Welfare-Maximizing Correlated Equilibria with an Application to Wireless Communication

The set of correlated equilibria is convex and contains all Nash equilibria as special cases. Thus, the social welfare-maximizing correlated equilibrium is amenable to convex analysis and offers social welfare that is at least as good as the game’s best performing Nash equilibria.We employ robust semidefinite programming (SDP) for computing the social welfare-maximizing correlated equilibria in static polynomial games, giving rise to a dedicated sequential SDP algorithm, the first of this type that can cope with multivariate strategy sets. We apply this algorithm to a wireless communication problem, where two mutually-interfering transmitters and receivers maximize their channel capacities.


Editor(s):
Bittanti, Sergio
Cenedese, Angelo
Zampieri, Sandro
Published in:
Proceedings of the 18th IFAC World Congress, 18, 1, 8920-8925
Presented at:
18th IFAC World Congress, Università Cattolica del Sacro Cuore, Milano, Italy, August 2011
Year:
2011
Keywords:
Laboratories:




 Record created 2014-01-29, last modified 2018-03-17

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