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IOR
2010
92views more  IOR 2010»
15 years 2 months ago
Series Expansions for Continuous-Time Markov Processes
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...
Bernd Heidergott, Arie Hordijk, Nicole Leder
GLOBECOM
2010
IEEE
15 years 2 months ago
Joint Rate Control and Spectrum Allocation under Packet Collision Constraint in Cognitive Radio Networks
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...
Nguyen H. Tran, Choong Seon Hong
SIAMNUM
2010
126views more  SIAMNUM 2010»
14 years 11 months ago
Solving BSDE with Adaptive Control Variate
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...
Emmanuel Gobet, Céline Labart
ICASSP
2011
IEEE
14 years 8 months ago
Emergence of rationality amongst simple nodes performing adaptive filtering
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...
Vikram Krishnamurthy, Omid Namvar Gharehshiran, Am...
CDC
2010
IEEE
136views Control Systems» more  CDC 2010»
14 years 11 months ago
A distributed Newton method for Network Utility Maximization
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...
Ermin Wei, Asuman E. Ozdaglar, Ali Jadbabaie