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arXiv 1608.08042cs.NIcs.GT
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不确定条件下的频谱投资:行为经济学视角

Spectrum Investment under Uncertainty: A Behavioral Economics Perspective

Junlin Yu, Man Hon Cheung, Jianwei Huang

摘要:

本文研究了频谱供应不确定条件下虚拟无线运营商的频谱投资问题。为了获得足够的频谱资源以满足其客户需求,虚拟运营商可以感测许可频带中暂时未使用的频谱,或者从频谱所有者租赁频谱。感知通常比租赁便宜,但是由于主用户在许可频带中的活动,通过感知获得的可用频谱的量是不确定的。以往的频谱投资问题研究主要考虑基于期望效用理论的风险中性运营商的期望利润最大化问题。然而,在现实中,经营者的决策不仅受到预期利润最大化的考虑,而且还受到其风险偏好水平的影响。为了捕捉这两个因素之间的权衡,我们分析了运营商的最优决策问题,从行为经济学的前景理论,其中包括EUT作为一个特例。前景理论下的感知和租赁优化问题是一个非凸的、具有挑战性的问题。然而,通过利用单峰结构的问题,我们能够计算出唯一的全局最优解。结果表明,与EUT运营商相比,风险规避和风险寻求运营商的预期利润都较小。另一方面,风险厌恶型经营者可以保证更大的最小可能利润,而风险寻求型经营者可以实现更大的最大可能利润。此外,当感知成本增加时,风险规避运营商的期望利润和最小可能利润之间的权衡更好,而当感知成本降低时,风险寻求运营商的期望利润和最大可能利润之间的权衡更好。

英文摘要:

In this paper, we study a virtual wireless operator's spectrum investment problem under spectrum supply uncertainty. To obtain enough spectrum resources to meet its customer demands, the virtual operator can either sense for the temporarily unused spectrum in a licensed band, or lease spectrum from a spectrum owner. Sensing is usually cheaper than leasing, but the amount of available spectrum obtained by sensing is uncertain due to the primary users' activities in the licensed band. Previous studies on spectrum investment problems mainly considered the expected profit maximization problem of a risk-neutral operator based on the expected utility theory (EUT). In reality, however, an operator's decision is influenced by not only the consideration of expected profit maximization, but also the level of its risk preference. To capture this tradeoff between these two considerations, we analyze the operator's optimal decision problem using the prospect theory from behavioral economics, which includes EUT as a special case. The sensing and leasing optimal problem under prospect theory is non-convex and challenging to solve. Nevertheless, by exploiting the unimodal structure of the problem, we are able to compute the unique global optimal solution. We show that comparing to an EUT operator, both the risk-averse and risk-seeking operator achieve a smaller expected profit. On the other hand, a risk-averse operator can guarantee a larger minimum possible profit, while a risk-seeking operator can achieve a larger maximum possible profit. Furthermore, the tradeoff between the expected profit and the minimum possible profit for a risk-averse operator is better when the sensing cost increases, while the tradeoff between the expected profit and the maximum possible profit for a risk-seeking operator is better when the sensing cost decreases.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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