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Power Allocation in Team Jamming Games in Wireless Ad Hoc Networks Sourabh Bhattacharya Ali Khanafer Tamer Bas¸ar [email protected] [email protected] [email protected] ∗ 1 1 ABSTRACT ation breaks down, leading to more complex songs. Specifically, 0 ithasbeenreportedthatfemalesrespondtounpairedsexualrivals 2 Inthiswork, westudytheproblem ofpower allocationinteams. byjammingthesignalsoftheirownmates,whointurnadjusttheir Each team consists of two agents who try to split their available signalstoavoidtheinterference[27]. n powerbetweenthetasksofcommunicationandjammingthenodes a oftheotherteam.Theagentshaveconstraintsontheirtotalenergy Manydefencestrategieshavebeenproposedbyresearchersagainst J andinstantaneouspowerusage. Thecostfunctionisthedifference jamminginwirelessnetworks.Abriefsurveyofvarioustechniques 1 betweentheratesoferroneouslytransmittedbitsofeachteam.We injammingrelevanttoourresearchisprovidedin[5]. Inthepast, 3 model the problem as a zero-sum differential game between the networkswithmultipleattackershavealsobeenconsideredinthe twoteamsanduseIsaacs’approachtoobtainthenecessarycondi- literature. In[15,16],theauthorsconsidertheinteractionbetween T] tionsfortheoptimaltrajectories.Thisleadstoacontinuous-kernel asource-destination pair, an eavesdropper, and friendly jammers. G power allocationgameamongtheplayers. Basedonthecommu- Thesource can buy "jamming power" fromthe friendlyjammers nications model, we present sufficient conditions on the physical whichdisguisetheeavesdropper.Thisallowsthesourcetoachieve s. parametersoftheagentsfortheexistenceofapurestrategyNash increasedsecrecyrate. Theauthorsstudytheprobleminthecon- c equilibrium(PSNE).Finally,wepresentsimulationresultsforthe textofaStackelberggameandshowthatatrade-offexistsbetween [ casewhentheagentsareholonomic. thepriceannouncedbythejammersandtheresultingperformance. Asimilarproblemwastackledin[9]whererelaynodes canhelp 1 v 1. INTRODUCTION thesourceinthepresenceofmultipleeavesdroppers. Theauthors 0 proposedifferentrelayingschemesandstudytwodesignproblems: 3 minimizingthetransmissionpowersubjecttoaminimumsecrecy Thedecentralizednatureofwirelessadhocnetworksmakesthem 0 rateandmaximizingthesecrecyratesubjecttoatotalpowercon- vulnerabletosecuritythreats.Aprominentexampleofsuchthreats 6 straint.Analyticalanalysesshowthatrelayingyieldsimprovedper- is jamming: a malicious attack whose objective is to disrupt the . formancewhencomparedtodirecttransmissioninmaliciousenvi- 1 communicationofthevictimnetworkintentionally,causinginter- ronments. Differentfromtheaforementionedreferences,ourwork 0 ferenceorcollisionatthereceiverside. Jammingattackisawell- hereconsidersnon-friendlyjammingteams,i.e.,thesecuritybot- 1 studiedandactiveareaofresearchinwirelessnetworks. Unautho- tleneckconsideredhereisjammingandnoteavesdropping. More- 1 rizedintrusionofsuchkindhasstartedaracebetweentheengineers over, to the best of our knowledge, pursuit-evasion strategies for v: andthehackers;therefore,wehavebeenwitnessingasurgeofnew jammingteamswerenotstudiedbefore. i smartsystemsaimingtosecuremoderninstrumentationandsoft- X warefromunwantedexogenousattacks. Adhocnetworksconsistofmobileenergy-constrainednodes.Mo- r bility affects all layers in a network protocol stack including the a Theproblemunderconsiderationinthispaperisinspiredbyrecent physical layer as channels become time-varying [13]. Moreover, discoveries of jamming instances in biological species. In a se- nodessuchassensorsdeployed inafieldormilitaryvehiclespa- riesofplaybackexperiments,researchershavefoundthatresident trolling in remote sitesare often equipped withnon-rechargeable pairs of Peruvian warbling antbirds sing coordinated duets when batteries. Powercontrolplays,therefore, acrucialroleindesign- responding torivalpairs. Butunder othercircumstances, cooper- ingrobustcommunicationssystems. Atthephysicallayer,power ∗AllthreeauthorsarewiththeCoordinatedScienceLab,Univer- control can be used to maximize rate or minimize the transmis- sityofIllinoisatUrbana-Champaign,Urbana,IL61801.Thiswork