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
Link To Document