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Lok Man Law1 , Jianwei Huang1 , Mingyan Liu2 , Shuo-yen Robert Li1
1 Information Engineering Department, Chinese University of Hong Kong, {llm007, jwhuang,
bobli}@ie.cuhk.edu.hk
2 Department of Electrical Engineering & Computer Science, University of Michigan, mingyan@eecs.umich.edu
Abstract—In this paper, we model and analyze the interactions channels for transmission is less than the number of SUs.
between secondary users in a spectrum overlay cognitive system Here we work on a more general network where there is no
as a cognitive MAC game. In this game, each secondary user can restriction on the number of users and channels.
sense (and transmit) one of several channels, the availability of
each channel is determined by the activity of the corresponding
In our model, each SU decides which channel to sense
primary user. We show that this game belongs to the class (and transmit) to maximize his expected data rate, taking into
of congestion game and thus there exists at least one Nash consideration the channel rate, the PU’s activity, and other
Equilibrium. We focus on analyzing the worst case efficiency SUs’ possible choices. In order to analyze the interactions
loss (i.e., price of anarchy) at any Nash Equilibrium of such a among the selfish SUs, a model of congestion game and
game. Closed-form expressions of price of anarchy are derived for
both symmetric and asymmetric games, with arbitrary channel
its properties are applied. Congestion game has been studied
and user heterogeneity. Several insights are also derived in terms mostly in the contexts of wireline resource allocations (e.g.,
of how to design better cognitive radio systems with less severe [13]–[15]) and using congestion game to model wireless
efficiency loss. resource allocations only starts to receive attention recently
(e.g., [16]).
The key question we want to answer is the following: how
I. BACKGROUND AND C ONTRIBUTIONS
bad can the selfish behaviors of the SUs be in the cognitive
The wireless spectrum resource is scarce due to rapid de- MAC game? More specifically, if we look at the ratio between
velopment of wireless technologies and exploding increase of the total rate achieved under any Nash Equilibrium (NE) of
wireless applications. Recently, cognitive radio has emerged as the game and the maximum total rate achievable under a
a promising technology to alleviate this problem. In cognitive coordinated MAC protocol, how small can it be? The worst
radio networks, the existing licensees (i.e., primary users case ratio is normally called Price of Anarchy (PoA) in the
or PUs) of the spectrum allow the opportunistic users (i.e., networking literature (e.g., [17], [18]). There exists a large
secondary users or SUs) to access the spectrum to improve the volume of literature in terms of studying PoA in the contexts
spectrum efficiency (e.g., [1], [2]). There are several different of wireline networking, e.g., [9], [19], [20]. In particular, the
interaction modes between the PUs and SUs. In spectrum bounds of PoA for congestion games have been previously
underlay, both PUs and SUs transmit simultaneously, and the computed in [18] and [21]. In [21], the PoA is computed for
PUs closely monitor and control the interferences generated by finite games where all users have the same payoff for the same
the SUs to be small enough (e.g., [3]–[5]). In spectrum overlay, chosen strategy. Here we allow a more general model where
the SUs sense the spectrum, locate the spectrum holes, and users have different payoffs for the same chosen strategy. In
only transmit in the time, location, and frequency band where [18], PoA is calculated for a wireline network in terms of total
the PUs are not active (e.g., [6]–[8]). This paper studies the latency incurred by the flows, while we compute PoA in terms
medium access control (MAC) game among several SUs in a of total expected transmission rate in a wireless network.
spectrum overlay scenario. The main results and contributions of this paper include:
Most existing results on spectrum overlay focused the study
• General network model: we consider both symmetric and
on the spectrum access of either a single SU or several SUs
who do not closely interact with each other (e.g., [9], [10]); asymmetric cognitive MAC games. In the more general
while some recent work investigated the spectrum allocation asymmetric case, we allow each SU to have independent
scheme among multiple SUs (e.g., [11]). In [11], SUs are anal- evaluations of the channels’ rates. This allows a com-
ogous to the firms who compete for the spectrum offered by a plete heterogeneous network model which is realistic but
PU. The focus of this paper is to study the close interactions difficult to analyze.
• Exact characterization of PoA: we derive exact closed-
among several SUs who want to compete for channel access in
a heterogeneous multi-channel environment. Similar problem form solutions of the PoA, instead of giving (possibly
of multi-channel multi-user spectrum allocation in cognitive loose) upper or lower bounds.
• Novel analysis techniques: we characterize the PoA with-
radio networks is considered in [12]. It assumes the available
out explicitly solving for the maximum possible total
This work is supported by the Competitive Earmarked Research Grants rate for each case. This technique turns out to be quite
(Project Numbers 412308 and 412509) established under the Hong Kong powerful in the general and difficult cases.
University Grant Committee, and the National Key Technology R&D Program
(Project Number 2007BAH17B04) established by the Ministry of Science and • Insights for a better system design: we derive several
Technology of the People’s Republic of China. insights that can help to design better cognitive radio
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This full text paper was peer reviewed at the direction of IEEE Communications Society subject matter experts for publication in the IEEE "GLOBECOM" 2009 proceedings.
