Learn More
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)
We consider stochastic approximation algorithms on a general Hilbert space, and study four conditions on noise sequences for their analysis: Kushner and Clark's condition, Chen's condition, a decomposition condition, and Kulkarni and Horn's condition. We discuss various properties of these conditions. In our main result we s h o w that the four conditions(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)
— Dual site spectrum measurements have been made in the public safety band in Howard County, Maryland, USA. The public safety band is of interest because of its obvious importance and the increasing need to determine whether improved spectral utilization would accommodate increased usage for public safety. Two receiver suites were synchronized and used to(More)
In this paper we present a constrained optimization approach to aggregate results from multiple slot fillers taking into account the confidence values generated by individual slot fillers. The results obtained from aggrega-tion were used to validate the individual runs. We demonstrated that the proposed aggrega-tion approach led to a significant performance(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)
We present a stochastic approximation algorithm based on penalty function method and a simultaneous perturbation gradient estimate for solving stochastic optimization problems with general inequality constraints. We present a general convergence result that applies to a class of penalty functions including the quadratic penalty function, the augmented(More)