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...
This paper considers consensus problems with delayed noisy measurements, and stochastic approximation is used to achieve mean square consensus. For stochastic approximation based c...
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...
— 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...
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...