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On Stochastic Approximations Driven by Sample Averages: Convergence Results via the ODE Method
We consider a class of projected stochastic approximation algorithms drive by sample averages. These algorithms arise naturally in problems of on-line parametric optimization for discrete event dynamical systems., e.g., ...
Simple Optimization Problems via Majorization Ordering
We introduce and explicitly solve a novel class of optimization problems which are motivated by load assignment issues in crossbar switches with output queueing. The optimization criterion is given in the majorization ...