结合现货和期货市场：动态频谱接入的混合市场方法
Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access
摘要：
动态频谱接入是一种新的频谱利用和共享模式。它允许未授权的次级用户（SU）机会性地利用未充分利用的授权频谱。市场机制是调节用户消费行为、实现有限资源有效配置和消费的一种有效手段。在本文中，我们提出并研究了一个混合二级频谱市场，包括期货市场和现货市场，其中SU（买家）购买未充分利用的授权频谱从频谱监管机构，通过预定义的合同，通过期货市场，或通过现货交易，通过现货市场。我们专注于最大化二级频谱利用效率的外生混合市场中的SU之间的最优频谱分配。由于网络信息的随机性和不对称性，该问题具有挑战性。为了解决这个问题，我们首先推导出一个离线的最优分配策略，最大化事先预期的频谱利用效率的基础上随机分布的网络信息。然后，我们提出了一个在线的VickreyCClarkeCGroves（VCG）拍卖，确定实时分配和定价的基础上实现的网络信息和预先派生的离线政策的每一个频谱。我们进一步表明，与空间频率复用，建议的VCG拍卖是NP-难的，因此，它是不适合在线实现，特别是在一个大规模的市场。为此，我们提出了一种基于多项式时间复杂度的在线VCG类机制的算法，并进一步分析了相应的性能损失界。最后，我们提供了大量的数值结果来评估所提出的解决方案的性能。
英文摘要：
Dynamic spectrum access is a new paradigm of secondary spectrum utilization and sharing. It allows unlicensed secondary users (SUs) to exploit opportunistically the under-utilized licensed spectrum. Market mechanism is a widely-used promising means to regulate the consuming behaviours of users and, hence, achieves the efficient allocation and consumption of limited resources. In this paper, we propose and study a hybrid secondary spectrum market consisting of both the futures market and the spot market, in which SUs (buyers) purchase under-utilized licensed spectrum from a spectrum regulator, either through predefined contracts via the futures market, or through spot transactions via the spot market. We focus on the optimal spectrum allocation among SUs in an exogenous hybrid market that maximizes the secondary spectrum utilization efficiency. The problem is challenging due to the stochasticity and asymmetry of network information. To solve this problem, we first derive an off-line optimal allocation policy that maximizes the ex-ante expected spectrum utilization efficiency based on the stochastic distribution of network information. We then propose an on-line VickreyCClarkeCGroves (VCG) auction that determines the real-time allocation and pricing of every spectrum based on the realized network information and the pre-derived off-line policy. We further show that with the spatial frequency reuse, the proposed VCG auction is NP-hard; hence, it is not suitable for on-line implementation, especially in a large-scale market. To this end, we propose a heuristics approach based on an on-line VCG-like mechanism with polynomial-time complexity, and further characterize the corresponding performance loss bound analytically. We finally provide extensive numerical results to evaluate the performance of the proposed solutions.
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