Robust tracking of abrupt motion is a challenging task
in computer vision due to the large motion uncertainty. In
this paper, we propose a stochastic approximation Monte
Carlo (...
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
The ABR sessions in an ATM network share the bandwidth left over after guaranteeing service to CBR and VBR traffic. Hence the bandwidth available to ABR sessions is randomly varyi...
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...