248 search results - page 1 / 50 » Rate of Convergence for Constrained Stochastic Approximation... |
SIAMCO
2002
13 years 4 months ago
2002
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
— This paper studies consensus seeking over noisy networks with time-varying noise statistics. Stochastic approximation type algorithms can ensure consensus in mean square and wi...
ORL
2008
13 years 4 months ago
2008
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
INFOCOM
1998
IEEE
1998
IEEE
A Stochastic Approximation Approach for Max-Min Fair Adaptive Rate Control of ABR Sessions with MCRs
13 years 9 months ago
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...
ML
2007
ACM
13 years 4 months ago
2007
ACM
We propose a general-purpose stochastic optimization algorithm, the so-called annealing stochastic approximation Monte Carlo (ASAMC) algorithm, for neural network training. ASAMC c...