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Asynchronous Gossip Algorithm for Stochastic Optimization with Approximate Projections: Constant Stepsize Analysis

2018 37th Chinese Control Conference (CCC), 2018
This paper considers the problem of minimizing the sum of convex functions over a network when each component function is known (with stochastic errors) to a specific network agent. We need to note that the objective function is strongly convex in this paper. To speed up computations we use adaptive approximate projections only requiring to move within
Ye Yuan, Xiangpeng Xie
openaire   +1 more source

Stochastic Reactive Production Scheduling by Multi-agent Based Asynchronous Approximate Dynamic Programming

2005
The paper investigates a stochastic production scheduling problem with unrelated parallel machines. A closed-loop scheduling technique is presented that on-line controls the production process. To achieve this, the scheduling problem is reformulated as a special Markov Decision Process. A near-optimal control policy of the resulted MDP is calculated in
Balázs Csanád Csáji   +1 more
openaire   +1 more source

On Input-to-State Stability of Switched Stochastic Nonlinear Systems Under Extended Asynchronous Switching

IEEE Transactions on Cybernetics, 2016
Di-Hua Zhai, Guo-Ping Liu, Yun-Bo Zhao
exaly  

Distributed Asynchronous Deterministic and Stochastic Gradient Optimization Algorithms

IEEE Transactions on Automatic Control, 1986
M Athans, D Bertsekas, J Tsitsiklis
exaly  

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