Asynchronous Stochastic Approximation Algorithms for Networked Systems: Regime-Switching Topologies and Multiscale Structure

DOI10.1137/120871614zbMath1287.60108OpenAlexW2065245919MaRDI QIDQ2874199

Quan Yuan, L. Y. Wang, G. George Yin

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

stochastic approximationnonstationarityconsensusswitching modelasynchronous algorithmrandom computation time

Mathematics Subject Classification ID

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

Related Items (6)

Stochastic Approximation Based Consensus Dynamics over Markovian Networks ⋮ Sequences of random matrices modulated by a discrete-time Markov chain* ⋮ Unnamed Item ⋮ Numerical Methods for Controlled Switching Diffusions ⋮ Convergence rates of discrete-time stochastic approximation consensus algorithms: graph-related limit bounds ⋮ Stochastic consensus control of multi-agent systems under general noises and delays

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