P. Mertikopoulos, E. V. Belmega, A. L. Moustakas, and S. Lasaulce. IEEE Journal on Selected Areas in Communications, vol. 30, pp. 96–106, January 2012.
We analyze the power allocation problem for orthogonal multiple access channels by means of a non-cooperative potential game in which each user distributes his power over the channels available to him. When the channels are static, we show that this game possesses a unique equilibrium; moreover, if the network’s users follow a distributed learning scheme based on the replicator dynamics of evolutionary game theory, then they converge to equilibrium exponentially fast. On the other hand, if the channels fluctuate stochastically over time, the associated game still admits a unique equilibrium, but the learning process is not deterministic; just the same, by employing the theory of stochastic approximation, we find that users still converge to equilibrium. Our theoretical analysis hinges on a novel result which is of independent interest: in finite-player games which admit a (possibly nonlinear) convex potential, the replicator dynamics converge to an ε-neighborhood of an equilibrium in time $O(log(1/\epsilon))$.
arXiv link: https://arxiv.org/abs/1103.3541