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A Control Theoretic Approach to Noncooperative Game Design Tansu Alpcan, Lacra Pavel and Nem Stefanovic
 

Summary: A Control Theoretic Approach to Noncooperative Game Design
Tansu Alpcan, Lacra Pavel and Nem Stefanovic
Abstract-- This paper investigates design of noncooperative
games from a control theoretic perspective. Pricing mechanisms
are used as a design tool to ensure that the Nash equilibrium of
a broad class of noncooperative games satisfies certain global
objectives such as welfare maximization. The class of games
considered provide a theoretical basis for a variety of de-
centralized resource allocation and control problems including
network congestion control, wireless uplink power control, and
optical power control.
The game design problem is analyzed under full and lim-
ited information assumptions for dynamic systems and non-
separable utility functions. Stability properties of the game and
pricing dynamics are studied under the assumption of time-
scale separation and in two separate time-scales. Thus, sufficient
conditions are derived, which allow the designer to place the
Nash equilibrium solution or to guide the system trajectory to
a desired region or point. The obtained results are illustrated
with examples.

  

Source: Alpcan, Tansu - Deutsche Telekom Laboratories & Technische Universitšt Berlin

 

Collections: Engineering