Asynchronous stochastic approximations

被引：87

作者：

Borkar, VS ^{[1
]}

机构：

[1] Indian Inst Sci, Dept Comp Sci & Automat, Bangalore 560012, Karnataka, India

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1998年 / 36卷 / 03期

关键词：

distributed algorithms; asynchronous algorithms; communication delays; stochastic approximation; ODE limit;

D O I：

10.1137/S0363012995282784

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：840 / 851

页数：12

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