Performance of a Distributed Stochastic Approximation Algorithm

DOI10.1109/TIT.2013.2275131zbMath1364.62220arXiv1203.1505OpenAlexW1979043738MaRDI QIDQ5346264

Walid Hachem, Pascal Bianchi, Gersende Fort

Publication date: 8 June 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1505

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (13)

On the Divergence of Decentralized Nonconvex Optimization ⋮ Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization ⋮ An event-triggering algorithm for decentralized stochastic optimization over networks ⋮ On the rates of convergence of parallelized averaged stochastic gradient algorithms ⋮ Consensus-based decentralized real-time identification of large-scale systems ⋮ Time Averaging Algorithms with Stopping Rules for Multi-Agent Consensus with Noisy Measurements ⋮ Multi-agent natural actor-critic reinforcement learning algorithms ⋮ A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty ⋮ Distributed stochastic compositional optimization problems over directed networks ⋮ Stochastic learning in multi-agent optimization: communication and payoff-based approaches ⋮ Central limit theorems for stochastic approximation with controlled Markov chain dynamics ⋮ Nonlinear Gossip ⋮ Empirical measure large deviations for reinforced chains on finite spaces

This page was built for publication: Performance of a Distributed Stochastic Approximation Algorithm