arXiv subjects

Achilleas Anastasopoulos

Publications and source records attributed to Achilleas Anastasopoulos.

At least 19 recordsLinked to original sources

arXiv2023

On The Reliability Function of Discrete Memoryless Multiple-Access Channel with Feedback

The reliability function of a channel is the maximum achievable exponential rate of decay of the error probability as a function of the transmission rate. In this work, we derive bounds on the reliability function of discrete memoryless multiple-access channels (MAC) with noiseless feedback. We show that our bounds are tight for a variety of MACs, such as $m$-ary additive and two independent point-to-point channels. The bounds are expressed in terms of a new information measure called ``variable-length directed information". The upper bound is proved by analyzing stochastic processes defined based on the entropy of the message, given the past channel's outputs. Our method relies on tools from the theory of martingales, variable-length information measures, and a new technique called time pruning. We further propose a variable-length achievable scheme consisting of three phases: (i) data transmission, (ii) hybrid data-confirmation, and (iii) full confirmation. We show that two-phase-type schemes are strictly suboptimal in achieving the MAC's reliability function. Moreover, we study the shape of the lower-bound and show that it increases linearly with respect to a specific Euclidean distance measure defined between the transmission rate pair and the capacity boundary. As side results, we derive an upper bound on the capacity of MAC with noiseless feedback and study a new problem involving a hybrid of hypothesis testing and data transmission.

cs.IT↗

arXiv2023

Sequential Bayesian Learning with A Self-Interested Coordinator

Social learning refers to the process by which networked strategic agents learn an unknown state of the world by observing private state-related signals as well as other agents' actions. In their classic work, Bikhchandani, Hirshleifer and Welch showed that information cascades occur in social learning, in which agents blindly follow others' behavior, and consequently, the actions in a cascade reveal no further information about the state. In this paper, we consider the introduction of an information coordinator to mitigate information cascades. The coordinator commits to a mechanism, which is a contract that agents may choose to accept or not. If an agent enters the mechanism, she pays a fee, and sends a message to the coordinator indicating her private signal (not necessarily truthfully). The coordinator, in turn, suggests an action to the agents according to his knowledge and interest. We study a class of mechanisms that possess properties such as individual rationality for agents (i.e., agents are willing to enter), truth telling, and profit maximization for the coordinator. We prove that the coordinator, without loss of optimality, can adopt a summary-based mechanism that depends on the complete observation history through an appropriate sufficient statistic. Furthermore, we show the existence of a mechanism which strictly improves social welfare, and results in strictly positive profit, so that such a mechanism is acceptable for both agents and the coordinator, and is beneficial to the agent community. Finally, we analyze the performance of this mechanism and show significant gains on both aforementioned metrics.

cs.GT↗

arXiv2022

Autocorrelation and Spectrum Analysis for Variable Symbol Length Communications with Feedback

Variable-length feedback codes can provide advantages over fixed-length feedback or non-feedback codes. This letter focuses on uncoded variable-symbol-length feedback communication and analyzes the autocorrelation and spectrum of the signal. We provide a mathematical expression for the autocorrelation that can be evaluated numerically. We then numerically evaluate the autocorrelation and spectrum for the variable-symbol-length signal in a feedback-based communication system that attains a target reliability for every symbol by adapting the symbol length to the noise realization. The analysis and numerical results show that the spectrum changes with SNR when the average symbol length is fixed, and approaches the fixed-length scheme at high SNR.

cs.IT↗

arXiv2022

Do Informational Cascades Happen with Non-myopic Agents?

We consider an environment where players need to decide whether to buy a certain product (or adopt a technology) or not. The product is either good or bad, but its true value is unknown to the players. Instead, each player has her own private information on its quality. Each player can observe the previous actions of other players and estimate the quality of the product. A classic result in the literature shows that in similar settings informational cascades occur where learning stops for the whole network and players repeat the actions of their predecessors. In contrast to this literature, in this work, players get more than one opportunity to act. In each turn, a player is chosen uniformly at random from all players and can decide to buy the product and leave the market or wait. Her utility is the total expected discounted reward, and thus myopic strategies may not constitute equilibria. We provide a characterization of perfect Bayesian equilibria (PBE) with forward-looking strategies through a fixed-point equation of dimensionality that grows only quadratically with the number of players. Using this tractable fixed-point equation, we show the existence of a PBE and characterize PBE with threshold strategies. Based on this characterization we study informational cascades in two regimes. First, we show that for a discount factor δ strictly smaller than one, informational cascades happen with high probability as the number of players N increases. Furthermore, only a small portion of the total information in the system is revealed before a cascade occurs ...

