9 Improved Temporal Difference Methods with Linear Function Approximation (2009)
Dimitri P. Bertsekas, Angelia Nedich, Vivek S. Borkar
Editor’s Summary: This chapter considers temporal difference algorithms within the context of infinite-horizon finite-state dynamic programming problems with discounted cost and linear cost...
Dimitri P. Bertsekas, Huizhen Yu
We consider fixed point equations, and approximation of the solution by projection on a low-dimensional subspace. We propose stochastic iterative algorithms, based on simulation, which converge to...
Approximate Dynamic Programming Contents (2009)
This is an updated version of the research-oriented Chapter 6 on Approximate Dynamic Programming. In addition to editorial revisions and rearrangements, it includes an account of new research (joint...
Huizhen Yu, Dimitri P. Bertsekas
informs doi 10.1287/moor.1070.0279
New Error Bounds for Approximations from Projected Linear Equations (2008)
Yu, Huizhen, Bertsekas, Dimitri P.
Joint Technical Report of U.H. and M.I.T. Technical Report C-2008-43 Dept. Computer Science University of Helsinki and LIDS Report 2797 Dept. EECS M.I.T. July 2008; revised July 2009
Publisher’s Cataloging-in-Publication Data (2008)
Dimitri P. Bertsekas, Cover Design, Ann Gallager, Bertsekas Dimitri P
All rights reserved. No part of this book may be reproduced in any form by any electronic or mechanical means (including photocopying, recording, or information storage and retrieval) without...
CONVERGENCE THEORIES OF DISTRIBUTED ITERATIVE PROCESSES: A SURVEYt by (2008)
Dimitri P. Bertsekas, John N. Tsitsiklis, Michael Athans
We consider a model of distributed iterative algorithms whereby several processors participate in the computation while collecting, possibly stochastic information from the environment or other...
ASYMPTOTIC OPTIMALITY OF SHORTEST PATH ROUTING ALGORITHMS* (2008)
Eli M. Gafni, Dimitri P. Bertsekas
by
The auction algorithm is an intuitive method for solving the classical assignment problem. It outperforms substantially its main competitors for important types of problems, both in theory and in...
AN AUCTION ALGORITHM 1 FOR THE MAX-FLOW PROBLEM (2008)
To appear in J.O.T.A. We propose a new algorithm for the max-flow problem. It consists of a sequence of augmen-tations along paths constructed by an auction-like algorithm. These paths are not...
Set Intersection Theorems and Existence of Optimal Solutions 1 (2008)
Dimitri P. Bertsekas, Paul Tseng
by
by
Multiplier Methods: A Survey*t (2008)
An analysis of the convergence properties of multiplier methods demonstrates their superiority over ordinary penalty methods for constrained minimization. Summary--The purpose of this paper is to...
c ○ 1997 Kluwer Academic Publishers Rollout Algorithms for Combinatorial Optimization ∗ (2008)
Dimitri P. Bertsekas, John N. Tsitsiklis, Cynara Wu
We consider the approximate solution of discrete optimization problems using procedures that are capable of magnifying the effectiveness of any given heuristic algorithm through sequential...
Comments on “Coordination of Groups of Mobile Autonomous Agents Using Nearest Neighbor Rules” (2008)
Dimitri P. Bertsekas, John N. Tsitsiklis
Abstract—We clarify the relation between the model and the convergence results of Jadbabaie et al. to those of Bertsekas et al. We show that the update equations in Jadbabaie et al. are a special...
Dimitri P. Bertsekas, B. Rhodes
Abstract- Tbis paper is cOllcemed with the problem of estimating the state of a linear dynamic system using noise-corrupted observations, wben input disturbances and observation errors are IDIknown...
Dimitri P. Bertsekas, Lazaros C. Polymenakos, Paul Tseng
We propose a new method for the solution of the single commodity, separable convex cost network flow problem. The method generalizes the ɛ-relaxation method developed for linear cost problems, and...
