Related papers: A stochastic approximation algorithm for stochasti…
We study link scheduling in wireless networks under stochastic arrival processes of packets, and give an algorithm that achieves stability in the physical (SINR) interference model. The efficiency of such an algorithm is the fraction of the…
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
We propose an algorithm which produces a randomized strategy reaching optimal data propagation in wireless sensor networks (WSN).In [6] and [8], an energy balanced solution is sought using an approximation algorithm. Our algorithm improves…
In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…
The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…
CSMA (Carrier Sense Multiple Access), which resolves contentions over wireless networks in a fully distributed fashion, has recently gained a lot of attentions since it has been proved that appropriate control of CSMA parameters guarantees…
The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…
In this paper, we introduce a distributed algorithm that optimizes the Gaussian signal covariance matrices of multi-antenna users transmitting to a common multi-antenna receiver under imperfect and possibly delayed channel state…
We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…
Recent work has shown that adaptive CSMA algorithms can achieve throughput optimality. However, these adaptive CSMA algorithms assume a rather simplistic model for the wireless medium. Specifically, the interference is typically modelled by…
This paper considers a general stochastic resource allocation problem that arises widely in wireless networks, cognitive radio, networks, smart-grid communications, and cross-layer design. The problem formulation involves expectations with…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…
Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and…
In this paper we improve the approximation ratio for the problem of scheduling packets on line networks with bounded buffers, where the aim is that of maximizing the throughput. Each node in the network has a local buffer of bounded size…
The first aim of this paper is to establish the weak convergence rate of nonlinear two-time-scale stochastic approximation algorithms. Its second aim is to introduce the averaging principle in the context of two-time-scale stochastic…
Millimeter-wave (mmWave) communication is a promising technology to cope with the exponential increase in 5G data traffic. Such networks typically require a very dense deployment of base stations. A subset of those, so-called macro base…