econ.GN↗

arXiv2022

Upper Bounds on the Feedback Error Exponent of Channels With States and Memory

As a class of state-dependent channels, Markov channels have been long studied in information theory for characterizing the feedback capacity and error exponent. This paper studies a more general variant of such channels where the state evolves via a general stochastic process, not necessarily Markov or ergodic. The states are assumed to be unknown to the transmitter and the receiver, but the underlying probability distributions are known. For this setup, we derive an upper bound on the feedback error exponent and the feedback capacity with variable-length codes. The bounds are expressed in terms of the directed mutual information and directed relative entropy. The bounds on the error exponent are simplified to Burnashev's expression for discrete memoryless channels. Our method relies on tools from the theory of martingales to analyze a stochastic process defined based on the entropy of the message given the past channel's outputs.

cs.IT↗

arXiv2021

Joint Information and Mechanism Design for Queues with Heterogeneous Users

We consider a queue with an unobservable backlog by the incoming users. There is an information designer that observes the queue backlog and makes recommendations to the users arriving at the queue whether to join or not to join the queue. The arriving users have payoff relevant private types. The users, upon arrival, send a message, that is supposed to be their type, to the information designer if they are willing to hear a recommendation. The information designer then creates a recommendation for that specific type of user. The users have to pay a tax in exchange for the information they receive. In this setting, the information designer has two types of commitments. The first commitment is the recommendation policy and the second commitment is the tax function. We combine mechanism design and information design to study a queuing system with heterogeneous users. In this setting, the information designer is a sender of the information in the information design aspect and a receiver in the mechanism design aspect of the model. We formulate an optimization problem that characterizes the solution of the joint design problem. We characterize the tax functions and provide structural results for the recommendation policy of the information designer.

eess.SY↗

arXiv2021

Mechanism Design for Demand Management in Energy Communities

We consider a demand management problem of an energy community, in which several users obtain energy from an external organization such as an energy company, and pay for the energy according to pre-specified prices that consist of a time-dependent price per unit of energy, as well as a separate price for peak demand. Since users' utilities are their private information, which they may not be willing to share, a mediator, known as the planner, is introduced to help optimize the overall satisfaction of the community (total utility minus total payments) by mechanism design. A mechanism consists of a message space, a tax/subsidy and an allocation function for each user. Each user reports a message chosen from her own message space, and then receives some amount of energy determined by the allocation function and pays the tax specified by the tax function. A desirable mechanism induces a game, the Nash equilibria (NE) of which result in an allocation that coincides with the optimal allocation for the community. As a starting point, we design a mechanism for the energy community with desirable properties such as full implementation, strong budget balance and individual rationality for both users and the planner. We then modify this baseline mechanism for communities where message exchanges are allowed only within neighborhoods, and consequently, the tax/subsidy and allocation functions of each user are only determined by the messages from her neighbors. All the desirable properties of the baseline mechanism are preserved in the distributed mechanism. Finally, we present a learning algorithm for the baseline mechanism, based on projected gradient descent, that is guaranteed to converge to the NE of the induced game.

cs.GT↗

arXiv2020

Structured Equilibria for Dynamic Games with Asymmetric Information and Dependent Types

We consider a dynamic game with asymmetric information where each player observes privately a noisy version of a (hidden) state of the world V, resulting in dependent private observations. We study structured perfect Bayesian equilibria that use private beliefs in their strategies as sufficient statistics for summarizing their observation history. The main difficulty in finding the appropriate sufficient statistic (state) for the structured strategies arises from the fact that players need to construct (private) beliefs on other players' private beliefs on V, which in turn would imply that an infinite hierarchy of beliefs on beliefs needs to be constructed, rendering the problem unsolvable. We show that this is not the case: each player's belief on other players' beliefs on V can be characterized by her own belief on V and some appropriately defined public belief. We then specialize this setting to the case of a Linear Quadratic Gaussian (LQG) non-zero-sum game and we characterize linear structured PBE that can be found through a backward/forward algorithm akin to dynamic programming for the standard LQG control problem. Unlike the standard LQG problem, however, some of the required quantities for the Kalman filter are observation-dependent and thus cannot be evaluated off-line through a forward recursion.

