning with Random Updates
276(3)
7.3.6 Constant Step-Size Random Updates
279(1)
7.3.7 Revision Protocols with Random Updates
279(1)
7.4 Dynamic Routing Games with Random Traffic
280(2)
7.5 Extensions
282(10)
7.5.1 Learning in Stochastic Games
282(1)
7.5.2.1 Nonconvergence of Fictitious Play
283(1)
7.5.2.3 Q-learning in Zero-Sum Stochastic Games
284(2)
7.5.3 Connection to Differential Dynamic Programming
286(1)
7.5.4 Learning in Robust Population Games
286(1)
7.5.4.1 Connection with Mean Field Game Dynamics
286(5)
7.5.5 Simulation of Population Games
291(1)
7.6 Mobility-Based Learning in Cognitive Radio Networks
292(16)
7.6.1 Proposed Cognitive Network Model
295(1)
7.6.2 Cognitive Radio Network Model
296(1)
7.6.2.1 Mobility of Users
296(2)
7.6.3 Power Consumption
298(2)
7.6.4 Virtual Received Power
300(1)
7.6.5 Scaled SINR
300(1)
7.6.6 Asymptotics
301(2)
7.6.8 Performance of a Generic User
303(1)
7.6.8.1 Access Probability
303(2)
7.6.8.3 Coverage Probability
305(3)
7.7 Hybrid Strategic Learning
308(4)
7.7.1 Learning in a Simple Dynamic Game
309(1)
7.7.1.1 Learning Patterns
309(1)
7.7.1.2 Description of CODIPAS Patterns
310(1)
7.7.1.3 Asymptotics of Pure Learning Schemes
311(1)
7.7.1.4 Asymptotics of Hybrid Learning Schemes
312(1)
7.8 Quiz
312(2)
7.8.1 What is Wrong in Learning in Games?
312(2)
7.8.2 Learning the Action Space
314(1)
7.9
Chapter Review
314(3)
8 Fully Distributed Learning for Global Optima
317(44)
8.1 Introduction
317(1)
8.2 Resource Selection Games
317(1)
8.3 Frequency Selection Games
318(17)
8.3.1 Convergence to One of the Global Optima
319(3)
8.3.2 Symmetric Configuration and Evolutionarily Stable State
322(1)
8.3.3 Accelerating the Convergence Time
323(1)
8.3.4 Weighted Multiplicative imitative CODIPAS-RL
324(5)
8.3.5 Three Players and Two Frequencies
329(1)
8.3.5.1 Global Optima
329(1)
8.3.5.2 Noisy Observation
329(2)
8.3.6 Similar Learning Rate
331(1)
8.3.7 Two Time-Scales
332(1)
8.3.8 Three Players and Three Frequencies
332(1)
8.3.9 Arbitrary Number of Users
332(1)
8.3.9.1 Global Optimization
333(1)
8.3.9.2 Equilibrium Analysis
334(1)
8.3.9.3 Fairness
334(1)
8.4 User-Centric Network Selection
335(10)
8.4.1 Architecture for 4G User-Centric Paradigm
337(5)
8.4.2 OPNET Simulation Setup
342(2)
8.4.3 Result Analysis
344(1)
8.5 Markov Chain Adjustment
345(3)
8.5.1 Transitions of the Markov Chains
346(1)
8.5.2 Selection of Efficient Outcomes
347(1)
8.6 Pareto Optimal Solutions
348(13)
8.6.1 Regular Perturbed Markov Process
350(1)
8.6.2 Stochastic Potential
350(11)
9 Learning in Risk-Sensitive Games
361(56)
9.1 Introduction
361(7)
9.1.1 Risk-Sensitivity
363(2)
9.1.2 Risk-Sensitive Strategic Learning
365(1)
9.1.3 Single State, Risk-Sensitive Game
366(1)
9.1.4 Risk-Sensitive Robust Games
366(1)
9.1.5 Risk-Sensitive Criterion in Wireless Networks
367(1)
9.2 Risk-Sensitive in Dynamic Environment
368(8)
9.2.1 Description of the Risk-Sensitive Dynamic Environment
368(1)
9.2.2 Description of the Risk-Sensitive Dynamic Game
369(4)
9.2.2.8 Two-by-Two Risk-Sensitive Games
373(2)
9.2.2.9 Type I
375(1)
9.2.2.10 Type II
375(1)
9.3 Risk-sensitive CODIPAS
376(17)
9.3.1 Learning the Risk-Sensitive Payoff
376(2)
9.3.2 Risk-Sensitive CODIPAS Patterns
378(1)
9.3.2.1 Bush-Mosteller based RS-CODIPAS
378(1)
9.3.2.2 Boltzmann-Gibbs-Based RS-CODIPAS
378(1)
9.3.2.3 Imitative BG CODIPAS
379(1)
9.3.2.4 Multiplicative Weighted Imitative CODIPAS
379(1)
9.3.2.5 Weakened Fictitious Play-Based CODIAPS
380(1)
9.3.2.6 Risk-Sensitive Payoff Learning
380(1)
9.3.3 Risk-Sensitive Pure Learning Schemes
381(2)
9.3.4 Risk-sensitive Hybrid Learning Scheme
383(1)
9.3.5 Convergence Results
384(2)
9.3.5.2 Convergence to Equilibria
386(1)
9.3.5.6 Convergence Time
387(1)
9.3.5.8 Explicit Solutions
388(2)
9.3.5.9 Composed Dynamics
390(1)
9.3.5.11 Non-Convergence to Unstable Rest Points
391(1)
9.3.5.13 Dulac Criterion for Convergence
391(2)
9.4 Risk-Sensitivity in Networking and Communications
393(12)
9.5 Risk-Sensitive Mean Field Learning
405(4)
9.6 Extensions
409(4)
9.6.1 Risk-Sensitive Correlated Equilibria
409(1)
9.6.2 Other Risk-Sensitive Formulations
410(1)
9.6.3 From Risk-Sensitive to Maximin Robust Games
410(2)
9.6.4 Mean-Variance Approach
412(1)
9.7
Chapter Review
413(4)
9.7.1 Summary
413(2)
9.7.2 Open Issues
415(2)
A Appendix
417(26)
A.1 Basics of Dynamical Systems
417(6)
A.2 Basics of Stochastic Approximations
423(15)
A.3 Differential Inclusion
438(4)
A.4 Markovian Noise
442(1)
Bibliography 443(16)
Index 459
Hamidou Tembine