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Confidence Regions for Stochastic Approximation Algorithms
Confidence Regions Stochastic Approximation Algorithms
2015/7/8
In principle, known central limit theorems for stochastic approximation schemes permit the simulationist to provide confidence regions for both the optimum and optimizer of a stochastic optimization p...
Kernel-Based Reinforcement Learning in Average-Cost Problems
Average–cost problem dynamic programming kernel smoothing local averaging Markov decision process (MDP)
2015/7/8
Reinforcement learning (RL) is concerned with the identification of optimal controls in Markov decision processes (MDPs) where no explicit model of the transition probabilities is available. Many exis...
Capacity of Finite State Markov Channels with General Inputs
Capacity Finite State Markov Channels General Inputs
2015/7/8
We study new formulae based on Lyapunov exponents for entropy, mutual information, and capacity of finite state discrete time Markov channels. We also develop a method for directly computing mutual in...
Optimal Power Control for CDMA Systems in the Wideband Limit
Optimal Power Control CDMA Systems Wideband Limit
2015/7/8
Traditional methods for solving multiuser control problems in CDMA systems do not scale well as the number of users in the system increases. To address this problem we develop a wideband limit approxi...
Properties of the Reflected Ornstein-Uhlenbeck Process
diffusion approximation Ornstein–Uhlenbeck process refl ecting diffusion steady-state
2015/7/8
Consider an Ornstein–Uhlenbeck process with reflection at the origin. Such a process arises as an approximating process both for queueing systems with reneging or state-dependent balking and for multi...
Distributed Power Control for Time-Varying Wireless Networks
Distributed Power Control Time-Varying Wireless Networks
2015/7/8
This paper presents new distributed power and admission control algorithms for ad-hoc wireless networks in random channel environments. Previous work in this area has focused on distributed control fo...
Map labeling is one of the most time-consuming and complex tasks during map generation. Additionally, if real-time map labeling is
demanded like for screen maps, traditional automatic labeling approa...
The Mean Number-in-System Vector Range for a Multi-Class Queueing Network
networks of servers surjections onto multifunctions queueing
2015/7/6
In a multiclass network of queues, natural sufficient conditions are given for the mean number-in-system vector to cover the nonnegative orthant as the arrival rate vector varies over the stable domai...
Shannon Meets Lyapunov: Connections between Information Theory and Dynamical Systems
Shannon Meets Lyapunov Connections between Information Theory Dynamical Systems
2015/7/6
This paper explores connections between Information Theory, Lyapunov exponents for products of random matrices, and hidden Markov models. Specifically, we will show that entropies associated with fini...
The Initial Transient Problem for Steady-State Output Analysis
Initial Transient Problem Steady-State Output Analysis
2015/7/6
This tutorial is concerned with providing an overview of the key issues that arise in consideration of the initial transient problem for steady-state simulations. In addition, we will discuss the rela...
Interaction Value Analysis: When Structured Communication Benefits Organizations
Interaction Value Analysis When Structured Communication Benefits Organizations
2015/7/6
We present a mathematical model that predicts and explains the circumstances under which a management-defined communications tructure can add value to an organization. This model provides a game-theor...
Diffusion Approximations for the Maximum of a Perturbed Random Walk
Perturbed random walk diffusion approximation light-tailed distributi
2015/7/6
Considera random walk S=(Sn:n≥O) that is "perturbed" by a stationary sequence (ξn:n≥O) to produce the process S=(Sn+ξn:n≥O). In this paper, we are concerned with developing limit theorems and approxim...
Developing of Turkey's Disaster Management Standards for E-government
GIS Remote Sensing Disaster Earthquake
2015/7/6
Since Turkey was included in eEurope + Initiative, Turkish Government has considered e-Government projects and disaster
management systems, and struggled in last years. One of those projects is Disas...
Complete Corrected Diffusion Approximations for the Maximum of a Random Walk
Corrected diffusion approximations random walks ladder heights single-server queue
2015/7/6
Consider a random walk (Sn: n ≥ 0) with drift −μ and S0= 0. Assuming that the increments have exponential moments, negative mean, and are strongly nonlattice, we provide a complete asymptotic ex...
Capacity of Finite State Channels Based on Lyapunov Exponents of Random Matrices
Finite-state channel hidden Markov model random matrices Shannon capacity
2015/7/6
The finite-state Markov channel (FSMC) is a timevarying channel having states that are characterized by a finitestate Markov chain. These channels have infinite memory, which complicates their capacit...