During my studying in Texas A&M University for my PhD, I had to work on the proof for Kelly’s algorithm. Surprisingly, I was not able to find any proof from modern perspective. This is the result of my analysis of Kelly’s algorithm. It is spoken in modern math language, in comparison to original Kelly’s paper. This result was produced while taking ISEN 636 Large-scale Stochastic Optimization class by Dr. Ntaimo. Only for really interested readers! 🙂
Categories: ResearchTechnical Stuff