In the analysis of complex stochastic dynamic programs (DPs), we often seek strong theoretical guarantees on the suboptimality of heuristic policies: a common technique for obtaining such guarantees is perfect information analysis. This approach provides bounds on the performance of an optimal policy by considering a decision maker who has access to the outcomes of all future uncertainties befo...

Stochastic linear programs have been rarely used in practical situations largely because of their complexity. In evaluating these problems without finding the exact solution, a common method has been to find bounds on the expected value of perfect information. In this paper, we consider a different method. We present bounds on the value of the stochastic solution, that is, the potential benefit...

The main goal of this paper is to develop accuracy estimates for stochastic programming problems by employing stochastic approximation (SA) type algorithms. To this end we show that while running a Mirror Descent Stochastic Approximation procedure one can compute, with a small additional effort, lower and upper statistical bounds for the optimal objective value. We demonstrate that for a certai...

Network calculus is a powerful methodology of characterizing queueing processes and has wide applications, but few works on applying it to 802.11 by far. In this paper, we take one of the first steps to analyze the backlog bounds of an 802.11 wireless LAN using stochastic network calculus. In particular, we want to address its effectiveness on bounding backlogs. We model a wireless node as a si...