12 search results - page 1 / 3 » Asynchronous gossip algorithms for stochastic optimization |
CDC
2009
IEEE
13 years 9 months ago
2009
IEEE
Abstract— We consider a distributed multi-agent network system where the goal is to minimize an objective function that can be written as the sum of component functions, each of ...
INFOCOM
2005
IEEE
13 years 10 months ago
2005
IEEE
Abstract— Motivated by applications to sensor, peer-topeer and ad hoc networks, we study distributed asynchronous algorithms, also known as gossip algorithms, for computation and...
SODA
2010
ACM
14 years 2 months ago
2010
ACM
We consider the problem of fault-tolerant agreement in a crash-prone synchronous system. We present a new randomized consensus algorithm that achieves optimal communication effici...
CORR
2012
Springer
12 years 16 days ago
2012
Springer
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
SIAMCO
2000
13 years 4 months ago
2000
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...