Nash Bargaining over MIMO Interference Systems

In this paper, the source covariance matrices of multiple-input multiple-output (MIMO) interference channels (IFCs) are investigated from a game-theoretic perspective. It is proved that the requirement of sufficiently small interference-to- noise ratio (INR) is the sufficient condition for the uniqueness of the Nash bargaining (NB) solution. The structure of the source covariance matrices, which constitute the feasible set of NB solution, is analyzed by comparing them with the covariance matrices leading to the Nash equilibrium (NE). The existence of the NB solution and concavity of the rate product for MIMO IFCs are also studied.