In this paper, two modified constrained learning algorithms are proposed to obtain better generalization performance and faster convergence rate. The additional cost terms of the ...
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
—The implementation of distributed network utility maximization (NUM) algorithms hinges heavily on information feedback through message passing among network elements. In practic...
Generally, evolutionary algorithms require a large number of evaluations of the objective function in order to obtain a good solution. This paper presents a simple approach to sav...
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....