Cognitive radio has been proposed as a novel approach for improving the utilization of the precious limited radio resources by dynamically accessing the spectrum. One of the major design challenges is to coordinate and cooperate in accessing the spectrum opportunistically among multiple distributive users with only local information. In this paper, we propose a game theoretical approach with a new solution concept, the correlated equilibrium, which is better compared to the non-cooperative Nash equilibrium in terms of spectrum utilization efficiency and fairness among the distributive users. To achieve this correlated equilibrium, we construct an adaptive algorithm based on no-regret learning that guarantees convergence. From the simulation results, the optimal correlated equilibria achieve better fairness and 5%～15% performance gain, compared to the Nash equilibria.
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