Enhanced Fritz John Conditions for Convex Programming 1 by (2008)
Dimitri P. Bertsekas, Asuman E. Ozdaglar, Paul Tseng
We consider convex constrained optimization problems, and we enhance the classical Fritz John optimality conditions to assert the existence of multipliers with special sensitivity properties. In...
A New Algorithm for Solution of Resistive Networks Involving Diodes (2008)
the academic year 1963-1964 he was on leave
6. Using Basis Functions Involving Powers of A (2008)
Dimitri P. Bertsekas, Huizhen Yu
We consider fixed point equations, and approximation of the solution by projection on a low-dimensional subspace. We propose stochastic iterative algorithms, based on simulation, which converge to...
New Error Bounds for Approximations from Projected Linear Equations (2008)
Huizhen Yu, Dimitri P. Bertsekas
We consider linear fixed point equations and their approximations by projection on a low dimensional subspace. We derive new bounds on the approximation error of the solution, which are expressed in...
"-RELAXATION AND AUCTION METHODS FOR SEPARABLE CONVEX COST NETWORK FLOW PROBLEMS 1 (2007)
Dimitri P. Bertsekas, Lazaros C. Polymenakos, Paul Tseng
by
The auction algorithm is an intuitive method for solving the classical assignment problem. It outperforms substantially its main competitors for important types of problems, both in theory and in...
GRADIENT CONVERGENCE IN GRADIENT METHODS 1 (2007)
Dimitri P. Bertsekas, John N. Tsitsiklis
For the classical gradient method x t+1 = x t
Play Selection in American Football: A Case Study in Neuro-Dynamic Programming (2007)
Stephen D. Patek, Dimitri P. Bertsekas
: We present a computational case study of neuro-dynamic programming, a recent class of reinforcement learning methods. We cast the problem of play selection in American football as a stochastic...
Admission Control for Wireless Networks (2007)
Cynara C. Wu, Dimitri P. Bertsekas
With the population of wireless subscribers increasing at a rapid rate, overloaded sit-uations are likely to become an increasing problem. Admission control can be used to balance the goals of...
June 1994 Polynomial Auction Algorithms for Shortest Paths 1 (2007)
Dimitri P. Bertsekas, Stefano Pallottino, Maria Grazia Scutella
by
1.1. Linear Algebra and Analysis................. (2007)
Dimitri P. Bertsekas, Angelia Nedić, Asuman E. Ozdaglar
These notes were developed for the needs of the 6.291 class at M.I.T. (Spring 2001). They are copyright-protected, but they may be reproduced freely for noncommercial purposes.
Dimitri P. Bertsekas, Angelia Nedic, Angelia Nedic, Prof Dimitri, P. Bertsekas
1 Research supported by NSF under Grant ACI-9873339. 1 1.
Distributed Asynchronous Optimal Routing in Data Networks (2007)
Tsitsiklis, John N., Bertsekas, Dimitri P.
We prove convergence of a distributed gradient projection method for optimal routing in a data communication network. The analysis is carried out without any synchronization assumptions and takes...
Some Issues in Distributed Asynchronous Routing in Virtual Circuit Data Networks (2007)
Tsai, Wei K., Tsitsiklis, John N., Bertsekas, Dimitri P.
We consider the behavior of distributed asynchronous routing algorithms for optimizing the flows in a virtual circuit data network, with respect to a given convex cost function. The algorithms...
THE EFFECT OF DETERMINISTIC NOISE 1 IN SUBGRADIENT METHODS (2007)
Angelia Nedić, Dimitri P. Bertsekas
by
Huizhen Yu, Dimitri P. Bertsekas
We consider the average cost problem for partially observable Markov decision processes (POMDP) with finite state, observation, and control spaces. We prove that there exists an ɛ-optimal...
