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Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models
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
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 ...
Finite Buffer Realization of Input-Output Discrete Event Systems
Many discrete event systems (DESs) such as manufacturing systems, data base management systems, communication networks, traffic systems, etc., can be modeled as input-output discrete event systems (I/O DESs). In this paper ...