Asynchronous Stochastic Approximations

The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous differential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of different components is under...

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Bibliographic Details
Published in:SIAM journal on control and optimization Vol. 36; no. 3; pp. 840 - 851
Main Author: Borkar, Vivek S.
Format: Journal Article
Language:English
Published: Philadelphia, PA Society for Industrial and Applied Mathematics 01.05.1998
Subjects:
Algorithms
Algorithms for functional approximation
Approximation
Communication
Exact sciences and technology
Mathematical methods in physics
Mathematics
Numerical approximation and analysis
Physics
Probability and statistics
Probability theory and stochastic processes
Random variables
Sciences and techniques of general use
Stochastic analysis
Communications
Stochastic approximation
Asynchronous
Delays
Distributed algorithms
Convergence
ISSN:0363-0129, 1095-7138
Online Access:Get full text
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Description
Summary:The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous differential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of different components is underscored.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
content type line 14
ISSN:0363-0129
1095-7138
DOI:10.1137/S0363012995282784