sion error probability, see [18, 3] and the references therein. In wassupportedinpartbygrantsfromAROMURIandAFOSR. addition,inmulti-usernetworks,powercontrolcanbeusedtoreg- ulatetheinterferencelevelattheterminalsofotherusers[24,28, 10]. Duetothelackofacentralizedinfrastructureinadhocnet- works, distributedsolutionsareessential. Inthiswork, similarto [3,24,28],wemodelthepowerallocationproblemasanoncoop- erativegame,thusallowingustodeviseanon-centralizedsolution. Asadeparturefrompreviousresearch,howeverthepowercontrol mechanismweproposesplitsthepowerbudgetofeachplayerinto twoportions: aportionusedtocommunicatewithteam-matesand aportionusedtojamtheplayersoftheotherteam. Moreimpor- tantly,theobjectivefunctionischosentobethedifferencebetween 1a,2a andTeamBiscomprisedofthetwoplayers 1b,2b .The { } { } the cumulative bit error rate (BER) of each team; this allows for agentsmoveonaplaneandtherefore,havetwodegreesoffreedom increasedfreedominchoosingphysicaldesignparameters,besides (x,y). The dynamics of the players are given by the following thepowerlevel,suchasthesizeofmodulationschemes. equations: Inthepastyear, therehavebeenreportsofpredator dronesbeing hacked[14,20],resultinginintrudersgainingaccesstoclassified TeamA: • data being transmittedfrom an aircraft. Motivated fromsuch in- actitdaecnktss,awmeonhgavaeutaonnaolmyzoeudsvaagreinotuss. sIcnetnhaericoasseofofevaasdiinngglejajmammminegr xy˙˙iaia==ffxyaaii((xxaiai,,uuaiai,,tt)) (cid:27)i∈{1,2} (1) tryingtointrudethecommunicationlinkbetweenatransmitterand areceiver, theproblemcanbeformulatedasmultiplayer(specifi- TeamB: cally,threeplayer)pursuit-evasiongame[17,2]. In[5],weinves- • taiugtaotneodmthoeupsrovbehleimcleosf(fiUnAdVinsg)mtooteivoandsetrajatemgmieisnfgorintwtoheunpmreasnennecde xy˙˙ibbi ==ffyxbbii((xxbibi,,uubibi,,tt)) (cid:27)i∈{1,2} (2) of anaerialintruder. Weconsidered adifferential gametheoretic approach to compute optimal strategies by a team of UAVs. We formulatedtheproblemasazero-sumpursuit-evasiongame. The Intheaboveequations, xi andui denotevectorsrepresentingthe costfunctionwaspickedastheterminationtimeofthegame. We state and control input of agent i, with the superscript (a or b) usedIsaacs’approachtoderivethenecessaryconditionstoarriveat identifying thecorresponding team. Thestatespaceof theentire theequationsgoverningthesaddle-point strategiesoftheplayers. system is represented by X R2 R2 R2 R2. Moreover, In [7], we extended the previous analysis to a team of heteroge- ui i φ : [0,t] ≃ i ×φ()×isme×asurable , where neousvehiclescontainingUAVsandautonomousgroundvehicles i ∈RUpi.≃f :{R2 i R→ ARis|unifo·rmlycontinuous,}bounded (AGVs). In[4],weanalyzedtheproblemofmultiplejammersin- Aand⊂Lipschitzcont×inAuo×us in→xi forfixedui. Consequently, given truding the communication network in a formation of UAVs. In a fixed ui() and an initial point, there exists a unique trajectory · [6],weanalyzedtheproblemofconnectivitymaintenanceinmulti- solving(1)and(2)[1]. agent systems inthepresence of ajammer. Inthiscurrent work, we study a scenario where a team of malicious nodes launch a Now,wedescribethephysicallayercommunicationsmodelinthe jammingattackonanother team,whichiscapableofjammingas presenceofajammerwhichismotivatedby[26]. Foreachtrans- well. Weagainusedifferential gametheory tostudy thepursuit- mitterandreceiverpair,weassumethefollowingcommunications evasionstrategiesoftheteams,whichconstituteofunmannedde- model. Giventhatthetransmitterandthereceiverareseparatedby cisionmakers(UDMs). adistanced,andthetransmittertransmitswithconstantpowerPT, thereceivedsignalpowerPRisgivenby Themaincontributionsofthispaperareasfollows. Tothebestof ourknowledge,thisisthefirstworkthatconsiderstheproblemof PR =ρPTd−α, (3) twoteamsofmobileautonomousagentsjammingeachother. Our whereρdependsontheantennas’gainsand,accordingtothefree analysis takes intoconsideration constraints inenergy and power spacepathlossmodel,isgivenby: among the agents. Moreover, we relate the problem of optimal pnoicwateironalmloocadteilobneftowreceonmthmeuangiecnattsio.nFiannadllyj,amwempinrogvtiodethaescuoffimcmieun-t