The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noisy testbed. SPSA is a stochastic gradient approximation strategy w...
Abstract. The sub-optimality approximation problem considers an optimization problem O, its optimal solution σ∗ , and a variable x with domain {d1, . . . , dm} and returns appro...
Fluid modelling is a next-generation technique for analysing massive performance models. Passive cooperation is a popular cooperation mechanism frequently used by performance engi...