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Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models

Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; Bhatnagar, Shashank (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

Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I. (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 ...