Slot 1 Slot 2
systems. For example, the efficiency loss can be mitigated P U Transmits Silence
if we can control the number of SUs competing for
access or the heterogeneity of expected rates for different SU s SS Silence SS CR One SU Transmits
channels.
The outline of this paper is as follows. The system model for
the multiuser multichannel cognitive MAC game is described Fig. 1. Activities of PU and SUs of a channel in different time slots. In
in Section II. In Section III, we show that our game is in fact Slot 1, SUs keep silence after sensing that PU is transmitting; while in Slot
a congestion game with several nice properties. The analysis 2, SUs sense that PU does not transmit. All SUs sensing the same channel
will undergo the contention resolution process, and only one of the SUs is
and computation of PoA for symmetric and asymmetric games allowed to transmit in the remaining time of the slot.
are given in Sections IV and V, respectively. Conclusion and
extension work are discussed in Section VI. TABLE I
K EY N OTATIONS IN THIS PAPER
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TABLE II
P RICE OF ANARCHY FOR VARIOUS COGNITIVE MAC GAMES IN THIS PAPER
This can be proved by showing that there exists an exact • Symmetric game: all users have the same expected rate
potential function of the game [22], and such function keeps for any given channel, i.e., Rij = Rj for all user i ∈ N
increasing when users update their strategies greedily and and all channel j ∈ M.
myopically and is upper-bounded, a Nash Equilibrium must • Identical game: a special case of symmetric game where
be reached eventually. all channels are the same, i.e., Rij = r for all user i ∈ N
On the other hand, it is quite common to have multiple and all channel j ∈ M.
Nash Equilibria in a congestion game, which is the case for • Two-rate symmetric game: another special case of sym-
our game as well2 . In this paper, we focus our analysis on the metric game where the rates of channels take only two
pure strategy Nash Equilibria3 . values (high or low).
• Asymmetric game: the most general case where Rij can
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Theorem 2: For a symmetric (N, M )-game with more users Remark 1: (Asymptotic PoA) With Theorems 2 and 3, we
N
than number of channels (i.e., N ≥ M ), the PoA is N +M −1 . know that the PoA for any symmetric (N, M )-game is lower
Proof: We prove the theorem in two steps. bounded by 12 when N < M . When N ≥ M , it is possible
Step I (lower bound): we first prove that the efficiency ratio to achieve PoA=1 when N goes to infinity while M keeps
N
of a Nash Equilibrium is lower bounded by N +M −1 . To begin as a constant. In this case, all channels are sensed by some
with, we assume that there exists a Nash Equilibrium σ with users. This is because we only allow one user to transmit over
h(< M ) channels not sensed by any user. Without loss of a channel, and thus there is no loss in terms of total expected
generality, assume that the channels are indexed such that achievable rate if more than one user sense the same channel
R1 ≥ R2 ≥ · · · ≥ RM . Thus, we can have the following: R
(i.e., nj njj = Rj ).
1) The last h channels are not sensed by any users. Define Remark 2: (Insight of System Design) Step II of Theorem
set H = {M − h + 1, ..., M }. Then, we have Ij = 0 for 2’s proof suggests that the worst case efficiency loss happens
j ∈ H. when all users choose to sense one single “big” channel at the
2) Each of the NPusers senses one of the first M − h Nash Equilibrium. This motivates us to “engineer” the system
channels, i.e., j∈M\H nj = N . that channels are of similar rates in a cognitive network. In
3) Each user chooses his best-reply strategy at this Nash particular, it is better to group small channels together so that
R
Equilibrium, i.e., njj ≥ Rk for all j ∈ M\H and k ∈ H. they will not be left unused. The intuition is that each user can
R
This implies njj ≥ h1 k∈H Rk for all j ∈ M \ H. sense one channel only and channels with very small rates will
P
Now we can derive the lower bound of the efficiency ratio never be chosen.
P P
SU M (σ) j∈M Rj Ij j∈M\H Rj B. Two-Rate Symmetric Games
ER(σ) = = P = P
opt Rj j∈M Rj The PoA results in Theorems 2 and 3 might be too pes-
P j∈M
j∈H jR simistic since the rates of different channels maybe more
=1− P P consistent in practice. In particular, there seldom exists one
j∈M\H j +
R Rj
P j∈H channel that outperforms all other channel with an extremely
j∈H Rj high transmission rate.
≥1− P nj P P
j∈M\H ( h k∈H Rk ) + j∈H Rj To gain more insights into the PoA for the less extreme
cases, we study a simple symmetric game model where
P
j∈H Rj
=1− 1 P P P there exists two types of channels: L channels have equal
h k∈H Rk ( j∈M\H nj ) + j∈H Rj
P normalized rates of Rj = 1, and the remaining M −L channels
j∈H j R have the same high rate of Rj = R > 1. For simplicity, R is
=1− N P P
h k∈H k +
R j∈H Rj taken to be an integer. We call such a game two-rate symmetric
1 N game with parameters (M, N, L, R). The goal of this analysis
=1− N = . is to study how PoA varies with the parameters in this case,
h + 1 N +h
in particular, the heterogeneity parameter R between different
The above analysis is for a fixed h. It is clear that the channels.
lower bound NN+h is a decreasing function of h, and achieves Theorem 4: Consider a two-rate symmetric game with pa-
N
its minimum value of N +M −1 when there are h = M − 1 rameters (M, N, L, R). If (M − L)R ≤ M ,
channels not being sensed at a Nash Equilibrium σ.