Huizhen Yu, Dimitri P. Bertsekas
We consider finite-state Markov decision processes and prove convergence and rate of convergence results for certain least squares policy evaluation algorithms. These are temporal difference methods...
Dimitri P. Bertsekas, John N. Tsitsiklis
We clarify the relation of the model and the convergence results of Jadbabaie et al. [3] to those studied by Bertsekas et al. [6, 5, 1]. We show that the update equations in [3] are a very special...
Huizhen Yu, Dimitri P. Bertsekas
We consider the solution of discounted optimal stopping problems using linear function approximation methods. A Q-learning algorithm for such problems, proposed by Tsitsiklis and Van Roy, is based on...
Set Intersection Theorems and Existence of Optimal Solutions 1 (2004)
Dimitri P. Bertsekas, Paul Tseng
by
LECTURE 1 LECTURE OUTLINE • Significance of Feedback DP AS AN OPTIMIZATION METHODOLOGY (2004)
Dimitri P. Bertsekas, Nd Edition, Vols I, Athena Scientific
The slides are copyrighted, but may be freely reproduced and distributed for any noncommercial purpose.
Enhanced Fritz John Conditions for Convex Programming1 (2004)
Dimitri P. Bertsekas, Asuman E. Ozdaglar, Paul Tseng
Abstract We consider convex constrained optimization problems, and we enhance the classical Fritz John optimality conditions to assert the existence of multipliers with special sensitivity...
ECTURE SLIDES ON DYNAMIC PROGRAMMING BASED ON LECTURES GIVEN AT THE (2004)
The slides are copyrighted, but may be freely reproduced and distributed for any noncommercial purpose. LECTURE CONTENTS • These slides consist of 24 Lectures, whose summary is given in the next 24...
Routing and wavelength assignment in optical networks (2003)
Asuman E. Ozdaglar, Dimitri P. Bertsekas
by
Routing and wavelength assignment in optical networks (2003)
Asuman E. Ozdaglar, Dimitri P. Bertsekas
by
6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability, Fall 2002 (2002)
Medard, Muriel, Tsitsiklis, John N., Bertsekas, Dimitri P., Abou Faycal, Ibrahim C. (Ibrahim Chafik)
Modeling, quantification, and analysis of uncertainty. Formulation and solution in sample space. Random variables, transform techniques, simple random processes and their probability distributions,...
6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability, Fall 2002 (2002)
Medard, Muriel, Tsitsiklis, John N., Bertsekas, Dimitri P., Abou Faycal, Ibrahim C. (Ibrahim Chafik)
Modeling, quantification, and analysis of uncertainty. Formulation and solution in sample space. Random variables, transform techniques, simple random processes and their probability distributions,...
6.231 Dynamic Programming and Stochastic Control, Fall 2002 (2002)
Sequential decision-making via dynamic programming. Unified approach to optimal control of stochastic dynamic systems and Markovian decision problems. Applications in linear-quadratic control,...
Bertsekas,Dimitri P., Gafni,Eli M.
Sponsored in part by grant NSF-ENG79-06332.
Second Derivative Algorithms for Minimum Delay Distributed Routing in Networks, (2002)
Bertsekas,Dimitri P., Gafni,Eli M., Gallager,Robert G.
We propose a class of algorithms for finding an optimal quasistatic routing in a communication network. The algorithms are based on Gallager's method. Their main feature is that they utilize second...
Projected Newton Methods and Optimization of Multicommodity Flows. (2002)
Bertsekas,Dimitri P., Gafni,Eli M.
A superlinearly convergent Newton-like method for linearly constrained optimization problems is adapted for solution of multicommodity network flow problems of the type arising in communication and...
Pseudonormality and a Lagrange Multiplier Theory for Constrained Optimization (2002)
Dimitri P. Bertsekas, Asuman E. Ozdaglar
by
Distributed power control algorithms for wireless networks (2001)
Cynara C. Wu, Dimitri P. Bertsekas
Power control has been shown to be an e ective way toincrease capacity inwireless systems. In previous work on power control, it has been assumed that power levels can be assigned from a continuous...
