Noise-to-State Exponentially Stable Distributed Convex Optimization on Weight-Balanced Digraphs

DOI10.1137/140978259zbMath1346.49046OpenAlexW2266214069MaRDI QIDQ2796003

David Mateos-Núñez, Jorge Cortés

Publication date: 23 March 2016

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

Full work available at URL: https://doi.org/10.1137/140978259

zbMATH Keywords

stochastic differential equationsdistributed convex optimizationLyapunov stability analysisweight-balanced digraphscooperative networksnoise-to-state stabilitycontinuous-time algorithms

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical optimization and variational techniques (65K10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Decentralized systems (93A14) Asymptotic stability in control theory (93D20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Distributed systems (68M14)

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