Titlebook: Stochastic Recursive Algorithms for Optimization; Simultaneous Perturb S. Bhatnagar,H.L. Prasad,L.A. Prashanth Book 2013 Springer-Verlag Lo

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Discrete Parameter OptimizationIn this chapter, we consider the case when optimization has to be performed over a parameter set that is discrete valued and has a finite number of points. We present adaptations of the SPSA and SF algorithms discussed previously using certain projection mappings. We consider here the case of a long-run average cost objective.

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Road Traffic ControlIn this chapter, we describe applications of reinforcement learning and simultaneous perturbation methods described earlier, for the problem of signal control at road traffic junctions. This chapter is based on [4.3].

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S. Bhatnagar,H.L. Prasad,L.A. PrashanthAlgorithms described perform better in real-life settings than many previously described in the literature.Detailed mathematical treatment of the algorithms proposed is provided using both gradient- a

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978-1-4471-4284-3Springer-Verlag London 2013

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Communication Networksications are studied in particular: (i) the problem of tuning the parameters for the random early detection adaptive queue management scheme, (ii) finding the optimal retransmission probabilities for the slotted Aloha multi-access communication system and (iii) obtaining dynamic price allocation schemes for Internet traffic management.