We consider the general, widely applicable problem of selecting from n real-valued random variables a subset of size m of those with the highest means, based on as few samples as ...
— We study stochastic dynamic games with a large number of players, where players are coupled via their cost functions. A standard solution concept for stochastic games is Markov...
Sachin Adlakha, Ramesh Johari, Gabriel Y. Weintrau...
We study almost-sure limiting properties, taken as 0, of the finite horizon sequence of random estimates { 0, 1, 2, . . . , T/ } for the linear stochastic gradient algorithm n+1 ...
Abstract- This paper presents a RWA strategy based on the stochastic estimation of the Effective Number of Available Wavelengths (ENAW) along interdomain paths. We propose an appro...
We study the Steiner Tree problem in the model of two-stage stochastic optimization with non-uniform inflation factors, and give a poly-logarithmic approximation factor for this pr...
Anupam Gupta, MohammadTaghi Hajiaghayi, Amit Kumar