A mirror descent algorithm for minimization of mean Poisson flow driven losses

DOI10.1134/S0005117914060022zbMATH Open1325.93059OpenAlexW2081878203MaRDI QIDQ891204FDOQ891204

Authors: A. A. Tremba, Alexander Nazin, Svetlana Anulova 

Publication date: 16 November 2015

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117914060022

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zbMATH Keywords

mirror descent algorithmqueueing modeljump times of a Poisson processPoisson flow driven lossesstochastically perturbed sub-gradient

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

Cites Work

• The ordered subsets mirror descent optimization method with applications to tomography
• Robust Stochastic Approximation Approach to Stochastic Programming
• Recursive aggregation of estimators by the mirror descent algorithm with averaging
• Randomized algorithm to determine the eigenvector of a stochastic matrix with application to the PageRank problem

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