eess.SY↗

arXiv2020

Decentralized sequential active hypothesis testing and the MAC feedback capacity

We consider the problem of decentralized sequential active hypothesis testing (DSAHT), where two transmitting agents, each possessing a private message, are actively helping a third agent--and each other--to learn the message pair over a discrete memoryless multiple access channel (DM-MAC). The third agent (receiver) observes the noisy channel output, which is also available to the transmitting agents via noiseless feedback. We formulate this problem as a decentralized dynamic team, show that optimal transmission policies have a time-invariant domain, and characterize the solution through a dynamic program. Several alternative formulations are discussed involving time-homogenous cost functions and/or variable-length codes, resulting in solutions described through fixed-point, Bellman-type equations. Subsequently, we make connections with the problem of simplifying the multi-letter capacity expressions for the noiseless feedback capacity of the DM-MAC. We show that restricting attention to distributions induced by optimal transmission schemes for the DSAHT problem, without loss of optimality, transforms the capacity expression, so that it can be thought of as the average reward received by an appropriately defined stochastic dynamical system with time-invariant state space.

cs.IT↗

arXiv2019

Distributed Mechanism Design for Network Resource Allocation Problems

In the standard Mechanism Design framework, agents' messages are gathered at a central point and allocation/tax functions are calculated in a centralized manner, i.e., as functions of all network agents' messages. This requirement may cause communication and computation overhead and necessitates the design of mechanisms that alleviate this bottleneck. We consider a scenario where message transmission can only be performed locally so that the mechanism allocation/tax functions can be calculated in a decentralized manner. Each agent transmits messages to her local neighborhood, as defined by a given message-exchange network, and her allocation/tax functions are only functions of the available neighborhood messages. This scenario gives rise to a novel research problem that we call "Distributed Mechanism Design". In this paper, we propose two distributed mechanisms for network utility maximization problems that involve private and public goods with competition and cooperation between agents. As a concrete example, we use the problems of rate allocation in networks with either unicast or multirate multicast transmission protocols. The proposed mechanism for each of the protocols fully implements the optimal allocation in Nash equilibria and its message space dimensionality scales linearly with respect to the number of agents in the network.

cs.GT↗

arXiv2019

Linear Equilibria for Dynamic LQG Games with Asymmetric Information and Dependent Types

We consider a non-zero-sum linear quadratic Gaussian (LQG) dynamic game with asymmetric information. Each player observes privately a noisy version of a (hidden) state of the world $V$, resulting in dependent private observations. We study perfect Bayesian equilibria (PBE) for this game with equilibrium strategies that are linear in players' private estimates of $V$. The main difficulty arises from the fact that players need to construct estimates on other players' estimate on $V$, which in turn would imply that an infinite hierarchy of estimates on estimates needs to be constructed, rendering the problem unsolvable. We show that this is not the case: each player's estimate on other players' estimates on $V$ can be summarized into her own estimate on $V$ and some appropriately defined public information. Based on this finding we characterize the PBE through a backward/forward algorithm akin to dynamic programming for the standard LQG control problem. Unlike the standard LQG problem, however, Kalman filter covariance matrices, as well as some other required quantities, are observation-dependent and thus cannot be evaluated off-line through a forward recursion.

econ.GN↗

arXiv2019

Distributed Mechanism Design for Multicast Transmission

In the standard Mechanism Design framework (Hurwicz-Reiter), there is a central authority that gathers agents' messages and subsequently determines the allocation and tax for each agent. We consider a scenario where, due to communication overhead and other constraints, such broadcasting of messages to a central authority cannot take place. Instead, only local message exchange is allowed between agents. As a result, each agent should be able to determine her own allocation and tax based on the messages in the local neighborhood, as defined by a given message graph describing the communication constraints. This scenario gives rise to a novel research direction that we call "Distributed Mechanism Design". In this paper, we propose such a distributed mechanism for the problem of rate allocation in a multicast transmission network. The proposed mechanism fully implements the optimal allocation in Nash equilibria and its message space dimension is linear with respect to the number of agents in the network.

cs.GT↗

arXiv2018

On The Reliability Function of Discrete Memoryless Multiple-Access Channel with Feedback