ρ= GTGRλ2, (4π)2 conditionforexistenceofanoptimaldecisionstrategyamongthe agentsbasedonthephysicalparametersoftheproblems. whereλisthesignal’swavelengthandGT,GRarethetransmitand receiveantennas’gains,respectively,inthelineofsightdirection. The rest of the paper is organized as follows. We formulate the Inrealscenarios,ρisverysmallinmagnitude. Forexample,using probleminSection2andexplaintheunderlyingnotation. InSec- nondirectionalantennasandtransmittingat900MHz,wehaveρ= tion3,weintroduceandsolveanassociatedoptimalcontrolprob- 1·1·0.33 =6.896 10−4. lem. The Nash equilibrium properties of the team power con- (4π)2 × trolproblemarestudiedinSection4,andthespecificexampleof Thesignal-to-interferenceratio(SINR)sisgivenby systemsemployinguncodedM-quadratureamplitudemodulations (QAM) follows in Section5. Simulationresults are presented in s= PR , (4) Section6. Weconcludethepaperandprovidefuturedirectionsin I+σ Section7.AnAppendixattheendincludesexplicitexpressionsfor someofthevariablesintroducedinthepaper. where σ istheambient noiselevel. TheBitError Rate(BER)is givenbythefollowingexpression: 2. PROBLEMFORMULATION p(t)=g(s), (5) whereg()isadecreasingfunctionofs. Explicitexpressions for · Considertwoteamsofmobileagents. Eachagentiscommunicat- g()areprovidedinSectionVwhereweconsidertheexampleof · ingwithmembersoftheteamitbelongstoandatthesametime, M-QAM. Each player uses its power for the following purposes: jammingthecommunicationbetweenmembersoftheotherteam. (1)Communicatingwiththeteam-mate,and(2)Jammingthecom- Weconsiderascenariowhereeachteamhastwomembers,though munication of the other team. Weassume that fa and fb arethe at a conceptual level our development applies to higher number frequencies at which Team A and Team B communicate, respec- ofteammembersaswell. TeamAiscomprisedofthetwoplayers tively,andfa =fb. 6 Foraninitialpositionx X,theoutcomeofthegameπ,isgiven 0 ∈ Table1:Decisionvariablesanddistancesamongagents. bythefollowingexpression: T 1b 2b 1a 2a π(x ,ua,ua,ub,ub)= [pa(t)+pa(t) pb(t) pb(t)]dt, 0 1 2 1 2 1 2 − 1 − 2 Z0 L 1a γ1,d1 γ1,d1 γ12,d12 wherepa(t)andpb(t)arethe|BERsforagen{tziinteamAand}team 1 1 2 2 i i B,respectively, andT isthetimeof terminationof thegame. pi depends in si, i.e, the SINR perceived by agent i. From (3), si 2a γ2,d2 γ2,d2 γ21,d21 depends onthemutual distancesbetween theplayers. Therefore, 1 1 2 2 wecanseethattheoutcomefunctional,π,dependsonthestateof theplayersandhence,theircontrolinputs.Theoutcomefunctional 1b δ ,d δ1,d1 δ2,d2 modelsthedifferenceintheerroneouscommunicationpacketsex- 12 12 1 1 1 1 changedbetweenthemembersofthesameteamduringtheentire courseofthegame. TheobjectiveofteamAistominimizeπand 2b δ ,d δ1,d1 δ2,d2 theobjectiveofteamBistomaximizeit. 21 21 2 2 2 2 Let Pa(t) and Pb(t) denote the instantaneous power levels for i i communication usedbyplayer iinTeamAand TeamB,respec- A tively. Since the agents are mobile, there are limitations on the amountofenergyavailabletoeachagentthatisdictatedbytheca- 1 δ11Pb B pacityof thepower sourcecarriedbyeach agent. Wemodel this 1 restrictionasthefollowingintegralconstraintforeachagent γ1 a 1 1P T 1 The game is said toZte0rmPinia(tte)dwth≤enEa.ny one agent runs out(6o)f γ21P2a γ12P1a γ21Paδ21P2b δ21P1γb12Pa power,thatis(6)isviolated. 1 2 mInaaxdimdiutimonptoowtehreleevneelrgoyfcthoensdtreaviinctess, tthhearteaarereulsiemditoantiboonasrdoneatchhe δ21P2b δ12P1b astgreaninttfoisrmthoedpeulerdpobsyetohfecfoomllomwuinnigcasteiotno.fFinoerqeuaaclhitipelsa:yer,thiscon- 2 γ22P2a 0≤Pia(t),Pib(t)≤Pmax. (7) δ22P2b At every instant, each agent has to decide on the fraction of the 2 powerthatneedstobeallocatedforcommunicationandjamming. Table 1 provides a list of decision variables for the players that Figure1: Powerallocationamongtheagentsforcommunica- models this allocation. Each decision variable is a non-negative tionaswellasjamming. real number and liesintheinterval [0,1]. Thedecisionvariables belonging to each row add up to one. The fraction of the total power allocated by the player in row i to theplayer incolumn j