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SAGA
2009
Springer
14 years 2 months ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
ICASSP
2011
IEEE
12 years 11 months ago
Langevin and hessian with fisher approximation stochastic sampling for parameter estimation of structured covariance
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
Cornelia Vacar, Jean-François Giovannelli, ...
ISCAS
2005
IEEE
114views Hardware» more  ISCAS 2005»
14 years 1 months ago
Structured stochastic optimization strategies for problems with ill-conditioned error surfaces
—This paper compares the performance of several structured optimization strategies in adaptive signal processing problems that are characterized by ill-conditioned error surfaces...
S. Pal, Dean J. Krusienski, W. Kenneth Jenkins
CORR
2010
Springer
98views Education» more  CORR 2010»
13 years 7 months ago
Structure-Aware Stochastic Control for Transmission Scheduling
In this report, we consider the problem of real-time transmission scheduling over time-varying channels. We first formulate the transmission scheduling problem as a Markov decisio...
Fangwen Fu, Mihaela van der Schaar
GLOBECOM
2006
IEEE
14 years 1 months ago
Power Optimal Opportunistic Scheduling
Abstract— In this paper, we propose a power optimal opportunistic scheduling scheme for a multiuser single hop Time Division Multiple Access (TDMA) system. We formulate the probl...
Abhijeet Bhorkar, Abhay Karandikar, Vivek S. Borka...