This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The goal is to make distributed decisions over time to maximize time average utility subject to time average constraints on the penalties. An example is a collection of power constrained sensor nodes that repeatedly report their own observations to a fusion center. Maximum time average utility is fundamentally reduced because users do not know the events observed by others. Optimality is characterized for this distributed context. It is shown that optimality is achieved by correlating user decisions through a commonly known pseudorandom sequence. An optimal algorithm is developed that chooses pure strategies at each time step based on a set of time-varying weights.
This paper shows that an optimal distributed algorithm can be designed by having users correlate their decisions through an independent source of common randomness (Section ). Related notions of commonly shared randomness are used in game theory to define a , which is typically easier to compute than a standard Nash equilibrium @cite_7 @cite_23 @cite_14 @cite_9 . For the current paper, the shared randomness is crucial for solving the distributed optimization problem. This paper shows that optimality can be achieved by using a shared random variable with @math possible outcomes, where @math is the number of penalty constraints. The solution is computable through a linear program. Unfortunately, the linear program can have a very large number of variables, even for 2-user problems. A reduction to polynomial complexity is shown to be possible in certain cases (Section ). This paper also develops an online algorithm that chooses pure strategies every slot based on a set of weights that are updated at the end of each slot (Section ). The online technique is based on Lyapunov optimization concepts @cite_15 @cite_5 @cite_20 .
@cite_14 @cite_7 @cite_9 @cite_23 @cite_5 @cite_15 @cite_20
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This paper considers a time-varying game with N players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The goal is to maximize a concave function of time average utilities subject to equilibrium constraints. Specifically, participating players are provided access to a common source of randomness from which they can optimally correlate their decisions. The equilibrium constraints incentivize participation by ensuring that players cannot earn more utility if they choose not to participate. This form of equilibrium is similar to the notions of Nash equilibrium and correlated equilibrium, but is simpler to attain. A Lyapunov method is developed that solves the problem in an online max-weight fashion by selecting actions based on a set of time-varying weights. The algorithm does not require knowledge of the event probabilities. A similar method can be used to compute a standard correlated equilibrium, albeit with increased complexity. We consider the canonical shared link caching network formed by a source node, hosting a library of @math information messages (files), connected via a noiseless multicast link to @math user nodes, each equipped with a cache of size @math files. Users request files independently at random according to an a-priori known demand distribution q. A coding scheme for this network consists of two phases: cache placement and delivery. The cache placement is a mapping of the library files onto the user caches that can be optimized as a function of the demand statistics, but is agnostic of the actual demand realization. After the user demands are revealed, during the delivery phase the source sends a codeword (function of the library files, cache placement, and demands) to the users, such that each user retrieves its requested file with arbitrarily high probability. The goal is to minimize the average transmission length of the delivery phase, referred to as rate (expressed in channel symbols per file). In the case of deterministic demands, the optimal min-max rate has been characterized within a constant multiplicative factor, independent of the network parameters. The case of random demands was previously addressed by applying the order-optimal min-max scheme separately within groups of files requested with similar probability. However, no complete characterization of order-optimality was previously provided for random demands under the average rate performance criterion. In this paper, we consider the random demand setting and, for the special yet relevant case of a Zipf demand distribution, we provide a comprehensive characterization of the order-optimal rate for all regimes of the system parameters, as well as an explicit placement and delivery scheme achieving order-optimal rates. We present also numerical results that confirm the superiority of our scheme with respect to previously proposed schemes for the same setting. In this paper, we formulate and solve a randomized optimal consensus problem for multi-agent systems with stochastically time-varying interconnection topology. The considered multi-agent system with a simple randomized iterating rule achieves an almost sure consensus meanwhile solving the optimization problem min"z"@?"R"^"[email protected]?"i"="1^nf"i(z), in which the optimal solution set of objective function f"i can only be observed by agent i itself. At each time step, simply determined by a Bernoulli trial, each agent independently and randomly chooses either taking an average among its neighbor set, or projecting onto the optimal solution set of its own optimization component. Both directed and bidirectional communication graphs are studied. Connectivity conditions are proposed to guarantee an optimal consensus almost surely with proper convexity and intersection assumptions. The convergence analysis is carried out using convex analysis. We compare the randomized algorithm with the deterministic one via a numerical example. The results illustrate that a group of autonomous agents can reach an optimal opinion by