Inthenextsection,weanalyzetheproblemofcomputingtheopti- is given by thefirst entry in the cell (i,j). This allocated power malcontrolsforeachagent. isusedforjammingiftheplayerincolumnj belongstotheother team; otherwise, it is used to communicate with the agent in the 3. OPTIMALCONTROLPROBLEM sameteam. Similarly,thedistancebetweentheagentinrowiand the agent in column j is given by the second entry in cell (i,j). Sincedistanceisasymmetricquantity,dij =djiandd =d . ij ji From the problem formulation presented in the previous section, wecanconcludethattheobjectivefunctionsofthetwoteamsare Figure1summarizesthepowerallocationbetweenthemembersof inconflict. Thetuple(ua∗,ua∗,ub∗,ub∗)issaidtobeoptimal(or, 1 2 1 2 thesameteamaswellasbetweenthemembersofdifferentteams. inpair-wisesaddle-pointequilibrium)fortheplayersifitsatisfies thefollowingconditions: Intheabovegame,eachagenthastocomputethefollowingvari- ablesateveryinstant: π[x0,ua1∗,ua2∗,ub1,ub2]≤π[x0,ua1∗,ua2∗,ub1∗,ub2∗] (8) π[x ,ua∗,ua∗,ub∗,ub∗] π[x ,ua,ua,ub∗,ub∗] (9) 0 1 2 1 2 ≤ 0 1 2 1 2 1. Theinstantaneouscontrol,ui(t). In simple terms, the above equations imply that agents in Team 2. Theinstantaneouspowerlevel,Pi(t). Aaresolvingajointoptimizationproblemofminimizingtheout- come. Similarly,agentsinTeamBaresolvingajointoptimization 3. Allthedecisionvariablespresent intherowcorresponding problemofmaximizingtheoutcome. Moreover,thetwoteamsare totheagentinTable1. playingazero-sumgameagainstoneanother.Inthiscase,thevalue ofthegame,denotedbythefunctionJ : X R,canbedefined Additionally, thegradientofthevaluefunctionsatisfiestheretro- → asfollows: gressive path equations (RPE)given bythefollowing partial dif- J(x)=π[x ,ua∗,ua∗,ub∗,ub∗] (10) ferentialequation: 0 1 2 1 2 ∂ J ∂H The value of the game is unique at a point X in the state-space. ∇ = , ∂τ ∂x An important property satisfied by the value of the game is the Nash equilibrium property. The tuple(ua∗,ua∗,ub∗,ub∗) issaid whereτ istheretrogradetimeortimeleftfortermination. 1 2 1 2 tobeinNashequilibriumifnounilateraldeviationinstrategyby aplayercanleadtoabetteroutcomeforthatplayer. Hence,there TheRPEleadstothefollowingequationsfortheplayers. isno motivation for the players todeviate fromtheir equilibrium strategies. In terms of the outcome of the game, the strategies Team A (ua1∗,ua2∗,ub1∗,ub2∗)areinNashequilibrium(forthe4-playergame) ∂fa(x) sag′(sa)(xa xa) iftheysatisfythefollowingproperty: J˚xai =∇J· ∂xxia +α k (kd12)j2− i + πππ[x[[0xx,00u,,a1uu∗a1a1,∗∗u,,a2uu∗a2a2,∗∗u,,b1uu∗b1b1,∗,u,ub2ub2∗∗b2]]]≤(cid:27)(cid:26)≤πππ[[[xxx000,,,uuua1a1a1∗,∗,u,ua2ua2∗a2,,∗uu,b1b1u∗∗b1,,∗uu,b2b2u∗∗b2]]∗] (11) J˚yia =∇J· ∂f∂yiyi(axs)bk−g′(αsbkkX=)(Pd1,ikm2)a(cid:2)−xs(γαakki+g(′2x()sai(akd−)1(2yx)jabk2)−(cid:3)yia) + i kX=1,2(cid:2) Ithnagteanreerainl,Nthaesrheemqauyilibberimumul.tipAlesssuemtsinogfsthtreateexgiisetsenfcoertohfeaplvaaylueres, sbkg′(sbk()dPim)a−x(γαk+i(2y)ia−ykb) asdefinedin(10),andtheexistenceofauniqueNashequilibrium, k (cid:3) wecanconcludethattheNashequilibriumconcept ofperson-by- personoptimalitygivenin(11)isanecessaryconditiontobesatis- Team B fiedforthevalueofthegame. Further,obtainingthesetofstrate- giesthatareinNashequilibriumyieldstheoptimalstrategiesfor J˚ = J ∂fxbi(x) α sbkg′(sbk)(xbj−xbi) + tthioenepdlacyoenrsd.itiIonnsthienfoorldloewrtiongcoamnapluytseist,hewoepatismsuamlsetrtahteegaiefos.remen- xbi ∇ · ∂xbi − kX=1,2(cid:2) (d12)2 sakg′(sak)Pmaxδik(xbi −xak) The Hamiltonian of the system isgiven by the following expres- (dk)−(α+2) i sion: ∂fi(x) sbg′(sb)(yb (cid:3)yb) J˚ = J y +α k k j − i + H == pLa1+(t)∇+Jp·a2f((tx))−pb1(t)−pb2(t)+∇J·f(x) (12) yib ∇ · ∂yibsakg′(sakkX=)P1,m2a(cid:2)xδik(yib(d−12y)ka2) (dk)−(α+2) i Inordertocomputetheoptimalcontroloftheplayers,wewilluse (cid:3) Here,(˚.)denotesderivativewithrespecttoretrogradetime. Since theIsaacs’conditions[17]whicharethefollowing: terminationisonlyafunctionofthepowerofeachplayer,J isin- dependentofthepositionoftheplayersontheterminalmanifold. 