Accession Number:

ADA499989

Title:

Stochastic Control and Numerical Methods with Applications to Communications. Game Theoretic/Subsolution to Importance Sampling for Rare Event Simulation

Descriptive Note:

Finl rept. 1 Jun 2005-31 Jul 2008

Corporate Author:

BROWN UNIV PROVIDENCE RI

Personal Author(s):

Report Date:

2008-11-01

Pagination or Media Count:

13.0

Abstract:

Game theoretic methods were developed to greatly improve importance sampling for rare event simulation for stochastic systems and queueing networks that arise in communications. With the same goal in mind, large deviations approach to design and analysis was developed to facilitate rare event simulations for systems with discontinuities in the dynamics and analyze escape events for queueing networks. Results for heavy tailed distributions were obtained. Numerical methods were developed for the solution of non-zero sum stochastic game models. Effective stability based methods for scheduling and routing in networks of mobiles with randomly varying channels were produced and they are also useful with long term memory system.

Subject Categories:

  • Numerical Mathematics
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE