Title :
Asymptotic agreement and convergence of asynchronous stochastic algorithms
Author :
Shu Li ; Basar, T.
Author_Institution :
University of Illinois, Urbana, Illinois
Abstract :
In this paper, we present results on the convergence and asymptotic agreement of a class of asynchronous distributed algorithms which are in general time-varying, memorydependent, and not necessarily associated with the optimization of a common cost functional. We show that convergence and agreement can be reached by distributed learning and computation under a number of conditions, in which case a separation of fast and slow parts of the algorithm is possible, leading to a separation of the estimation part from the main algorithm.
Keywords :
Broadcasting; Computer networks; Convergence; Cost function; Decision making; Distributed algorithms; Distributed computing; Equations; Game theory; Stochastic processes;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267215