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The Power of Online Learning in Stochastic Network Optimization
Power Online Learning Stochastic Network Optimization
2016/1/22
In this paper, we investigate the power of online learning in stochastic network optimization with unknown system statistics a priori. We are interested in understanding how information and learning c...
Differential equation approximations of stochastic network processes: an operator semigroup approach
dynamic network birth-and-death process one-parameter operator semigroup
2011/9/6
Abstract: The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmo...
Stock Market Trading Via Stochastic Network Optimization
Queueing analysis stochastic control universal
2010/11/2
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of s...