Discrete stochastic programming by infinitesimal perturbation analysis: the case of resource allocation in satellite networks with fading

2006 ◽  
Vol 5 (9) ◽  
pp. 2312-2316 ◽  
Author(s):  
F. Davoli ◽  
M. Marchese ◽  
M. Mongelli
Keyword(s):  
Resource Allocation ◽  
Stochastic Programming ◽  
Perturbation Analysis ◽  
Satellite Networks ◽  
Infinitesimal Perturbation Analysis ◽  
Discrete Stochastic Programming ◽  
Infinitesimal Perturbation

A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization

1998 ◽  
Vol 12 (4) ◽  
pp. 519-531 ◽  
Author(s):  
Shalabh Bhatnagar ◽  
Vivek S. Borkar
Keyword(s):  
Stochastic Approximation ◽  
Perturbation Analysis ◽  
Parametric Optimization ◽  
Approximation Scheme ◽  
Infinitesimal Perturbation Analysis ◽  
Simulation Based ◽  
Infinitesimal Perturbation ◽  
Two Timescale Stochastic Approximation

A two timescale stochastic approximation scheme which uses coupled iterations is used for simulation-based parametric optimization as an alternative to traditional “infinitesimal perturbation analysis” schemes. It avoids the aggregation of data present in many other schemes. Its convergence is analyzed, and a queueing example is presented.

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