In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method ...
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
Abstract Consider a random graph model where each possible edge e is present independently with some probability pe. Given these probabilities, we want to build a large/heavy match...
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
We study graph orientations that minimize the entropy of the in-degree sequence. The problem of finding such an orientation is an interesting special case of the minimum entropy ...