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Stochastic approximation with series of delayed observations
Faculty
Science
Year:
2017
Type of Publication:
ZU Hosted
Pages:
Authors:
Rasha AbdelWahab Atwa
Staff Zu Site
Abstract In Staff Site
Journal:
Journal of the Egyptian Mathematical Society 2 SCIENCE DIRECT
Volume:
Keywords :
Stochastic approximation with series , delayed observations
Abstract:
The stochastic approximation method was investigated with a series of delayed observations. The implementation consists of modifying the Robbins-Monro random approximation method to be applicable in the presence of a series of delay observations. The revised procedure is based on a new basis regarding the relationship between the service time of the chain and the service times of its components. Two loss systems are presented for application to the proposed procedure. Through this new proposal the mode can be applied to increase the production of elements in many areas such as biological, medical, life-long experiments, and some industrial projects, where elements are materialized after random time delays. The efficiency of the new procedure was calculated. Our proposal is general and we expect that it can be applied to any other randomization approximation procedure.
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