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MOC
2000
76views more  MOC 2000»
13 years 4 months ago
Optimal approximation of stochastic differential equations by adaptive step-size control
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
Norbert Hofmann, Thomas Müller-Gronbach, Klau...
INFORMATICALT
2002
191views more  INFORMATICALT 2002»
13 years 4 months ago
Optimal Control of a Well-Stirred Bioreactor in the Presence of Stochastic Perturbations
We study the stochastic model for bioremediation in a bioreactor with ideal mixing. The dynamics of the examined system is described by stochastic differential equations. We consid...
Vadim Azhmyakov
INFOCOM
1998
IEEE
13 years 9 months ago
A Stochastic Approximation Approach for Max-Min Fair Adaptive Rate Control of ABR Sessions with MCRs
The ABR sessions in an ATM network share the bandwidth left over after guaranteeing service to CBR and VBR traffic. Hence the bandwidth available to ABR sessions is randomly varyi...
Santosh Paul Abraham, Anurag Kumar
TON
2010
151views more  TON 2010»
12 years 11 months ago
Throughput Optimal Distributed Power Control of Stochastic Wireless Networks
The Maximum Differential Backlog (MDB) control policy of Tassiulas and Ephremides has been shown to adaptively maximize the stable throughput of multihop wireless networks with ran...
Yufang Xi, Edmund M. Yeh
TON
2008
139views more  TON 2008»
13 years 4 months ago
Stochastic learning solution for distributed discrete power control game in wireless data networks
Distributed power control is an important issue in wireless networks. Recently, noncooperative game theory has been applied to investigate interesting solutions to this problem. Th...
Yiping Xing, Rajarathnam Chandramouli