Distributed power control algorithms for wireless networks (2001)
Cynara C. Wu, Dimitri P. Bertsekas
Power control has been shown to be an e ective way toincrease capacity inwireless systems. In previous work on power control, it has been assumed that power levels can be assigned from a continuous...
Enhanced Optimality Conditions and Exact Penalty Functions (2000)
Dimitri P. Bertsekas, Asuman E. Koksal
by
Missile defense and interceptor allocation by neuro-dynamic programming (2000)
Dimitri P. Bertsekas, Mark L. Homer, David A. Logan, Stephen D. Patek, Nils R. S
Abstract|Thepurpose of this paper is to propose a solution methodology for a missile defense problem involving the sequential allocation of defensive resources over a series of engagements. The...
Enhanced Optimality Conditions and Exact Penalty Functions (2000)
Dimitri P. Bertsekas, Asuman E. Koksal
by
Gradient Convergence In Gradient Methods With Errors (1999)
Dimitri P. Bertsekas, John N. Tsitsiklis
We consider the gradient method x t+1 = x t +# t (s t +w t ), where s t is a descent direction of a function f : # n # # and w t is a deterministic or stochastic error. We assume that #f is Lipschitz...
Distributed Power Control Algorithms for Wireless Networks (1999)
Cynara C. Wu, Dimitri P. Bertsekas
Power control has been shown to be an effective way to increase capacity in wireless systems. In previous work on power control, it has been assumed that power levels can be assigned from a...
Missile Defense and Interceptor Allocation by Neuro-Dynamic Programming (1999)
Dimitri P. Bertsekas, Mark L. Homer, David A. Logan, Stephen D. Patek, Nils R. Sandell, Nils R. S
The purpose of this paper is to propose a solution methodology for a missile defense problem involving the sequential allocation of defensive resources over a series of engagements. The problem is...
ON THE MINIMAX REACHABILITY OF TARGET SETS AND TARGET TUBES, (1998)
Bertsekas,Dimitri P., Rhodes,Ian B.
The paper is concerned with the closed-loop control of discrete-time systems in the presence of uncertainty. The uncertainty may arise as disturbances in the system dynamics, disturbances corrupting...
RECURSIVE STATE ESTIMATION FOR A SET-MEMBERSHIP DESCRIPTION OF UNCERTAINTY, (1998)
Bertsekas,Dimitri P., Rhodes,Ian B.
The paper is concerned with the problem of estimating the state of a linear dynamic system using noise-corrupted observations, when input disturbances and observation errors are unknown except for...
Steepest Descent for Optimization Problems with Nondifferentiable Cost Functionals, (1998)
Bertsekas,Dimitri P., Mitter,Sanjoy K.
The steepest descent method is a commonly used algorithm for finding the minimum of a differentiable cost functional. At each iteration a descent is made at the direction of the negative gradient...
Bertsekas,Dimitri P., Rhodes,Ian B.
In the paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known...
On the Minimax Feedback Control of Uncertain Dynamic Systems, (1998)
Bertsekas,Dimitri P., Rhodes,Ian B.
In the paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known...
Planning and Scheduling: Dynamic Assignment and Scheduling with Contingencies (1998)
Castanon, David A., Logan, David A., Bertsekas, Dimitri P., Patek, Stephen D.
Planning and scheduling under uncertainty is important in many important Air Force operations. When real time monitoring of the progress of operations is available, it is possible to replan missions...
Rollout algorithms for stochastic scheduling problems (1998)
Bertsekas, Dimitri P., Castañon, David A.
Title from caption. "April 1998."
Rollout algorithms for stochastic scheduling problems (1998)
Bertsekas, Dimitri P., Castañon, David A.
Title from caption. "April 1998."
