  We investigate the behavior of two users and one jammer in an AWGN channel
with and without fading when they participate in a non-cooperative zero-sum
game, with the channel's input/output mutual information as the objective
function. We assume that the jammer can eavesdrop the channel and can use the
information obtained to perform correlated jamming. Under various assumptions
on the channel characteristics, and the extent of information available at the
users and the jammer, we show the existence, or otherwise non-existence of a
simultaneously optimal set of strategies for the users and the jammer. In all
the cases where the channel is non-fading, we show that the game has a
solution, and the optimal strategies are Gaussian signalling for the users and
linear jamming for the jammer. In fading channels, we envision each player's
strategy as a power allocation function over the channel states, together with
the signalling strategies at each channel state. We reduce the game solution to
a set of power allocation functions for the players and show that when the
jammer is uncorrelated, the game has a solution, but when the jammer is
correlated, a set of simultaneously optimal power allocation functions for the
users and the jammer does not always exist. In this case, we characterize the
max-min user power allocation strategies and the corresponding jammer power
allocation strategy.
