Efficient design of wireless networks requires implementation of cross-layer algorithms that exploit channel state information. Capitalizing on convex optimization and stochastic...
The algorithmic framework developed for improving heuristic solutions of the new version of deterministic TSP [Choi et al., 2002] is extended to the stochastic case. To verify the...
In the Stochastic Orienteering problem, we are given a metric, where each node also has a job located there with some deterministic reward and a random size. (Think of the jobs as...
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...