We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
Abstract-- We study joint rate control and resource allocation with QoS provisioning that maximizes the total utility of secondary users in cognitive radio networks. We formulate a...
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
We present a decentralized adaptive filtering algorithm where each agent acts selfishly to maximize its payoff. Agents are only aware of the actions of other agents within their...
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of con...