Spectrum Trading in Cognitive Radio Networks: An Agent-Based Model under Demand Uncertainty

Authored by Liang Qian, Feng Ye, Lin Gao, Xiaoying Gan, Tian Chu, Xiaohua Tian, Xinbing Wang, Mohsen Guizani

Date Published: 2011-11

DOI: 10.1109/tcomm.2011.100411.100446

Sponsors: Chinese National Natural Science Foundation National Key Project of China

Platforms: No platforms listed

Model Documentation: Other Narrative Mathematical description

Model Code URLs: Model code not found

Abstract

In this paper, we propose an agent-based spectrum trading model, where an agent can play a third-party role in the spectrum trading process. Providing service to Secondary Users (SUs) with spectrum bought from Primary Users (PUs), the agent can make profits during the process by providing service to secondary users. During each trading period, the agent has to decide how much spectrum it should lease from PUs and what price it should charge SUs. Therefore, the most significant challenge to implement this spectrum trading model is finding the most profitable strategy for agent(s). We address this challenge under two scenarios in which: 1) a single agent and 2) multiple agents. Instead of quantifying SUs' spectrum demand by a deterministic function of price, we take the randomness of secondary users' demand or demand uncertainty into consideration. To the best of our knowledge, this is the first solution to agent-based spectrum trading considering demand uncertainty.

Tags

Agent Cognitive radio demand uncertainty trading