We consider the use of a fixed gain version of SPSA (simultaneous perturbation stochastic approximation) for optimizing a class of discrete functions. The procedure has been modified to obtain an optimization method that is applicable to cost functions defined on a grid of points in Euclidean p-space having integer components. We discuss some related results on fixed gain SPSA and describe an a...

This paper presents a version of the Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm for optimizing non-separable functions over discrete sets under given constraints. The primary motivation for discrete SPSA is to solve a class of resource allocation problems wherein the goal is to distribute a finite number of discrete resources to finitely many users in such a way as to o...

Simulations of gastro-intestinal digestion, used to estimate in vitro iron and zinc availability, were performed on two kinds of samples: (i) samples with decreased phytate contents from whole pearl millet flour and (ii) nondephytinized or dephytinized samples from two pearl millet grain fractions, a decorticated fraction with low fiber and tannin contents and a bran fraction with high fiber an...

The reliability and availability of replicated data can often be increased by generating new replicas when some become inaccessible due to system malfunctions. This technique has been used in the Regeneration Algorithm, a replica control protocol based on file regeneration. The read and write availabilities of replicated data managed by the Regeneration Algorithm are evaluated and two new regen...

Animal personality, the consistent between-individual differences in e.g., risk-taking, exploration, antipredator or mating behaviours, has major impacts on fitness of individuals many species. Understanding how to quantify animal personality should help us predicting species interact with their environment and current environmental changes. We adapted existing behavioural assays two Brazilian ...

Recent empirical analyses on different datasets have revealed a common exponential behaviour in the shape of the probability density of the corporate growth rates. We briefly review these analyses and present new evidence on this topic based on corporate data from Italian Manufacturing Industry. We then propose a very simple model that, under rather general assumptions, provides a robust explan...

Lecturer: Haim Permuter Scribe: Shai Shapira and Uri Livnat " The probability of an event is the ratio of the number of cases favorable to it, to the number of all cases possible when nothing leads us to expect that any one of these cases should occur more than any other, which renders them, for us, equally possible. " Probability space formalizes three interrelated ideas by three mathematical ...

Stochastic approximation (SA), a stochastic analog of iterative techniques for finding the zeroes of a function (e.g., Newton-Raphson), is applied to a problem in resource allocation, the age replacement policy (ARP) problem. A stochastically failing unit is replaced at failure or at time t, whichever comes first, under an age replacement policy. When the form of the failure distribution is unk...

Resource scheduling based on SLA(Service Level Agreement) in cloud computing is NP-hard problem. There is no efficient method to solve it. This paper proposes an optimal model for the problem and give an algorithm by applying stochastic integer programming technique. Applying Gröbner bases theory for solving the stochastic integer programming problem and the experimental results of the implemen...

We provide an overview of the recently developed general infinitesimal perturbation analysis (IPA) framework for stochastic hybrid systems (SHSs), and establish some conditions under which this framework can be used to obtain unbiased performance gradient estimates in a particularly simple and efficient manner. We also propose a general scheme for systematically deriving an abstraction of a dis...