Research Article

Applying Stochastic Approximation Method with Delayed Observations in Exponential Distribution Case

by  R. A. Atwa
journal cover
International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 109 - Issue 17
Published: January 2015
Authors: R. A. Atwa
10.5120/19427-0856
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R. A. Atwa . Applying Stochastic Approximation Method with Delayed Observations in Exponential Distribution Case. International Journal of Computer Applications. 109, 17 (January 2015), 35-38. DOI=10.5120/19427-0856

                        @article{ 10.5120/19427-0856,
                        author  = { R. A. Atwa },
                        title   = { Applying Stochastic Approximation Method with Delayed Observations in Exponential Distribution Case },
                        journal = { International Journal of Computer Applications },
                        year    = { 2015 },
                        volume  = { 109 },
                        number  = { 17 },
                        pages   = { 35-38 },
                        doi     = { 10.5120/19427-0856 },
                        publisher = { Foundation of Computer Science (FCS), NY, USA }
                        }
                        %0 Journal Article
                        %D 2015
                        %A R. A. Atwa
                        %T Applying Stochastic Approximation Method with Delayed Observations in Exponential Distribution Case%T 
                        %J International Journal of Computer Applications
                        %V 109
                        %N 17
                        %P 35-38
                        %R 10.5120/19427-0856
                        %I Foundation of Computer Science (FCS), NY, USA
Abstract

The main purpose of this work is investigated a loss system, which can serve as a model of modified Robbins-Monro stochastic approximation in the presence of delayed observations. Here we confine ourselves to the case of exponential distribution The results achieved for the loss system enable to conclude about the efficiency of the procedure and to give a hint for the choice of the number of servers in the modified loss system.

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Index Terms
Computer Science
Information Sciences
No index terms available.
Keywords

Stochastic approximation efficiency of the procedure

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