We derive a lower and upper bound on the reliability function of discrete memoryless multiple-access channel (MAC) with noiseless feedback and variable-length codes (VLCs). For the upper-bound, we use proof techniques of Burnashev for the point-to-point case. Also, we adopt the techniques used to prove the converse for the feedback-capacity of MAC. For the lower-bound on the error exponent, we present a coding scheme consisting of a data and a confirmation stage. In the data stage, any arbitrary feedback capacity-achieving code is used. In the confirmation stage, each transmitter sends one bit of information to the receiver using a pair of codebooks of size two, one for each transmitter. The codewords at this stage are selected randomly according to an appropriately optimized joint probability distribution. The bounds increase linearly with respect to a specific Euclidean distance measure defined between the transmission rate pair and the capacity boundary. The lower and upper bounds match for a class of MACs.

cs.IT↗

arXiv2018

Incentive design for learning in user-recommendation systems with time-varying states

We consider the problem of how strategic users with asymmetric information can learn an underlying time varying state in a user-recommendation system. Users who observe private signals about the state, sequentially make a decision about buying a product whose value varies with time in an ergodic manner. We formulate the team problem as an instance of decentralized stochastic control problem and characterize its optimal policies. With strategic users, we design incentives such that users reveal their true private signals, so that the gap between the strategic and team objective is small and the overall expected incentive payments are also small.

cs.GT↗

arXiv2018

Decentralized Bayesian learning in dynamic games: A framework for studying informational cascades

We study the problem of Bayesian learning in a dynamical system involving strategic agents with asymmetric information. In a series of seminal papers in the literature, this problem has been investigated under a simplifying model where myopically selfish players appear sequentially and act once in the game, based on private noisy observations of the system state and public observation of past players' actions. It has been shown that there exist information cascades where users discard their private information and mimic the action of their predecessor. In this paper, we provide a framework for studying Bayesian learning dynamics in a more general setting than the one described above. In particular, our model incorporates cases where players are non-myopic and strategically participate for the whole duration of the game, and cases where an endogenous process selects which subset of players will act at each time instance. The proposed framework hinges on a sequential decomposition methodology for finding structured perfect Bayesian equilibria (PBE) of a general class of dynamic games with asymmetric information, where user-specific states evolve as conditionally independent Markov processes and users make independent noisy observations of their states. Using this methodology, we study a specific dynamic learning model where players make decisions about public investment based on their estimates of everyone's types. We characterize a set of informational cascades for this problem where learning stops for the team as a whole. We show that in such cascades, all players' estimates of other players' types freeze even though each individual player asymptotically learns its own true type.

cs.GT↗

arXiv2018

A systematic process for evaluating structured perfect Bayesian equilibria in dynamic games with asymmetric information

We consider 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 time-invariant 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.

math.OC↗

arXiv2017

Linear Quadratic Games with Costly Measurements

In this work we consider a stochastic linear quadratic two-player game. The state measurements are observed through a switched noiseless communication link. Each player incurs a finite cost every time the link is established to get measurements. Along with the usual control action, each player is equipped with a switching action to control the communication link. The measurements help to improve the estimate and hence reduce the quadratic cost but at the same time the cost is increased due to switching. We study the subgame perfect equilibrium control and switching strategies for the players. We show that the problem can be solved in a two-step process by solving two dynamic programming problems. The first step corresponds to solving a dynamic programming for the control strategy and the second step solves another dynamic programming for the switching strategy

cs.GT↗

arXiv2017

Variable-length codes for channels with memory and feedback: error-exponent lower bounds

The reliability function of memoryless channels with noiseless feedback and variable-length coding has been found to be a linear function of the average rate in the classic work of Burnashev. In this work we consider unifilar channels with noiseless feedback and study specific transmission schemes, the performance of which provides lower bounds for the channel reliability function. In unifilar channels the channel state evolves in a deterministic fashion based on the previous state, input, and output, and is known to the transmitter but is unknown to the receiver. We consider a two-stage transmission scheme. In the first stage, both transmitter and receiver summarize their common information in an M-dimensional vector with elements in the state space of the unifilar channel and an M-dimensional probability mass function, with M being the number of messages. The second stage, which is entered when one of the messages is sufficiently reliable, is resolving a binary hypothesis testing problem. The analysis assumes the presence of some common randomness shared by the transmitter and receiver, and is based on the study of the log-likelihood ratio of the transmitted message posterior belief, and in particular on the study of its multi-step drift. Simulation results confirm that the bounds are tight compared to the upper bounds derived in a companion paper.

cs.IT↗