each node simply making a randomized trade-off between following its neighbors or sticking to its own opinion at each time step. Various randomized consensus algorithms have been proposed in the literature. In some case randomness is due to the choice of a randomized network communication protocol. In other cases, randomness is simply caused by the potential unpredictability of the environment in which the distributed consensus algorithm is implemented. Conditions ensuring the convergence of these algorithms have already been proposed in the literature. As far as the rate of convergence of such algorithms, two approaches can be proposed. One is based on a mean square analysis, while a second is based on the concept of Lyapunov exponent. In this paper, by some concentration results, we prove that the mean square convergence analysis is the right approach when the number of agents is large. Differently from the existing literature, in this paper we do not stick to average preserving algorithms. Instead, we allow to reach consensus at a point which may differ from the average of the initial states. The advantage of such algorithms is that they do not require bidirectional communication among agents and thus they apply to more general contexts. Moreover, in many important contexts it is possible to prove that the displacement from the initial average tends to zero, when the number of agents goes to infinity. In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix exponential learning (MXL) and only requires locally computable gradient observations that are possibly imperfect. To analyze it, we introduce the notion of a stable Nash equilibrium and we show that the algorithm is globally convergent to such equilibria—or locally convergent when an equilibrium is only locally stable. To complement our convergence analysis, we also derive explicit bounds for the algorithm's convergence speed and we test it in realistic multicarrier multiple-antenna wireless scenarios where several users seek to maximize their energy efficiency. Our results show that learning allows users to attain a net increase between @math and @math in energy efficiency, even under very high uncertainty. In a seminal paper, Karp, Vazirani, and Vazirani show that a simple ranking algorithm achieves a competitive ratio of 1-1 e for the online bipartite matching problem in the standard adversarial model, where the ratio of 1-1 e is also shown to be optimal. Their result also implies that in the random arrivals model defined by Goel and Mehta, where the online nodes arrive in a random order, a simple greedy algorithm achieves a competitive ratio of 1-1 e. In this paper, we study the ranking algorithm in the random arrivals model, and show that it has a competitive ratio of at least 0.696, beating the 1-1 e ≈ 0.632 barrier in the adversarial model. Our result also extends to the i.i.d. distribution model of , removing the assumption that the distribution is known. Our analysis has two main steps. First, we exploit certain dominance and monotonicity properties of the ranking algorithm to derive a family of factor-revealing linear programs (LPs). In particular, by symmetry of the ranking algorithm in the random arrivals model, we have the monotonicity property on both sides of the bipartite graph, giving good "strength" to the LPs. Second, to obtain a good lower bound on the optimal values of all these LPs and hence on the competitive ratio of the algorithm, we introduce the technique of strongly factor-revealing LPs. In particular, we derive a family of modified LPs with similar strength such that the optimal value of any single one of these new LPs is a lower bound on the competitive ratio of the algorithm. This enables us to leverage the power of computer LP solvers to solve for large instances of the new LPs to establish bounds that would otherwise be difficult to attain by human analysis. In this paper, we develop algorithms for distributed computation of averages of the node data over networks with bandwidth power constraints or large volumes of data. Distributed averaging algorithms fail to achieve consensus when deterministic uniform quantization is adopted. We propose a distributed algorithm in which the nodes utilize probabilistically quantized information, i.e., dithered quantization, to communicate with each other. The algorithm we develop is a dynamical system that generates sequences achieving a consensus at one of the quantization values almost surely. In addition, we show that the expected value of the consensus is equal to the average of the original sensor data. We derive an upper bound on the mean-square-error performance of the probabilistically quantized distributed averaging (PQDA). Moreover, we show that the convergence of the PQDA is monotonic by studying the evolution of the minimum-length interval containing the node values. We reveal that the length of this interval is a monotonically nonincreasing function with limit zero. We also demonstrate that all the node values, in the worst case, converge to the final two quantization bins at the same rate as standard unquantized consensus. Finally, we report the results of simulations conducted to evaluate the behavior and the effectiveness of the proposed algorithm in various scenarios. We study combinatorial optimization problems in which a set of distributed agents must achieve a global objective using only local information. Papadimitriou and Yannakakis [Proceedings of the 25th ACM Symposium on Theory of Computing, 1993, pp. 121--129] initiated the study of such problems in a framework where distributed decision-makers must generate feasible solutions to positive linear programs with information only about local constraints. We extend their model by allowing these distributed decision-makers to perform local communication to acquire information over time and then explore the tradeoff between the amount of communication and the quality of the solution to the linear program