1. Therefore, J = 0attermination. Thisformstheboundarycon- HH[[xx00,,uua1a1∗∗,,uua2a2∗∗,,uub1b1∗,,uub2∗b2]] (cid:27)≤H[x0,ua1∗,ua2∗,ub1∗,ub2∗] dInititohnenfoerxtth∇seecRtiPoEn.,weaddresstheproblemofpowerallocation. H[x0,ua1∗,ua2∗,ub1∗,ub2∗]≤(cid:26) HH[[xx00,,uua1a1∗,,uua2a2∗,,uub1b1∗∗,,uub2b2∗∗]] 4. POWER ALLOCATION 2. H[x ,ua∗,ua∗,ub∗,ub∗]=0 0 1 2 1 2 From(4),theSINRreceivedbyeachagentintermsofthepower levelsoftheotheragentsaswellastheirmutualdistancesisgiven TheagentsinTeamAwanttominimizetheHamiltonianatevery bythefollowingexpressions instant, and the agents in Team B want to maximize it. The dy- namicsoftheagentsaredecoupled. Therefore,theHamiltonianis sa= P2a(t)γ21(d12)−α separableinitscontrolsand,hence,theorderoftakingtheextrema 1 σ +Pb(t)δ1(d1)−α+Pb(t)δ1(d1)−α ρ 1 1 1 2 2 2 becomesinconsequential. Asaconsequence, theoptimalcontrols Pa(t)γ12(d12)−α of theplayers aregivenbythefollowingexpression fromIsaacs’ sa= 1 2 σ +Pb(t)δ2(d2)−α+Pb(t)δ2(d2)−α firstcondition. ρ 1 1 1 2 2 2 (ua1∗,ua2∗,ub1∗,ub2∗)=argmub1,auxb2uma1,iuna2H sb1 = σρ +P1a(t)γP112b((dt11))δ−21α(d+12P)2−a(αt)γ12(d21)−α Pb(t)δ (d )−α Theoptimalcontroluiisobtainedbythefollowingexpression: sb2 = σ +Pa(t)γ11(d1)−12α+12Pa(t)γ2(d2)−α (13) ρ 1 2 2 2 2 2 uuaibi∗∗==mmianxuuaibi∂∂∂∂xJxJaibi ··ffiiab((xxaibi,,uubiai,,tt)) ) i=1,2 Fcartoimontahmeoenxgprtehsesiaognenints(o1n2l)y,awfefeccatsnthcoentecrlumdeLtihnatthteheHpamowiletornailalon-. Therefore,Isaacs’firstconditionleadstothefollowingpowerallo- Thenextcorollarythenfollowsregardingthetimehorizonofthe cationproblemamongtheagents. differentialgame. 4.1 Team A COROLLARY 1. TheentiregameterminatesinafixedtimeT = TheobjectiveofeachagentistominimizeL. E irrespectiveoftheinitialpositionoftheagents. Pmax 1. Player1: PROOF. From Theorem 1 and (6), we conclude that the T = P1a,γm11,iγn21,γ12L⇒P1a,γm11,iγn21,γ12(pa2−pb1−pb2) (14) tPhmeEasxamfoertailmlpe,laiy.ee.r,sT..ATllhtehreefpolraey,etrhsecgoanmsuemeendthseaitrteinmtiereTe.nergyat La1 subjectto: | {z } Now weconsider theproblemof computing theoptimal valueof Pa(t) P the decision variables for the players. In order to do so, we use 1 ≤ max preexistingresultsfromcontinuouskernelgamesthatarepresented γ1+γ1+γ12 =1, γ1,γ1,γ12 0 γ ∆3 hereinTheorem2andTheorem3andarestatedwithoutproof. 1 2 1 2 ≥ ⇒ ∈ 2. Player2: P2a,γm12,iγn22,γ21L⇒P2a,γm12,iγn22,γ21(pa1−Lpa2b1−pb2) (15) fifunniTtcetH-iodEniOmaRlesEnJMsiion(2ia.l∈[a2Nc]t)iAoannrNesp-cpaoecnretssionUnuoinuo(sinoz∈enrNUo-)1sua×mre·g·ca·om×mepUainNctwaahdnimcdhicttoshsaet mixedstrategyNashequilibrium(MSNE). subjectto: | {z } Pa(t) P 2 ≤ max Fromtheabovetheorem, wecanconclude that thepower alloca- γ2+γ2+γ21 =1, γ1,γ1,γ21 0 γ ∆3 tiongamehasaNashequilibriuminmixedstrategiessincethede- 1 2 1 2 ≥ ⇒ ∈ cisionvariablesofeachplayerlieonasimplexwhichiscompact. 4.2 Team B Moreover, Lisacontinuous functionofthedecisionvariablesof alltheplayers.Therefore,thegameadmitsaMSNE.Although,the TheobjectiveofeachagentistomaximizeL. MSNEhasbeencomputedforsomegamesbyexploitingsomespe- cialcharacteristicsinthecostfunctions,therearenostandardtech- 1. Player1: niquestocomputeMSNEforgeneralcontinuous-kernelgames[22, max L max (pa+pa pb) (16) 2]. Therefore,wesearchfortheconditionsunderwhichthepower P1b,δ11,δ21,δ12 ⇒P1b,δ11,δ21,δ12 1 2− 2 allocationgameadmitsapurestrategyNashEquilibrium(PSNE). Lb1 subjectto: | {z } THEOREM 3. [2]LetU beaclosed,boundedandconvexsub- P1(t) P setofRm,andforeachi NthecostfunctionalJi : U Rbe b ≤ max continuousonUandconve∈xinuiforeveryuj / Uj,j N→,j / i. δ11+δ12+δ12 =1, δ11,δ12,δ12 ≥0 Then,theassociatedN-personnonzero-sumga∈meadmit∈saPSN∈E. 2. Player2: The above theorem provides the conditions under which we can max L max (pa+pa pb) (17) P2b,δ21,δ22,δ21 ⇒P2b,δ21,δ22,δ21 1 L2b2− 1 1guaa.rTanhteeeexepxriesstesinocnesofforaSPISNNREp.rLovetiduesdcionn(s1id3e)rrethleevacnastetootfhaegoepn-t timizationproblembeingsolvedby1a canbewritteninaconcise subjectto: | {z } formasshownbelow: P2(t) P b ≤ max δ1+δ2+δ =1, δ1,δ2,δ 0 2 2 21 2 2 21 ≥ sa =a γ12, sb = b1 , sb = d1 , 2 1 1 c +γ1 2 e +γ1 1 1 1 2 Since the players do not communicate, they possess information where only about their own decision variables. This makes the power allocationproblemacontinuouskernelnon-zerosumgameamong 1 a = , theplayers. 