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Simultaneous perturbation stochastic approximation (SPSA) algorithms have been found to be very effective for high-dimensional simulation optimization problems. The main idea is to estimate the gradient using simulation output performance measures at only <i>two</i> settings of the <i>N</i>-dimensional parameter vector being optimized rather than at the(More)
A class of synchronization protocols for dense, large-scale sensor networks is presented. The protocols build on the recent work of Hong, Cheow, and Scaglione [5, 6] in which the synchronization update rules are modeled by a system of pulse-coupled oscillators. In the present work, we define a class of models that converge to a synchronized state based on(More)
We study the convergence and asymptotic normality of a generalized form of stochastic approximation algorithm with deterministic perturbation sequences. Both one-simulation and two-simulation methods are considered. Assuming a special structure of deterministic sequence, we establish sufficient condition on the noise sequence for a.s. convergence of the(More)
A landslide occurs when the balance between a hill's weight and the countering resistance forces is tipped in favor of gravity. While the physics governing the interplay between these competing forces is fairly well understood, prediction of landslides has been hindered thus far by the lack of field measurements over large temporal and spatial scales(More)
In this paper we discuss an economic model for resource sharing in large-scale distributed systems. The model captures traditional concepts such as consumer satisfaction and provider revenues and enables us to analyze the effect of different pricing strategies upon measures of performance important for the consumers and the providers. We show that given a(More)
We explore the relationship between weighted averaging and stochastic approximation algorithms, and study their convergence via a sample-path analysis. We prove that the convergence of a stochastic approximation algorithm is equivalent to the convergence of the weighted average of the associated noise sequence. We also present necessary and suucient n o i s(More)
Providing efficient workload management is an important issue for a large-scale heterogeneous distributed computing environment where a set of periodic applications is executed. The considered distributed system is expected to operate in an environment where the input workload is likely to change unpredictably, possibly invalidating a resource allocation(More)
— Over the past few years, a number of distributed algorithms have been developed for integrating the measurements acquired by a wireless sensor network. Among them, average consensus algorithms have drawn significant attention due to a number of practical advantages, such as robustness to noise in the measurements, robustness to changes in the network(More)
Providing efficient workload management is an important issue for a large-scale heterogeneous distributed computing environment where a set of periodic applications is executed. The considered shipboard distributed system is expected to operate in an environment where the input workload is likely to change unpredictably, possibly invalidating a resource(More)