that the decision-makers can obtain. Our main result is a distributed algorithm that obtains a @math approximation to the optimal linear programming solution while using only a polylogarithmic number of rounds of local communication. This algorithm offers a significant improvement over the logarithmic approximation ratio previously obtained by Awerbuch and Azar [Proceedings of the 35th Annual IEEE Symposium on Foundations of Computer Science, 1994, pp. 240--249] for this problem while providing a comparable running time. Our results apply directly to the application of network flow control, an application in which distributed routers must quickly choose how to allocate bandwidth to connections using only local information to achieve global objectives. The sequential version of our algorithm is faster and considerably simpler than the best known approximation algorithms capable of achieving a @math approximation ratio for positive linear programming. In this paper, we consider a sensing-based spectrum sharing scenario and present an efficient decentralized algorithm to maximize the total throughput of the cognitive radio users by optimizing jointly both the detection operation and the power allocation, taking into account the influence of the sensing accuracy. This optimization problem can be formulated as a distributed non-cooperative power allocation game, which can be solved by using an alternating direction optimization method. The transmit power budget of the cognitive radio users and the constraint related to the rate-loss of the primary user due to the interference are considered in the scheme. Finally, we use variational inequality theory in order to find the existence and uniqueness of the Nash equilibrium for our proposed distributed non-cooperative game. This paper considers the problem of throughput optimal routing scheduling in a multi-hop constrained queueing network with random connectivity whose special cases include opportunistic multi-hop wireless networks and input-queued switch fabrics. The main challenge in the design of throughput optimal routing policies is closely related to identifying appropriate and universal Lyapunov functions with negative expected drift. The few well-known throughput optimal policies in the literature are constructed using simple quadratic or exponential Lyapunov functions of the queue backlogs and as such they seek to balance the queue backlogs across network independent of the topology. By considering a class of continuous, differentiable, and piece-wise quadratic Lyapunov functions, this paper provides a large class of throughput optimal routing policies. The proposed class of Lyapunov functions allow for the routing policy to control the traffic along short paths for a large portion of state-space while ensuring a negative expected drift. This structure enables the design of a large class of routing policies. In particular, and in addition to recovering the throughput optimality of the well-known backpressure routing policy, an opportunistic routing policy with congestion diversity is proved to be throughput optimal. The random assignment problem asks for the minimum-cost perfect matching in the complete n × n bipartite graph Knn with i.i.d. edge weights, say uniform on [0, 1]. In a remarkable work by Aldous [Aldous, D. 2001. The ζ(2) limit in the random assignment problem. RSA18 381--418], the optimal cost was shown to converge to ζ(2) as n → ∞, as conjectured by Mezard and Parisi [Mezard, M., G. Parisi. 1987. On the solution of the random link matching problem. J. Phys.48 1451--1459] through the so-called cavity method. The latter also suggested a nonrigorous decentralized strategy for finding the optimum, which turned out to be an instance of the belief propagation (BP) heuristic discussed by Pearl [Pearl, J. 1988. Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference. Morgan Kaufmann, San Francisco]. In this paper we use the objective method to analyze the performance of BP as the size of the underlying graph becomes large. Specifically, we establish that the dynamic of BP on Knn converges in distribution as n → ∞ to an appropriately defined dynamic on the Poisson weighted infinite tree, and we then prove correlation decay for this limiting dynamic. As a consequence, we obtain that BP finds an asymptotically correct assignment in O(n2) time only. This contrasts with both the worst-case upper bound for convergence of BP derived by [Bayati, M., D. Shah, M. Sharma. 2008. Max-product for maximum weight matching: Convergence, correctness, and LP duality. IEEE Trans. Inform. Theory54(3) 1241--1251.] and the best-known computational cost of Θ(n3) achieved by Edmonds and Karp's algorithm [Edmonds, J., R. Karp. 1972. Theoretical improvements in algorithmic efficiency for network flow problems. J. ACM19 248--264]. This paper deals with the design of efficiently computable incentive-compatible mechanisms for combinatorial optimization problems with single-minded agents each possibly having multiple private parameters. We focus on approximation algorithms for NP-hard mechanism design problems. These algorithms need to satisfy certain monotonicity properties to ensure truthfulness. Since most of the known approximation techniques do not fulfill these properties, we study alternative techniques. Our first contribution is a quite general method to transform a pseudopolynomial algorithm into a monotone fully polynomial time approximation scheme (FPTAS). This can be applied to various problems like, e.g., knapsack, constrained shortest path, or job scheduling with deadlines. For example, the monotone FPTAS for the knapsack problem gives a very efficient, truthful mechanism for single-minded multiunit auctions. The best previous result for such auctions was a 2-appro-xi-ma-tion. In addition, we present a monotone PTAS for the generalized assignment problem with any constant number of private parameters per agent. The most efficient way to solve packing integer