This article proposes a stochastic version of the matching pursuit algorithm for Bayesian variable selection in linear regression. In the Bayesian formulation, the prior distributi...
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
This study addresses the general problem of efficient resource management in wireless networks with arbitrary timevarying topologies. Communication channels are assumed to generall...
—Various spectrum management schemes have been proposed in recent years to improve the spectrum utilization in cognitive radio networks. However, few of them have considered the ...
Beibei Wang, Yongle Wu, K. J. Ray Liu, T. Charles ...
We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...