15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
STOCHASTIC POWER CONTROL FOR WIRELESS SYSTEMS: CENTRALIZED DYNAMIC SOLUTIONS AND ASPECTS OF DECENTRALIZED CONTROL
Minyi Huang*, Peter E. Caines* and Roland P. Malhamé
* Department of Electrical & Computer Engineering, McGill
University, Montreal, Canada, H3A 2A7.
Department of Electrical & Computer Engineering, Ècole
Polytechnique de Montréal, Montreal, Canada, H3C 3A7.

This paper considers power control for log-normal fading channels. A rate based power set point control model and associated performance measures are introduced. The value function of the stochastic optimal control is a viscosity solution to the associated HJB equation and is approximated by smooth functions. Finally, by introducing multi-objective indices, we give a game theoretic formulation to the dynamic power optimization problem.
Keywords: Power control, log-normal fading channels, HJB equations, dynamic games, decentralization, Nash equilibrium, Pareto optimality
Session slot T-Th-E02: Control of Stochastic Systems/Area code 3d : Stochastic Systems