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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 ...
Approximate Policy Iteration for Semiconductor Fab-Level Decision Making - a Case Study
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 ...