Borkar, Vivek S. (1998) Asynchronous stochastic approximation SIAM Journal on Control and Optimization, 36 (3). pp. 840-851. ISSN 0363-0129
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Abstract
The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous dierential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of dierent components is underscored.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Society for Industrial and Applied Mathematics. |
| Keywords: | Distributed Algorithms; Asynchronous Algorithms; Communication Delays; Stochastic Approximation; ODE Limit |
| ID Code: | 81439 |
| Deposited On: | 06 Feb 2012 05:02 |
| Last Modified: | 18 May 2016 22:59 |
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