Title :
Asymptotic agreement and convergence of asynchronous stochastic algorithms
Author :
Li, Shu ; Basar, Tamer
Author_Institution :
University of Illinois, Urbana, IL
fDate :
7/1/1987 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1987.1104684