programs (PIPs) is linear programming-based randomized rounding, which also is in general not monotone. We show that primal-dual greedy algorithms achieve almost the same approximation ratios for PIPs as randomized rounding. The advantage is that these algorithms are inherently monotone. This way, we can significantly improve the approximation ratios of truthful mechanisms for various fundamental mechanism design problems like single-minded combinatorial auctions (CAs), unsplittable flow routing, and multicast routing. Our primal-dual approximation algorithms can also be used for the winner determination in CAs with general bidders specifying their bids through an oracle. An information collection problem in a wireless network with random events is considered. Wireless devices report on each event using one of multiple reporting formats. Each format has a different quality and uses different data lengths. Delivering all data in the highest-quality format can overload system resources. The goal is to make intelligent format selection and routing decisions to maximize time-averaged information quality subject to network stability. Lyapunov optimization theory can be used to solve such a problem by repeatedly minimizing the linear terms of a quadratic drift-plus-penalty expression. To reduce delays, this paper proposes a novel extension of this technique that preserves the quadratic nature of the drift minimization while maintaining a fully separable structure. In addition, to avoid high queuing delay, paths are restricted to at most 2 hops. The resulting algorithm can push average information quality arbitrarily close to optimum, with a tradeoff in queue backlog. The algorithm compares favorably to the basic drift-plus-penalty scheme in terms of backlog and delay. We formulate the following combinatorial multi-armed bandit (MAB) problem: There are N random variables with unknown mean that are each instantiated in an i.i.d. fashion over time. At each time multiple random variables can be selected, subject to an arbitrary constraint on weights associated with the selected variables. All of the selected individual random variables are observed at that time, and a linearly weighted combination of these selected variables is yielded as the reward. The goal is to find a policy that minimizes regret, defined as the difference between the reward obtained by a genie that knows the mean of each random variable, and that obtained by the given policy. This formulation is broadly applicable and useful for stochastic online versions of many interesting tasks in networks that can be formulated as tractable combinatorial optimization problems with linear objective functions, such as maximum weighted matching, shortest path, and minimum spanning tree computations. Prior work on multi-armed bandits with multiple plays cannot be applied to this formulation because of the general nature of the constraint. On the other hand, the mapping of all feasible combinations to arms allows for the use of prior work on MAB with single-play, but results in regret, storage, and computation growing exponentially in the number of unknown variables. We present new efficient policies for this problem that are shown to achieve regret that grows logarithmically with time, and polynomially in the number of unknown variables. Furthermore, these policies only require storage that grows linearly in the number of unknown parameters. For problems where the underlying deterministic problem is tractable, these policies further require only polynomial computation. For computationally intractable problems, we also present results on a different notion of regret that is suitable when a polynomial-time approximation algorithm is used. We propose approximation algorithms under game-theoretic considerations. We indroduce and study the general covering problem which is a natural generalization of the well-studied max-n -cover problem. In the general covering problem, we are given a universal set of weighted elements E and n collections of subsets of the elements. The task is to choose one subset from each collection such that the total weight of their union is as large as possible. In our game-theoretic setting, the choice in each collection is made by an independent player. For covering an element, the players receive a payoff defined by a non-increasing utility sharing function. This function defines the fraction that each covering player receives from the weight of the elements. We show how to construct a utility sharing function such that every Nash Equilibrium approximates the optimal solution by a factor of @math . We also prove that any sequence of unilateral improving steps is polynomially bounded. This gives rise to a polynomial-time local search approximation algorithm whose approximation ratio is best possible. In this paper we consider the problem of maximizing the number of supported connections in arbitrary wireless networks where a transmission is supported if and only if the signal-to-interference-plus-noise ratio at the receiver is greater than some threshold. The aim is to choose transmission powers for each connection so as to maximize the number of connections for which this threshold is met. We believe that analyzing this problem is important both in its own right and also because it arises as a subproblem in many other areas of wireless networking. We study both the complexity of the problem and also present some game theoretic results regarding capacity that is achieved by completely distributed algorithms. We also feel that this problem is intriguing since it involves both continuous aspects (i.e. choosing the transmission powers) as well as discrete aspects (i.e. which connections should be supported). Our results are: ldr We show that maximizing the number of supported connections is NP-hard, even when there is no background noise. This is in contrast to the problem of determining whether or not a given set of connections is