• DocumentCode
    856376
  • Title

    Asymptotic agreement and convergence of asynchronous stochastic algorithms

  • Author

    Li, Shu ; Basar, Tamer

  • Author_Institution
    University of Illinois, Urbana, IL
  • Volume
    32
  • Issue
    7
  • fYear
    1987
  • fDate
    7/1/1987 12:00:00 AM
  • Firstpage
    612
  • Lastpage
    618
  • Abstract
    In this paper, we present results on the convergence and asymptotic agreement of a class of asynchronous stochastic distributed algorithms which are in general time-varying, memory-dependent, 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
    Distributed computing; Stochastic systems; Broadcasting; Computer networks; Convergence; Cost function; Decision making; Distributed algorithms; Distributed computing; Nonlinear equations; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1987.1104684
  • Filename
    1104684