We consider both finite-horizon and infinite-horizon versions of a dynamic game with N selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov processes, conditioned on their current actions. Their actions and types jointly determine their instantaneous rewards. In dynamic games with asymmetric information a widely used concept of equilibrium is perfect Bayesian equilibrium (PBE), which consists of a strategy and belief pair that simultaneously satisfy sequential rationality and belief consistency. In general, there does not exist a universal algorithm that decouples the interdependence of strategies and beliefs over time in calculating PBE. In this paper, for the finite-horizon game with independent types we develop a two-step backward-forward recursive algorithm that sequentially decomposes the problem (w.r.t. time) to obtain a subset of PBEs, which we refer to as structured Bayesian perfect equilibria (SPBE). In such equilibria, a player's strategy depends on its history only through a common public belief and its current private type. The backward recursive part of this algorithm defines an equilibrium generating function.Each period in the backward recursion involves solving a fixed-point equation on the space of probability simplexes for every possible belief on types. Using this function, equilibrium strategies and beliefs are generated through a forward recursion. We then extend this methodology to the infinite-horizon model, where we propose a timeinvariant single-shot fixed-point equation, which in conjunction with a forward recursive step, generates the SPBE.Sufficient conditions for the existence of SPBE are provided. With our proposed method, we find equilibria that exhibit signaling behavior. This is illustrated with the help of a concrete public goods example.
Recently, density evolution techniques have been used to predict the performance of iterative decoders utilizing the sum-product belief propagation algorithm. In this paper, we extend this analysis to the minsum algorithm for binary codes. Using two representative applications, i.e., low-density parity-check (LDPC) codes and repeat accumulate (RA) codes, the sum-product and min-sum algorithms are compared. The results demonstrate a performance degradation of 0.27 -1.03 dB for the min-sum algorithm, which confirms earlier simulation results. However, it is shown in this paper, that a small modification to the min-sum algorithm results in an approximate sum-product algorithm, which performs at least as well as the original sum-product algorithm, when finite message precision is considered.
A unified framework to obtain all known lower bounds (random coding, typical random coding and expurgated bound) on the reliability function of a point-to-point discrete memoryless channel (DMC) is presented. By using a similar idea for a two-user discrete memoryless (DM) multiple-access channel (MAC), three lower bounds on the reliability function are derived. The first one (random coding) is identical to the best known lower bound on the reliability function of DM-MAC. It is shown that the random coding bound is the performance of the average code in the constant composition code ensemble. The second bound (Typical random coding) is the typical performance of the constant composition code ensemble. To derive the third bound (expurgated), we eliminate some of the codewords from the codebook with larger rate. This is the first bound of this type that explicitly uses the method of expurgation for MACs. It is shown that the exponent of the typical random coding and the expurgated bounds are greater than or equal to the exponent of the known random coding bounds for all rate pairs. Moreover, an example is given where the exponent of the expurgated bound is strictly larger. All these bounds can be universally obtained for all discrete memoryless MACs with given input and output alphabets.
The soft-input soft-output (SISO) module is the basic building block for established iterative detection (ID) algorithms for a system consisting of a network of finite state machines. The problem of performing ID for systems having parametric uncertainty has received relatively little attention in the open literature. Previously proposed adaptive SISO (A-SISO) algorithms are either based on an oversimplified channel model, or have complexity that grows exponentially with the observation length (or the smoothing lag). In this paper, the exact expressions for the soft metrics in the presence of parametric uncertainty modeled as a Gauss-Markov process are derived in a novel way that enables the decoupling of complexity and observation length. Starting from these expressions, a family of suboptimal (practical) algorithms is motivated, based on forward/backward adaptive processing with linear complexity in. Recently proposed A-SISO algorithms, as well as existing adaptive hard-decision algorithms are interpreted as special cases within this framework. Using a representative application-joint iterative equalization-decoding for trellis-based codes over frequency-selective channels-several design options are compared and the impact of parametric uncertainty on previously established results for ID with perfect channel state information is assessed.
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