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The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…

Optimization and Control · Mathematics 2023-10-09 H. Dharma Kwon , Jan Palczewski

In this paper we study a robust utility maximization problem in continuous time under model uncertainty. The model uncertainty is governed by a continuous semimartingale with uncertain local characteristics. Here, the differential…

Mathematical Finance · Quantitative Finance 2023-08-04 David Criens , Lars Niemann

In recent years, the application of artificial intelligence (AI) in wireless communications has demonstrated inherent robustness against wireless channel distortions. Most existing works empirically leverage this robustness to yield…

Information Theory · Computer Science 2025-07-09 Yangshuo He , Guanding Yu , Huaiyu Dai

We consider a wireless communication system in which $N$ transmitter-receiver pairs want to communicate with each other. Each transmitter transmits data at a certain rate using a power that depends on the channel gain to its receiver. If a…

Information Theory · Computer Science 2016-02-04 Krishna Chaitanya A , Vinod Sharma , Utpal Mukherji

This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…

Optimization and Control · Mathematics 2024-07-09 Na Xiang , Jingtao Shi

We focus on robust, survivable communication networks, where network links and nodes are affected by an uncertainty set. In this sense, any network links might fail. Besides, a signal can only travel a maximum distance before its quality…

Networking and Internet Architecture · Computer Science 2026-02-12 Mohammad Khosravi , Setareh Maghsudi

Motivated by the increasing attention to overall social benefits in networked multi-agent systems, this paper investigates an optimization problem building on noncooperative games under high-level regulation, which can be formulated in a…

Optimization and Control · Mathematics 2025-12-02 Kaixin Du , Min Meng , Xiaoming Hu

We consider an ad hoc network where multiple users access the same set of channels. The channel characteristics are unknown and could be different for each user (heterogeneous). No controller is available to coordinate channel selections by…

Machine Learning · Computer Science 2019-09-02 Harshvardhan Tibrewal , Sravan Patchala , Manjesh K. Hanawal , Sumit J. Darak

Modern wireless communication systems necessitate the development of cost-effective resource allocation strategies, while ensuring maximal system performance. While commonly realizable via efficient waterfilling schemes, ergodic-optimal…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Gokberk Yaylali , Dionysios S. Kalogerias

In this two-parts paper we propose a decentralized strategy, based on a game-theoretic formulation, to find out the optimal precoding/multiplexing matrices for a multipoint-to-multipoint communication system composed of a set of wideband…

Information Theory · Computer Science 2009-11-13 Gesualdo Scutari , D. P. Palomar , S. Barbarossa

We study a robust utility maximization problem in the unbounded case with a general penalty term and information including jumps. We focus on time consistent penalties and we prove that there exists an optimal probability measure solution…

Optimization and Control · Mathematics 2022-12-07 Sarah Kaakai , Anis Matoussi , Achraf Tamtalini

Recently coded caching has emerged as a promising means to handle continuously increasing wireless traffic. However, coded caching requires users to cooperate in order to minimize the overall transmission rate. How users with heterogeneous…

Information Theory · Computer Science 2019-12-02 Yawei Lu , Wei Chen , H. Vincent Poor

This work aims at developing a power control framework to jointly optimize energy efficiency (measured in bit/Joule) and delay in wireless networks. A multi-objective approach is taken to deal with both performance metrics, while ensuring a…

Signal Processing · Electrical Eng. & Systems 2017-11-06 Alessio Zappone , Luca Sanguinetti , Merouane Debbah

In this paper we consider the problem of distributed channel allocation in large networks under the frequency-selective interference channel. Performance is measured by the weighted sum of achievable rates. First we present a natural…

Computer Science and Game Theory · Computer Science 2017-04-14 Ilai Bistritz , Amir Leshem

In this paper, we study the system-level advantages provided by rateless coding, early termination and power allocation strategy for multiple users distributed across multiple cells. In a multi-cell scenario, the early termination of coded…

Information Theory · Computer Science 2024-10-21 Yuan Li , Zicheng Ye , Huazi Zhang , Jun Wang , Jianglei Ma , Wen Tong

The capacity region of multi-pair bidirectional relay networks, in which a relay node facilitates the communication between multiple pairs of users, is studied. This problem is first examined in the context of the linear shift deterministic…

Information Theory · Computer Science 2016-11-17 Aydin Sezgin , A. Salman Avestimehr , M. Amin Khajehnejad , Babak Hassibi

This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…

Computer Science and Game Theory · Computer Science 2015-01-07 Omid Namvar Gharehshiran , William Hoiles , Vikram Krishnamurthy

Without assuming any knowledge on source's codebook and its output signals, we formulate a Gaussian jamming problem in block fading channels as a two-player zero sum game. The outage probability is adopted as an objective function, over…

Information Theory · Computer Science 2009-09-28 George T. Amariucai , Shuangqing Wei , Rajgopal Kannan

In this paper, we study decentralized decision-making where agents optimize private objectives under incomplete information and imperfect public monitoring, in a non-cooperative setting. By shaping utilities-embedding shadow prices or…

Computer Science and Game Theory · Computer Science 2025-10-31 David Smith , Jie Dong , Yizhou Yang

We consider the distributed uplink resource allocation problem in a multi-carrier wireless network with multiple access points (APs). Each mobile user can optimize its own transmission rate by selecting a suitable AP and by controlling its…

Information Theory · Computer Science 2016-08-24 Mingyi Hong , Alfredo Garcia , Jorge Barrera , Stephen G. Wilson