Epsilon-Relaxation and Auction Methods for Separable Convex Cost Network Flow Problems (1998)
Dimitri P. Bertsekas, Lazaros C. Polymenakos, Paul Tseng
by
Stochastic approximation for non-expansive maps: Application to Q-learning algorithms (1998)
Jinane Abounadi, Dimitri P. Bertsekas, Vivek Borkar
by
Stochastic Approximation for Non-Expansive Maps: Application to Q-Learning Algorithms (1998)
Jinane Abounadi, Dimitri P. Bertsekas, Vivek Borkar
We discuss synchronous and asynchronous variants of fixed point iterations of the form x k+1 = x k + #(k) F (x k , # k ) - x k , where F is a non-expansive mapping under a suitable norm, and {# k }...
A Note On Error Bounds For Convex And Nonconvex Programs (1998)
Given a single feasible solution xF and a single infeasible solution x I of a mathematical program, we provide an upper bound to the optimal dual value. We assume that xF satisfies a weakened form of...
Stephen D. Patek, Dimitri P. Bertsekas
. We characterize and establish the existence of stationary equilibrium solutions for a class of finite-state average cost games. We assume that two players choose actions at each stage from compact...
A New Value Iteration Method for the Average Cost Dynamic Programming Problem (1998)
. We propose a new value iteration method for the classical average cost Markovian decision problem, under the assumption that all stationary policies are unichain and that, furthermore, there exists...
ROLLOUT ALGORITHMS FOR STOCHASTIC SCHEDULING PROBLEMS' (1998)
Bertsekas D. P, Castanon D. A, Dimitri P. Bertsekas, David A. Castafion
by
Stochastic Shortest Path Games (1997)
Stephen D. Patek, Dimitri P. Bertsekas
. We consider dynamic, two-player, zero-sum games where the "minimizing" player seeks to drive an underlying finite-state dynamic system to a special terminal state along a least expected...
Rollout Algorithms For Combinatorial Optimization (1997)
Dimitri P. Bertsekas, John N. Tsitsiklis, Cynara Wu
We consider the approximate solution of discrete optimization problems using procedures that are capable of magnifying the effectiveness of any given heuristic algorithm through sequential...
Differential Training Of Rollout Policies (1997)
We consider the approximate solution of stochastic optimal control problems using a neurodynamic programming/reinforcement learning methodology. We focus on the computation of a rollout policy, which...
A New Class Of Incremental Gradient Methods For Least Squares Problems (1997)
The least mean squares (LMS) method for linear least squares problems di#ers from the steepest descent method in that it processes data blocks one-by-one, with intermediate adjustment of the...
A New Class of Incremental Gradient Methods for Least Squares Problems (1997)
Abstract. The least mean squares (LMS) method for linear least squares problems differs from the steepest descent method in that it processes data blocks one-by-one, with intermediate adjustment of...
Gradient Convergence in Gradient Methods with Errors (1997)
Dimitri P. Bertsekas, N. Tsitsiklis
Abstract. We consider the gradient method xt+1 = xt + γt(st + wt), where st is a descent direction of a function f: ℜ n →ℜand wt is a deterministic or stochastic error. We assume that ∇f is...
A NOTE ON ERROR BOUNDS FOR1 CONVEX AND NONCONVEX PROGRAMS (1997)
Bertsekas D. P, Dimitri P. Bertsekas
by
A Neuro-Dynamic Programming Approach to Retailer Inventory Management (1996)
Benjamin Van Roy, Dimitri P. Bertsekas, Yuchun Lee, John N. Tsitsiklis
We present a model of two-echelon retailer inventory systems, and we cast the problem of generating optimal control strategies into the framework of dynamic programming. We formulate two specific...
A New Class Of Incremental Gradient Methods For Least Squares Problems (1996)
The LMS method for linear least squares problems di#ers from the steepest descent method in that it processes data blocks one-by-one, with intermediate adjustment of the parameter vector under...
