Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms

DOI10.1137/0325070zbMath0637.62078OpenAlexW2077274021MaRDI QIDQ3777270

Harold J. Kushner, G. George Yin

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325070

zbMATH Keywords

weak convergencedistributed stochastic approximationasymptotic properties of recursive algorithmscommunicating recursive systemsdistributed stochastic computation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20) Parallel numerical computation (65Y05) Probabilistic methods, stochastic differential equations (65C99)

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