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Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models
(2000)
We proposetwo finite difference two-timescale simultaneous perturbationstochastic approximation (SPSA)algorithmsfor simulation optimization ofhidden Markov models. Stability and convergence of both thealgorithms is ...
Optimal Multilevel Feedback Policies for ABR Flow Control using Two Timescale SPSA
(1999)
Optimal multilevel control policies for rate based flow control in available bit rate (ABR) service in asynchronous transfer mode (ATM) networks are obtained in the presence of information and propagation delays, using a ...
Optimal Multilevel Feedback Policies for ABR Flow Control using Two Timescale SPSA
(1999)
Optimal multilevel feedback control policies for rate based flow controlin available bit rate (ABR) service in asynchronous transfer mode (ATM)networks are obtained in the presence of information and propagationdelays, ...
Approximate Policy Iteration for Semiconductor Fab-Level Decision Making - a Case Study
(2000)
In this paper, we propose an approximate policy iteration (API) algorithm for asemiconductor fab-level decision making problem. This problem is formulated as adiscounted cost Markov Decision Process (MDP), and we have ...