A New Value Iteration Method For The Average Cost Dynamic Programming Problem (1996)
We propose a new value iteration method for the classical average cost Markovian Decision problem, under the assumption that all stationary policies are unichain and furthermore there exists a state...
CONVEX COST NETWORK FLOW PROBLEMS1 (1996)
Dimitri P. Bertsekas, Lazaros C. Polymenakos, Paul Tseng
Abstract We consider a generic auction method for the solution of the single commodity, separable convex cost network flow problem. This method provides a unifying framework for the ffl-relaxation...
Parallel asynchronous labelcorrecting methods for shortest paths (1996)
Dimitri P. Bertsekas, Francesca Guerriero, Roberto Musmanno
Abstract. In this paper we develop parallel asynchronous implementations of some known and some new label correcting methods for finding a shortest path from a single origin to all the other nodes of...
Finite termination of asynchronous iterative algorithms (1996)
Serap A. Savari, Dimitri P. Bertsekas
Abstract: We consider n-processor distributed systems where the ith processor executes asyn-chronously the iteration xi = fi(x). It is natural to terminate the iteration of the ith processor when...
A counterexample to temporal differences learning (1995)
Sutton's TD(λ) method aims to provide a representation of the cost function in an absorbing Markov chain with transition costs. A simple example is given where the representation obtained...
Partial Proximal Minimization Algorithms for Convex Programming (1995)
Dimitri P. Bertsekas, Paul Tseng
We consider an extension of the proximal minimization algorithm where only some of the minimization variables appear in the quadratic proximal term. We interpret the resulting iterates in terms of...
Finite termination of asynchronous iterative algorithms (1994)
Savari, Serap Ayĩe., Bertsekas, Dimitri P.
Includes bibliographical references (p. 17-18).
Finite termination of asynchronous iterative algorithms (1994)
Savari, Serap Ayĩe., Bertsekas, Dimitri P.
Includes bibliographical references (p. 17-18).
Generic Rank-One Corrections For Value Iteration In Markovian Decision Problems (1994)
Given a lineariterationoftheformx := F (x),we considermo difledversionsoftheform x := F (x + d),whered isa flxed direction,and ischosentominimizethenorm ofthe residualkx + d F (x + d)k. W e...
Partial proximal minimization algorithms for convex programming (1994)
Dimitri P. Bertsekas, Paul Tseng
Abstract. An extension ofthe proximal minimization algorithm is considered where only some of the minimization variables appear in the quadratic proximal term. The resulting iterates are interpreted...
Performance of hypercube routing schemes with or without buffering (1994)
Emmanouel A. Varvarigos, Dimitri P. Bertsekas
by
Pratial multinode broadcast and partial exchange algorithms for d-dimension meshes (1994)
Emmanouel A. Varvarigos, Dimitri P. Bertsekas
by
A forward/reverse auction algorithm for asymmetric assignment problems (1993)
Bertsekas, Dimitri P., Castañon, David A.
Includes bibliographical references (p. 20-21).
A forward/reverse auction algorithm for asymmetric assignment problems (1993)
Bertsekas, Dimitri P., Castañon, David A.
Includes bibliographical references (p. 20-21).
Parallel asynchronous Hungarian methods for the assignment problem (1993)
Dimitri P. Bertsekas, David A. Castañon
by
On the Convergence of the Exponential Multiplier Method for Convex Programming (1993)
Paul Tseng, Dimitri P. Bertsekas
by
Thevenin Decomposition And Large-Scale Optimization (1993)
Thevenin's theorem, one of the most celebrated results of electric circuit theory, provides a two-parameter characterization of the behavior of an arbitrarily large circuit, as seen from two of...
A Simple and Fast Label Correcting Algorithm for Shortest Paths (1993)
We propose a new method for ordering the candidate nodes in label correcting methods for shortest path problems. The method is equally simple but much faster than the D'Esopo-Pape algorithm. It...