Step II (achievability): we construct a symmetric (N, M )- 1, if N ≤ M − L
(M −L)R
(M −L)R+(N −M +L) if M − L < N ≤ (M − L)R
N ,
−1 . Consider a
game that achieves the efficiency ratio N +M
N
game with M − 1 identical channels having the same rate P oA = (M −L)R+(N −M +L) , if (M − L)R < N ≤ M
Rj = R. The remaining one channel has a rate of N R. A
N
(M −L)R+L
, if M < N ≤ (M − L)R + L
Nash Equilibrium σ of this game is that all users sense the
1, if N > (M − L)R + L
channel with the largest expected rate. The efficient ratio of (1)
σ is If (M − L)R > M ,
1, if N ≤ M − L
SU M (σ) NR N (M −L)R
(M −L)R+(N −M +L) if M − L < N ≤ M
,
ER(σ) = = = .
opt N R + (M − 1)R N +M −1 (M −L)R
P oA = (M −L)R+L , if M < N ≤ (M − L)R
Combining both steps and the Definition 2 of PoA, we have
N
, if (M − L)R < N ≤ (M − L)R + L
(M −L)R+L
proved the theorem.
1, if N > (M − L)R + L
Theorem 3: For a symmetric (N, M )-game with less users (2)
than number of channels (i.e., N < M ), the PoA is 2NN−1 . Proof: When M, L and R are given, the total rates
Proof: First arrange the channels in a descending order achieved at the social optimum and the unique Nash Equilib-
of rates. Since the last M −N channels will not be used either rium can be explicitly calculated as summarized in Figures 2
in the socially optimal solutions or any Nash Equilibrium, we and 3 for different N . The values under the axis are threshold
can safely discard them. Therefore, the problem is reduced to values of N , and the values above the axis are total rates.
a symmetric (N, N )-game and Theorem 2 applies. Since the PoA is the worst case ratio of total rate at a Nash
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NR (M − L)R + (N − M + L) (M − L)R + L
-N Theorem 6: For an asymmetric (N, M )-game with M > 1,
0 M −L M the PoA is N1 .
Fig. 2. Total rate at the social optimum for different N
Proof (Sketch): We consider two cases separately: N ≤
M and N > M . The key idea is similar as the proof of
NR (M − L)R N (M − L)R + L Theorem 2. We first show that the efficiency ratio of a Nash
-N
Equilibrium in any asymmetric game is lower-bounded by N1 .
0 M −L (M − L)R (M − L)R + L
Then we show that for any δ > 0, a game with efficiency ratio
1
N + δ can be constructed. Taking the limit of δ to be zero
Fig. 3. Worst total rate at NE for different N
and we obtain the PoA of N1 . A brief outline of the proof for
the case N > M is given in the Appendix and the complete
Equilibrium over the social optimum, we can get the closed- proof is given in [23].
form solution for PoA by combining the two figures. Remark 3: (Asymptotic PoA) It is interesting to notice that
Theorem 5: In a two-rate symmetric game with parameters the PoA in the asymmetric case is N1 and thus independent of
R
(M, N, L, R), the worst possible PoA is 2R−1 for any possible the number of channels M . Also, for very large N , the PoA
M , N and L. can be arbitrarily small. This result is different from that in
Proof: The minimum PoA can be derived from the results symmetric games, in which a large N actually improves the
R
in Theorem 4. For (M − L)R ≤ M , minimum PoA of 2R−1 performance of a Nash Equilibrium (in terms of PoA).
is obtained at N = (M − L)R; while for (M − L)R > M , Remark 4: (Insight of System Design) In order to lower
−L)R
minimum PoA of (M(M −L)R+L is obtained for M < N ≤ (M − bound the PoA, we may want to limit the number of users
−L)R
L)R. It can be shown that minimum PoA of (M(M −L)R+L is
competing in a network. In the scenario where we have a large
R
greater than 2R−1 for (M − L)R > M . Therefore, the worst population of SUs competing for the access of channels, we
R
possible PoA of this game is 2R−1 . may want to segment them into several different systems (i.e.,
Theorem 5 shows that the PoA is closely related to the each user is only allowed to choose from a subset of channels
heterogeneity of the channels. When all channels are the same instead of all channels). Moreover, channels of similar rates
(R = 1), the PoA equals to 1 which coincides with the result should be put in the same system. This can help to prevent
in Theorem 1. When R goes to infinity, the PoA equals to 12 the case where all users sense the same very large channel (as
which coincides with the asymptotic analysis of Theorem 2. shown to be the worst case in the proof).
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TABLE III
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