asynchronous stochastic approximation;
communication delay;
convergence;
D O I:
暂无
中图分类号:
O211.5 [随机变量];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
The pathwise convergence of a distributed, asynchronous stochastic approximation (SA) scheme is analyzed. The conditions imposed on the step size and noise are the weakest in comparison with the existing ones. The step sizes in different processors are allowed to be different, and the time-delays between processors are also allowed to be different and even time-varying.
机构:
Univ N Carolina, Chapel Hill, NC 27515 USA
NYU, Courant Inst Math Sci, 251 Mercer St, New York, NY 10012 USAUniv N Carolina, Chapel Hill, NC 27515 USA
Kelly, David
Melbourne, Ian
论文数: 0引用数: 0
h-index: 0
机构:
Univ N Carolina, Chapel Hill, NC 27515 USA
Univ Warwick, Math Inst, Coventry CV4 7AL, W Midlands, EnglandUniv N Carolina, Chapel Hill, NC 27515 USA
机构:
Univ Illinois, Dept Ind & Enterprise Syst Engn, Urbana, IL 61801 USAUniv Illinois, Dept Ind & Enterprise Syst Engn, Urbana, IL 61801 USA
Koshal, Jayash
Nedic, Angelia
论文数: 0引用数: 0
h-index: 0
机构:
Univ Illinois, Dept Ind & Enterprise Syst Engn, Urbana, IL 61801 USAUniv Illinois, Dept Ind & Enterprise Syst Engn, Urbana, IL 61801 USA
Nedic, Angelia
Shanbhag, Uday V.
论文数: 0引用数: 0
h-index: 0
机构:
Penn State Univ, Dept Ind & Mfg Engn, University Pk, PA 16802 USA
Univ Illinois, Urbana, IL 61801 USAUniv Illinois, Dept Ind & Enterprise Syst Engn, Urbana, IL 61801 USA