feasible since that problem can be solved via linear programming. ldr We present a number of approximation algorithms for the problem. All of these approximation algorithms run in polynomial time and have an approximation ratio that is independent of the number of connections. ldr We examine a completely distributed algorithm and analyze it as a game in which a connection receives a positive payoff if it is successful and a negative payoff if it is unsuccessful while transmitting with nonzero power. We show that in this game there is not necessarily a pure Nash equilibrium but if such an equilibrium does exist the corresponding price of anarchy is independent of the number of connections. We also show that a mixed Nash equilibrium corresponds to a probabilistic transmission strategy and in this case such an equilibrium always exists and has a price of anarchy that is independent of the number of connections. This work was supported by NSF contract CCF-0728980 and was performed while the second author was visiting Bell Labs in Summer, 2008. In a heterogeneous wireless cellular network, each user may be covered by multiple access points such as macro pico relay femto base stations (BS). An effective approach to maximize the sum utility (e.g., system throughput) in such a network is to jointly optimize users' linear procoders as well as their BS associations. In this paper, we first show that this joint optimization problem is NP-hard and thus is difficult to solve to global optimality. To find a locally optimal solution, we formulate the problem as a noncooperative game in which the users and the BSs both act as players. We introduce a set of new utility functions for the players and show that every Nash equilibrium (NE) of the resulting game is a stationary solution of the original sum utility maximization problem. Moreover, we develop a best-response type algorithm that allows the players to distributedly reach a NE of the game. Simulation results show that the proposed distributed algorithm can effectively relieve local BS congestion and simultaneously achieve high throughput and load balancing in a heterogeneous network. The design of online algorithms for maximizing the achievable rate in a wireless communication channel between a source and a destination over a fixed number of slots is considered. The source is assumed to be powered by a natural renewable source, and the most general case of arbitrarily varying energy arrivals is considered, where neither the future energy arrival instants or amount nor their distribution is known. The fading coefficients are also assumed to be arbitrarily varying over time, with only causal information available at the source. For a maximization problem, the utility of an online algorithm is tested by finding its competitive ratio or competitiveness that is defined to be the maximum of the ratio of the gain of the optimal offline algorithm and the gain of the online algorithm over all input sequences. We show that the lower bound on the optimal competitive ratio for maximizing the achievable rate is arbitrarily close to the number of slots. Conversely, we propose a simple strategy that invests available energy uniformly over all remaining slots until the next energy arrival, and show that its competitive ratio is equal to the number of slots, to conclude that it is an optimal online algorithm. Coalitional games allow subsets (coalitions) of players to cooperate to receive a collective payoff. This payoff is then distributed “fairly” among the members of that coalition according to some division scheme. Various solution concepts have been proposed as reasonable schemes for generating fair allocations. The Shapley value is one classic solution concept: player i’s share is precisely equal to i’s expected marginal contribution if the players join the coalition one at a time, in a uniformly random order. In this paper, we consider the class of supermodular games (sometimes called convex games), and give a fully polynomial-time randomized approximation scheme (FPRAS) to compute the Shapley value to within a (1 ±e) factor in monotone supermodular games. We show that this result is tight in several senses: no deterministic algorithm can approximate Shapley value as well, no randomized algorithm can do better, and both monotonicity and supermodularity are required for the existence of an efficient (1 ±e)-approximation algorithm. We also argue that, relative to supermodularity, monotonicity is a mild assumption, and we discuss how to transform supermodular games to be monotonic. We study the dynamics of network selection in heterogeneous wireless networks (HetNets). Users in such networks selfishly select the best radio access technology (RAT) with the objective of maximizing their own throughputs. We propose two general classes of throughput models that capture the basic properties of random access (e.g., Wi-Fi) and scheduled access (e.g., WiMAX, LTE, 3G) networks. Next, we formulate the problem as a non-cooperative game, and study its convergence, efficiency, and practicality. Our results reveal that: (i) Singleclass RAT selection games converge to Nash equilibria, while an improvement path can be repeated infinitely with a mixture of classes. We next introduce a hysteresis mechanism in RAT selection games, and prove that with appropriate hysteresis policies, convergence can still be guaranteed; (ii) We analyze the Pareto-efficiency of the Nash equilibria of these games. We derive the conditions under which Nash equilibria are Paretooptimal, and we quantify the distance of Nash equilibria with respect to the set of Pareto-dominant points when the conditions are not satisfied; (iii) Finally, with extensive measurement-driven simulations we show that RAT selection games converge to Nash equilibria in a small number of steps, and hence are amenable to practical implementation. We also investigate the impact of noisy throughput measurements, and propose solutions to handle them.