<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="6.x">Drupal-Biblio</source-app><ref-type>10</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">V Mishra</style></author><author><style face="normal" font="default" size="100%">Bhatnagar, S.</style></author><author><style face="normal" font="default" size="100%">Hemachandra, N.</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times</style></title><secondary-title><style face="normal" font="default" size="100%">Proceedings of the IEEE Conference on Decision and Control</style></secondary-title></titles><keywords><keyword><style  face="normal" font="default" size="100%">Access control</style></keyword><keyword><style  face="normal" font="default" size="100%">Algorithms</style></keyword><keyword><style  face="normal" font="default" size="100%">Computer software</style></keyword><keyword><style  face="normal" font="default" size="100%">Discrete-event</style></keyword><keyword><style  face="normal" font="default" size="100%">Optimization</style></keyword><keyword><style  face="normal" font="default" size="100%">Perturbation techniques</style></keyword><keyword><style  face="normal" font="default" size="100%">Simulation</style></keyword><keyword><style  face="normal" font="default" size="100%">Simultaneous perturbation stochastic approximation (SPSA)</style></keyword></keywords><dates><year><style  face="normal" font="default" size="100%">2007</style></year></dates><urls><web-urls><url><style face="normal" font="default" size="100%">http://www.scopus.com/inward/record.url?eid=2-s2.0-62749189155&partnerID=40&md5=28b0a0fbbb20f09e5a04114ce670be2f</style></url></web-urls></urls><pub-location><style face="normal" font="default" size="100%">New Orleans, LA</style></pub-location><pages><style face="normal" font="default" size="100%">2986-2991</style></pages><isbn><style face="normal" font="default" size="100%">1424414989; 9781424414987</style></isbn><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p&gt;We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum. &amp;copy; 2007 IEEE.&lt;/p&gt;</style></abstract><notes><style face="normal" font="default" size="100%">&lt;p&gt;cited By (since 1996) 1; Conference of 46th IEEE Conference on Decision and Control 2007, CDC; Conference Date: 12 December 2007 through 14 December 2007; Conference Code: 71425&lt;/p&gt;</style></notes></record></records></xml>