Parallel primal-dual methods to the minimum cost network flow problem (1993)
Dimitri P. Bertsekas, David A. Castañon
by
Multinode broadcast in hypercubes and rings with randomly distributed length of packets (1993)
Emmanouel A. Varvarigos, Dimitri P. Bertsekas
by
Polynomial auction algorithms for shortest paths (1992)
Bertsekas, Dimitri P., Pallottino, Stefano., Scutellà, Maria Grazia.
Includes bibliographical references (p. 24-25).
Parallel primal-dual methods for the minimum cost flow problem (1992)
Bertsekas, Dimitri P., Castañon, David A.
"This report is a substantial revision of report LIDS-P-1998, September 1990."
Finding maximal benefit/maximal cardinality assignments (1992)
Bertsekas, Dimitri P., Castañon, David A.
Includes bibliographical references (p. 11-12).
Finding maximal benefit/maximal cardinality assignments (1992)
Bertsekas, Dimitri P., Castañon, David A.
Includes bibliographical references (p. 11-12).
Parallel primal-dual methods for the minimum cost flow problem (1992)
Bertsekas, Dimitri P., Castañon, David A.
"This report is a substantial revision of report LIDS-P-1998, September 1990."
Polynomial auction algorithms for shortest paths (1992)
Bertsekas, Dimitri P., Pallottino, Stefano., Scutellà, Maria Grazia.
Includes bibliographical references (p. 24-25).
We propose a new algorithm for the solution of the linear minimum cost network flow problem, based on a sequential shortest path augmentation approach. Each shortest path is constructed by means of...
A Forward/Reverse Auction Algorithm for Asymmetric Assignment Problems (1992)
Dimitri P. Bertsekas, David A. Castañon
by
Auction Algorithms for Network Flow Problems: A Tutorial Introduction (1992)
This paper surveys a new and comprehensive class of algorithms for solving the classical linear network flow problem and its various special cases such as shortest path, max-flow, assignment,...
Polynomial Auction Algorithms for Shortest Paths (1992)
Dimitri P. Bertsekas, Stefano Pallottino
In this paper we consider strongly polynomial variations of the auction algorithm for the single origin/many destinations shortest path problem. These variations are based on the idea of graph...
Jonathan Eckstein, Dimitri P. Bertsekas
This paper shows, by means of a new type of operator called a splitting operator, that the Douglas-Rachford splitting method for finding a zero of the sum of two monotone operators is a special case...
A Conflict Sense Routing Protocol and its Performance for Hypercubes (1992)
Emmanouel A. Varvarigos, Dimitri P. Bertsekas
by
Communication algorithms for isotropic tasks in hypercubes and wraparound meshes (1992)
Emmanouel A. Varvarigos, Dimitri P. Bertsekas
by
A generic auction algorithm for the minimum cost network flow problem (1991)
Bertsekas, Dimitri P., Castañon, David A.
Caption title.
A generic auction algorithm for the minimum cost network flow problem (1991)
Bertsekas, Dimitri P., Castañon, David A.
Caption title.
Parallel synchronous and asynchronous implementations of the auction algorithm (1991)
Dimitri P. Bertsekas, David A. Castañon
by
Parallel asynchronous Hungarian methods for the assignment problem (1990)
Bertsekas, Dimitri P., Castañon, David A.
Cover title.
Parallel asynchronous primal-dual methods for the minimum cost flow problem (1990)
Bertsekas, Dimitri P., Castañon, David A.
Cover title. "September 1990."
Parallel asynchronous primal-dual methods for the minimum cost flow problem (1990)
Bertsekas, Dimitri P., Castañon, David A.
Cover title. "September 1990."
Parallel asynchronous Hungarian methods for the assignment problem (1990)
Bertsekas, Dimitri P., Castañon, David A.
Cover title.
The auction algorithm for the transportation problem (1989)
Bertsekas, Dimitri P., Castañon, David A.
