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

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

Mathematics Subject Classification ID

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

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• How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
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• Individual equilibrium and learning in processor sharing systems
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• USING STOCHASTIC INFORMATION TO PREDICT APPLICATION BEHAVIOR ON CONTENDED RESOURCES
• On the Nash equilibria for the FCFS queueing system with load-increasing service rate
• Identification and adaptive multi-dimensional Taylor network control of single-input single-output non-linear uncertain time-varying systems with noise disturbances
• A stochastic analysis of resource sharing with logarithmic weights
• The residual-based ESG algorithm and its performance analysis
• Self-tuning control based on multi-innovation stochastic gradient parameter estimation

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