1 σ +δ2 d21 −α+δ2 d22 −α Pmaxρ(d12)−α 1 d12 2 d12 d −α (cid:16) (cid:17) (cid:16) (cid:17) THEOREM 1. Theoptimalvalueofthepowerconsumptionfor b1 = δ21 d112 , eachplayerisPmax. (cid:18) 1 (cid:19) σ d2 −α c = +γ2 1 , PROOF. ConsiderPlayer1a. Theratep2a isadecreasingfunc- 1 Pmaxρ(d11)−α 1(cid:18)d11(cid:19) tionofPa1(t). Also,pb1 andpb2 areincreasingfunctionsofPa1(t). d −α ttThhheeeooretphftoeimrrepa,ll(apvyaa2el−rusepleob1af−dPspa1tb2o()tt)ihse=acdoPencmcraelxua.ssiUionsngintfhguanttchttehioesnaomopfetiPmaar1ug(mut)m.leeHvneetlnfcooefr d1 = δ12(cid:18)dσ1122(cid:19) , d2 −α e = +γ2 2 . powerconsumptionofeveryplayerisPmax. 1 Pmaxρ(d12)−α 2(cid:18)d12(cid:19) Notethat a ,b ,c ,d ande areindependent of thedecision of Tothisend,weobtain: 1 1 1 1 1 1a. a g′(sa) THEOREM 4. The power allocation team game has a unique ∇La1 = (bbc1111gg+′′((γss11b2b12)))2 ,∇h(γ¯)= 111  Nashequilibriuminpurestrategiesifthefollowingconditionshold  (c1+γ21)2    forTeamA:   g′′(sa)>0, (18) 1 0 0 i h (γ¯)= 0 , h (γ¯)= 1 , h (γ¯)= 0 1 2 3 g′′(sb1)+ b2i(ci+γ1i)g′(sb1)<0, (19) ∇  0  ∇  0  ∇  1  g′′(sb2)+ d2i(ei+γ2i)g′(sb2)<0, (20) gSiivnecneγpo∈int∆. 3H,eantcme,otshtethgrreaedoiefntthoefctohnestcroainnsttsracianntsbaetaacntyivfeeaatsiabnlye pointarealwayslinearlyindependent. andequivalentconditionsholdforTeamB: Iftwoofthethreeconstraintsamong h ,h ,h areactive,thenγ¯ g′′(sb)>0, (21) { 1 2 3} i hasauniquesolutionthatisgivenbythevertexofthesimplexthat g′′(sa1)+ l2i(mi+δi1)g′(sa1)<0, (22) saht1is,fihe2s,thh3etwisoacctoivnes,trtahienntsw. eIfhoanvleythoenefoolflotwheincgocnasstreasindtespeanmdoinngg { } g′′(sa2)+ n2i(oi+δi2)g′(sa2)<0, (23) ontheactiveconstraint wherei 1,2 . 1. h (γ¯1) = 0: γ¯1 = (0,γ1∗,1 γ1∗)satisfiesthefollowing ∈{ } 1 1 − 1 equations Theconstantsb2,c2,d2,ei,li,mi,ni,andoiareobtainedbyre- g′(sb) d1 =g′(sb) b1 (25) writingtheSINRexpressionsasdoneabove;theirexpressionscan 2 [e1+(1−γ11∗)]2 1 [c1+γ11∗]2 befoundintheAppendix. 2. h (γ¯2) = 0: γ¯2 = (1 γ1∗,0,γ1∗)satisfiesthefollowing 2 − 2 2 equations PROOF. Letus consider thecaseof 1a. FromTheorem2, we canconcludethatapurestrategyNashequilibriumexistsifLa1 is a g′(sa)= d1g′(sb2) (26) convex in its arguments when the decision variables of the other 1 2 (e +γ1∗)2 playersarefixed. From[8],Laisconvexifandonlyif 2La >0 1 2 (HFeosrsiTaenam2BL,aLbiisisgicvoenncainve(2if14)a.ndTohnislyciofn∇sti2tLutbies<th0a)t,∇gw′′h(es1rae)th>e 3. h3(γ¯3) = 0: γ¯3 = (1−γ11∗,γ11∗,0)satisfiesthefollowing 0,g′′(sb)∇+21(c +γ1)g′(sb)<0,andg′′(sb)+ 2 (e +γ1)g2′(sb)< equations ∇0.2LTha2e>1th0e,ob∇r1em2L1tb1he<n10fo,lalnodw1∇s b2yLb2fo<llo0w.ing2similda1r st1eps2to veri2fy a1g′(sa2)= (cb11+g′(γs11b1∗))2 (27) Ifnoneoftheinequalityconstraintsareactive,then ApplyingtheKKTconditions[19],inadditiontotheassumptions upsrotvhiedefodllionwthinegtheeqouraetmionthsatthgautanreaendteteosbtreicstactiosnfiveedxibtyyothfeLga1l,ogbiavlelys γ¯4 =(1−γ11∗−γ21∗,γ11∗,γ21∗), uniqueoptimalsolution(γ¯): γ12∗ isthesolutiontothefoll|owing{ezquatio}ns: 3 ∇La1(γ¯)+ λi∇hi(γ¯)+η∇h(γ¯)=0 a g′(sa) b1 g′(sb)=0 Xi=1 1 2 − [c1+γ11∗]2 1 λiλhii,(ηγ¯)≥=00 (cid:27) i∈{1,2,3} a1g′(sa2)− [e1+d1γ21∗]2g′(sb2)=0 (28) where Here,γ¯liesintheset (1,0,0),(0,1,0),(0,0,1),γ¯1,γ¯2,γ¯3,γ¯4 . { } h (γ¯) = γ12 0 1 − ≤ Animportantpointtonoteisthata ,b ,c ,d ande dependon h (γ¯) = γ1 0 1 1 1 1 1 2 − 1 ≤ the decision of the other players. Therefore, the computation of h3(γ¯) = −γ21 ≤0 thedecisionvariablesdependonthevalueofthedecisionvariables h(γ¯) = γ12+γ1+γ1 1=0 of therestof theplayers. Apossible waytodeal withthisprob- 1 2 − lemistouse iterativeschemes for computation of strategies. [2] Now,wepresentthenecessaryandsufficientconditionsfortheso- providessomeinsightsintotheefficacyofsuchschemesfromthe lutiontotheoptimizationproblemfortheagents. Letusconsider pointofviewofconvergenceandstability.Inthiswork,weassume thecaseof1a.TheassumptionsinTheorem4regardingstrictcon- thateachagenthasenoughcomputationalpowersoastocomplete vexityofLarendertheKKTconditionstobenecessaryaswellas theseiterationsinanegligibleamountoftimecomparedtothetotal 1 