Stochastic approximation and user adaptation in a competitive resource sharing system

DOI10.1109/9.855546MaRDI QIDQ4507147zbMATH OpenOpenAlexFDO

Authors Robert T. Buche, Harold J. Kushner

Publication date 17 October 2000

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1cd138208b9f1a34fa5521088936a8971c83177b

zbMATH Keywords

stochastic approximationlearning algorithmODE methodadaptive communication systemsadaptive competitive systemsadaptive Nash equilibriaadaptive resource sharingdecentralized and asynchronous stochastic approximation

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic approximation (62L20) Queues and service in operations research (90B22) Special processes (60K99) Communication networks in operations research (90B18)

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• USING STOCHASTIC INFORMATION TO PREDICT APPLICATION BEHAVIOR ON CONTENDED RESOURCES
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• How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
• Self-tuning control based on multi-innovation stochastic gradient parameter estimation
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