Distributed Stochastic Approximation: Weak Convergence and Network Design
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Abstract: This paper studies distributed stochastic approximation algorithms based on broadcast gossip on communication networks represented by digraphs. Weak convergence of these algorithms is proved, and an associated ordinary differential equation (ODE) is formulated connecting convergence points with local objective functions and network properties. Using these results, a methodology is proposed for network design, aimed at achieving the desired asymptotic behavior at consensus. Convergence rate of the algorithm is also analyzed and further improved using an attached stochastic differential equation. Simulation results illustrate the theoretical concepts.
Cited in
(11)- Distributed stochastic algorithm for global optimization in networked system
- Multi-agent reinforcement learning: a selective overview of theories and algorithms
- Nonlinear robustified stochastic consensus seeking
- scientific article; zbMATH DE number 175782 (Why is no real title available?)
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