sufficientconditionsfortheuniqueglobalminimum. horizonofthegame. a2g′′(sa) 0 0 1 2 ∇2La1 = 00 −(c1+b21γ11)4[g′′(sb1)+0b21(c1+γ11)g′(sb1)] d21 [g′′(sb)+0 2 (e +γ1)g′(sb)]  (24)  −(e1+γ21)4 2 d1 1 2 2    Inthenextsection,weexpresstheconditionsfortheexistenceof or: PSNEintermsoflimitationsimposedbythephysicalcommunica- tionslayer. Pmσaxρ > β3(d12)−α. (33) 5. EXISTENCE OF PSNE UNDER M-QAM Byfollowingsimilarsteps,wecanshowthat(33)issufficientfor (20)tohold. Infact, condition(33)isalsosufficientforthecon- MODULATIONSCHEMES vexityofLa. ForTeamB,asufficientconditionfortheconcavity 2 ofLb andLb is 1 2 Tschheembiet,earnrdorthreaeterro(BrcEoRn)trodlepceonddinsgosnchtehmeeSuItNilRiz,edth.eCmomodmuulantiicoan- σ > β(d12)−α, (34) Pmaxρ 3 tionsliteraturecontainsclosed-formexpressionsandtightbounds thatcanbeusedtocalculateg(s)whenthenoiseandinterference which can be derived following similar steps to the above. The areassumedtobeGaussian[12]. Forexample,usinguncodedM- theoremfollowsfrom(33)and(34). QAM,whereGrayencodingisusedtomapthebitsintothesym- bolsoftheconstellation,theBERcanbeapproximatedby[23] Note that the left hand side of inequality (30) depends entirely ζ g(s) βs , (29) onphysicaldesignparameters;thisisofparticularimportancefor ≈ log(M)Q design purposes. Moreover, sufficient conditions for Theorem 5 (cid:16)p (cid:17) where ζ = 4(1 1/√M), β = 3/(M 1), and (.) is the can be expressed in terms of the received SNRs for all players, − − Q which could be more insightful from a communication systems tailprobabilityofthestandardGaussiandistributionwhichcanbe prospective. Consider, for example, Player 1a, and let SNRx = expressedintermsoftheerrorfunction: y 1 1 x Pmaxγyxσρ(dxy)−α and SNRxy = Pmaxδxyσρ(dyx)−α. Expression (x)= erf . (32)canthenbewrittenas Q 2 − 2 √2 (cid:18) (cid:19) 3 The conditions of Theorem 4 depend primarily on the employed SNR < (SNR2+1). 21 β 1 modulationandcodingschemes. Similarly,condition(20)holdsif THEOREM 5. WhenallplayersemployuncodedM-QAMmod- SNR < 3(SNR2+1). ulation schemes, the power allocation team game has a unique 12 β 2 PSNEsolutionifthefollowingconditionissatisfied: Yetanotherusefulwaytointerpretcondition(30)isregardingitas βρPmax min d12,d12 −α<3σ. (30) aminimumratecondition: { } (cid:0) (cid:1) ρPmax min d12,d12 −α R>log 1+ { } , (cid:0) σ (cid:1) ! PROOF. TheconditionsofTheorem4needtobesatisfiedfora uniquepurestrategiessolutiontoexist.Wefirstverifythosecondi- whereR=log(M). tionsforPlayer1a whenuncodedM-QAMmodulationsareused. Tothisend,wedifferentiate(29)intoobtain: The specific conditions for Player 1a corresponding to (25)-(27) whenM-QAMmodulationsareutilizedare: ′ ζ√β β g (s)= exp s , −2log(M)√2πs (cid:18)−2 (cid:19) sb1 23 exp β(sb sb) b1 = 0, g′′(s)= ζ√β(1+β√s2)exp βs . (31) (cid:18)sb2(cid:19) (cid:18)−2 1− 2 (cid:19)− d1 4log(M)√2πs3 (cid:18)−2 (cid:19) sb2 12 exp β(sa sb) a1d1 = 0, aF1roamnd(3γ11)2,.wCeocnodnitciolund(e1t9h)ahtoclodnsdgitiivoenn(t1h8a)tholdsforanyvalueof (cid:18)ssa2b(cid:19)12 (cid:18)−β2 2− 2 (cid:19)− (e1a+bγ21)2 c1 > β3b1−γ11, (cid:18)sa21(cid:19) exp(cid:18)−2(sa2−sb1)(cid:19)− (c1+1γ111)2 = 0. Also,(28)inthiscasebecomes orequivalently c1 > β3b1, (cid:18)ssa2b2(cid:19)12 exp(cid:18)−β2(sa2−sb2)(cid:19)− (e1a+1dγ!21)2 = 0, whichwecanre-writeas 1 sb 2 β a b Pmσaxρ +γ12(d21)−α > β3δ21(d12)−α, (32) (cid:18)sa21(cid:19) exp(cid:18)−2(sa2−sb1)(cid:19)− (c1+1γ111)2 = 0. Player 1 (Team A) Player 2 (Team A) 80 1 1 40 d11 0.8 γ1 0.8 γ2 2300 2 6700 ddd121212 000...246 γγ12112 000...246 γγ11221 d2 10 1 ance50 d212 00 50 100 150 200 00 50 100 150 200 0 1 Dist40 1 Player 1 (Team B) 1 Player 2 (Team B) −10 2 30 0.8 δ11 0.8 δ21 −20 0.6 δ12 0.6 δ22 −30 20 00..24 δ12 00..24 δ21 −4−040 −30 −20 −10 0 10 20 30 40 100 50 100 150 200 00 50 100 150 200 00 50 100 150 200 Time (a)Trajectoriesoftheagents (b)Distancesbetweentheagents (c)Valuesofthedecisionvariables Figure2: 100 40 40 40 80 30 30 30 60 40 20 2 20 2 1 20 2 200 1 2 1 100 1 1 100 1 100 1 1 −20 2 −10 −10 2 −10 −40 2 2 −20 −20 −20 −60 −80 −30 −30 −30 −1−00100 −50 0 50 100 −4−040 −30 −20 −10 0 10 20 30 40 −4−040 −30 −20 −10 0 10 20 30 40 −4−040 −30 −20 −10 0 10 20 30 40 (1) (2) (3) (4) Figure3:Trajectoriesoftheagentsontheplane 6. SIMULATIONRESULTS 1. DifferentSpeeds:ua =5,ua =1,ub =3,andub =4 1 2 1 2 2. DifferentModulation:M =16 Inthissection,wepresentsomesimulationresults.First,wepresent simulationsforarbitrarilychosenvaluesofmaximumpowerPmax, 3. Differentterminalconditions. frequenciesf ,f ,modulationschemesizeM,andspeedsofthe 1 2 4. Frequencyexchange: f =100MHzandf =300MHz players usatisfying theconvexity conditions intheprevious sec- 1 2 tion. Wethenchangethevalueofoneparameter,whilefixingthe rest,andpresentsimulationresultsforthevariantsoftheoriginal Ineachcase,wepresentthesimulationresultswhenalltheparam- problem. etersarefixedexceptfortheonelistedabove. Figure 2 shows the trajectories of the agents, distances between 7. CONCLUSION ANDFUTURE WORK agents,andthevaluesofthedecisionvariablesover200timesteps. Thekinematicsofalltheagentsaregivenbythefollowingequa- tions Thispaperhasstudiedthepowerallocationproblemforjamming teams.Themotionoftheteamswasmodelledusingtheframework x˙i=uicosθi, y˙i =uisinθi ofpursuit-evasion gamesandtheoptimalstrategieswerederived. Weusedthefollowingvaluesfortheparametersinthesimulations: An underlying static game was used toobtain the optimal power allocation, where the power budget of each user is split between communication and jamming powers. This work focused on the P =100 • max analysisofteamsconsistingoftwoplayersonly. Potentialfuture f =300MHzandf =100MHz directionsinclude: 1 2 • TypicalvaluesofMare2,4,16,64,and256.Forsimulation • purposes,wefixthevalueofM at2. Computation of Singular Surfaces: In this work, we have • computedthetrajectoriesbasedonthenecessaryconditions ua =ua =ub =ub =1 • 1 2 1 2 of optimality imposed by the Isaacs’ conditions. In order to complete the construction of the optimal trajectories of Figures3, 4, and5contain four subfigures eachrepeating one of the agents, we have to identify the singular surfaces in the theabovesimulationsforavariationoftheoriginalparametersas statespace[2]. Thisisaninterestingfutureresearchdirec- follows: tionsincetheconstructionandnatureofthesingularsurfaces Player 1 (Team A) Player 2 (Team A) Player 1 (Team A) Player 2 (Team A) 1 1 1 1 0.8 0.8 0.8 0.8 γ1 γ2 γ1 γ2 0.6 1 0.6 1 0.6 1 0.6 1 γ1 γ2 γ1 γ2 0.4 2 0.4 1 0.4 2 0.4 1 γ12 γ21 γ12 γ21 0.2 0.2 0.2 0.2 0 0 0 0 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 Player 1 (Team B) Player 2 (Team B) Player 1 (Team B) Player 2 (Team B) 1 1 1 1 0.8 0.8 0.8 0.8 δ1 δ1 δ1 δ1 0.6 1 0.6 2 0.6 1 0.6 2 δ2 δ2 δ2 δ2 0.4 1 0.4 2 0.4 1 0.4 2 δ δ δ δ 0.2 12 0.2 21 0.2 12 0.2 21 0 0 0 0 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 (1) (2) Player 1 (Team A) Player 2 (Team A) Player 1 (Team A) Player 2 (Team A) 1 1 1 1 0.8 0.8 0.8 0.8 γ1 γ2 γ1 γ2 0.6 γ11 0.6 γ12 0.6 γ11 0.6 γ12 0.4 γ212 0.4 γ121 0.4 γ212 0.4 γ121 0.2 0.2 0.2 0.2 0 0 0 0 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 Player 1 (Team B) Player 2 (Team B) Player 1 (Team B) Player 2 (Team B) 1 1 1 1 0.8 0.8 0.8 0.8 00..46 δδ1112 00..46 δδ2122 00..46 δδδ1112 00..46 δδδ2122 δ δ 12 21 0.2 12 0.2 21 0.2 0.2 0 0 0 0 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 (3) (4) Figure4:Variationsofthedecisionvariablesasafunctionoftime. 200 80 70 80 Distance11111024688000000 dddddd111212122122 Distance45670000 dddddd111212122122 Distance456000 dddddd111212122122 Distance45670000 dddddd111212122122 30 60 30 30 40 20 20 20 20 0 10 10 10 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 0 50 100 150 200 Time Time Time Time (1) (2) (3) (4) Figure5:Distancesamongtheagents woulddependonthevalueofthedecisionvariablesobtained [6] S.BhattacharyaandT.Bas¸ar.Graph-theoreticapproachto fromthepowerallocationgame. connectivitymaintenanceinmobilenetworksinthepresence ofajammer.InProceedingsoftheIEEEConferenceon ComputationofMSNE:AsdiscussedinSection3,thepower DecisionandControl,Atlanta,GA,Dec.2010. • allocationgamesadmitsaMSNEwithoutanyconstraintson [7] S.BhattacharyaandT.Bas¸ar.Optimalstrategiestoevade theunderlyingcommunication model. 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