Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure

DOI10.1137/120871614MaRDI QIDQ2874199zbMATH OpenOpenAlexFDO

Authors Quan Yuan, G. Yin, Le Yi Wang

Publication date 29 January 2014

Published in Multiscale Modeling \& Simulation (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/28571dafa42186512ef4b49df4ffbe75f57bda06

zbMATH Keywords

nonstationaritystochastic approximationconsensusswitching modelasynchronous algorithmrandom computation time

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited in

(12)

• Stochastic recursive algorithms for networked systems with delay and random switching: multiscale formulations and asymptotic properties
• Convergence rates of discrete-time stochastic approximation consensus algorithms: graph-related limit bounds
• Gossip algorithm for multi-agent systems via random walk
• Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies
• Numerical methods for controlled switching diffusions
• Stochastic consensus control of multi-agent systems under general noises and delays
• Sequences of random matrices modulated by a discrete-time Markov chain*
• Stochastic approximation based consensus dynamics over Markovian networks
• Random asynchronous iterations in distributed coordination algorithms
• Infinite dimensional regime-switching stochastic approximation algorithms
• A lifelong friendship and fruitful collaboration: a journey of more than 30 years with George Yin
• scientific article; zbMATH DE number 7370638 (Why is no real title available?)

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