Bhatnagar, Shalabh and Borkar, Vivek S (1997) Multiscale stochastic approximation for parametric optimization of hidden Markov models. In: Probability in the Engineering and Informational Sciences, 11 (4). pp. 509-522.Full text not available from this repository.
A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Cambridge University Press.|
|Department/Centre:||Division of Electrical Sciences > Computer Science & Automation (Formerly, School of Automation)
Division of Electrical Sciences > Electrical Engineering
|Date Deposited:||04 Aug 2011 07:03|
|Last Modified:||04 Aug 2011 07:03|
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