Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization

DOI10.1016/j.sysconle.2022.105252zbMath1497.93245arXiv2009.02740OpenAlexW3083060963MaRDI QIDQ2154832

Xing-Min Chen, Yong-Chao Liu, Shengchao Zhao

Publication date: 15 July 2022

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.02740

zbMATH Keywords

asymptotic normalityasymptotic efficiencyalmost sure convergenceconstrained distributed stochastic optimizationdistributed dual averaging method

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Distributed stochastic compositional optimization problems over directed networks

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