We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Policy evaluation is a critical step in the approximate solution of large Markov decision processes (MDPs), typically requiring O(|S|3 ) to directly solve the Bellman system of |S...
—The implementation of distributed network utility maximization (NUM) algorithms hinges heavily on information feedback through message passing among network elements. In practic...
We study an online random linear network coding approach for time division duplexing (TDD) channels under Poisson arrivals. We model the system as a bulk-service queue with variabl...