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math.OC2023
Distributed Rate Scaling in Large-Scale Service Systems
Daan Rutten, Martin Zubeldia, Debankur Mukherjee
We consider a large-scale parallel-server system, where each server independently adjusts its processing speed in a decentralized manner. The objective is to minimize the overall c…
cs.LG2023
Concentration of Contractive Stochastic Approximation: Additive and Multiplicative Noise
Zaiwei Chen, Siva Theja Maguluri, Martin Zubeldia
In this paper, we establish maximal concentration bounds for the iterates generated by a stochastic approximation (SA) algorithm under a contractive operator with respect to some a…