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SIAMNUM
2010
150views more  SIAMNUM 2010»
13 years 2 months ago
Quasi-Optimal Convergence Rate of an Adaptive Discontinuous Galerkin Method
We analyze an adaptive discontinuous finite element method (ADFEM) for symmetric second order linear elliptic operators. The method is formulated on nonconforming meshes made of si...
Andrea Bonito, Ricardo H. Nochetto
CDC
2010
IEEE
13 years 2 months ago
Stochastic approximation for consensus with general time-varying weight matrices
This paper considers consensus problems with delayed noisy measurements, and stochastic approximation is used to achieve mean square consensus. For stochastic approximation based c...
Minyi Huang
WSC
2008
13 years 10 months ago
A rate result for simulation optimization with conditional value-at-risk constraints
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Soumyadip Ghosh
VTC
2006
IEEE
111views Communications» more  VTC 2006»
14 years 1 months ago
Distributed Stochastic Power and Rate Allocation for Energy Minimization in Wireless Sensor Networks
— In this paper, we propose a distributed stochastic algorithm for power and rate allocation in ad hoc wireless sensor networks. The problem we deal with is formulated as a trans...
Chun-Hung Liu, Ari Arapostathis
SIAMJO
2002
124views more  SIAMJO 2002»
13 years 7 months ago
The Sample Average Approximation Method for Stochastic Discrete Optimization
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...