Asymptotic behavior of asynchronous stochastic approximation

被引:0
作者
Haitao Fang
Hanfu Chen
机构
[1] Academy of Mathematics and System Sciences,Laboratory of Systems and Control, Institute of Systems Science
[2] Chinese Academy of Sciences,undefined
来源
Science in China Series : Information Sciences | 2001年 / 44卷 / 4期
关键词
asynchronous stochastic approximation; communication delay; convergence;
D O I
10.1007/BF02714713
中图分类号
学科分类号
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.
引用
收藏
页码:249 / 258
页数:9
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