Cover title.
The auction algorithm for the minimum cost network flow problem (1989)
Bertsekas, Dimitri P., Castañon, David A.
Cover title.
Bertsekas, Dimitri P, Tsitsiklis, John N
Incluye bibliografía e índice
The auction algorithm for the minimum cost network flow problem (1989)
Bertsekas, Dimitri P., Castañon, David A.
Cover title.
The auction algorithm for the transportation problem (1989)
Bertsekas, Dimitri P., Castañon, David A.
Cover title.
Convergence rate and termination of asynchronous iterative algorithms (1989)
D. P. Bertsekas, J. N. Tsitsiklis, Dimitri P. Bertsekas, John N. Tsitsiklis
Abstract cations, it is natural to consider distributed exe-We consider iterative algorithms of the form x: = cutions of this iteration whereby the ith processor f (x), executed by a parallel or...
North-Holland On the Douglas-Rachford (1989)
Jonathan Eckstein, Dimitri P. Bertsekas
splitting method and the proximal point algorithm for maximal monotone operators
Adaptive aggregation methods for infinite horizon dynamic programming (1988)
Bertsekas, Dimitri P., Castañon, David A.
"July 1988."
Adaptive aggregation methods for infinite horizon dynamic programming (1988)
Bertsekas, Dimitri P., Castañon, David A.
"July 1988."
PARALLEL AND DISTRIBUTED ITERATIVE ALGORITHMS: A SELECTIVE SURVEY 1 (1988)
Dimitri P. Bertsekas, John N. Tsitsiklis
Due to the condition of the original material, there are unavoidable flaws in this reproduction. We have made every effort possible to provide you with the best copy available. If you are...
Adaptive aggregation methods for infinite horizon dynamic programming (1987)
Bertsekas, Dimitri P., Castañon, David A.
Bibliography: p. 31-32.
Adaptive aggregation methods for infinite horizon dynamic programming (1987)
Bertsekas, Dimitri P., Castañon, David A.
Bibliography: p. 31-32.
Adaptive aggregation methods for discounted dynamic programming (1986)
Bertsekas, Dimitri P., Castañon, David A.
"Proceedings of the 25th IEEE Conferecne on Decision and Control, Athens, Greece, December 1986."
Adaptive aggregation methods for discounted dynamic programming (1986)
Bertsekas, Dimitri P., Castañon, David A.
"Proceedings of the 25th IEEE Conferecne on Decision and Control, Athens, Greece, December 1986."
Paul Tseng, Dimitri P. Bertsekas
We consider the minimization problem with strictly convex, possibly nondifferentiable, separable cost and linear constraints. The dual of this problem is an unconstrained minimization problem with...
Dimitri P. Bertsekas, Paul Tseng
We view the optimal single commodity network flow problem with linear arc costs and its dual as a pair of monotropic programming problems, i.e. problems of minimizing the separable sum of scalar...
We introduce a broad class of algorithms for finding a minimum cost flow in a capacitated network. The algorithms are of the primal-dual type. They maintain primat feasibility with respect to...
North-Holland DISTRIBUTED ASYNCHRONOUS COMPUTATION OF FIXED POINTS* (1981)
We present an algorithmic model for distribnted computation of fixed points whereby several processors participate simultaneously in the calculations while exchanging information via communication...
Stochastic potimal control : the discrete time case / Dimitri P. Bertsekas, Steven E. Shreve (1978)
Bertsekas, Dimitri P, Shreve, Steven E
Incluye bibliografía e índice
Control of uncertain systems with a set-membership description of the uncertainty. (1971)
Massachusetts Institute of Technology. Dept. of Electrical Engineering. Thesis. 1971. Ph.D.
Control of uncertain systems with a set-membership description of the uncertainty. (1971)
Massachusetts Institute of Technology. Dept. of Electrical Engineering. Thesis. 1971. Ph.D.