STOCHASTIC APPROXIMATION BASED CONSENSUS DYNAMICS OVER MARKOVIAN NETWORKS

doi:10.1137/140984348

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	STOCHASTIC APPROXIMATION BASED CONSENSUS DYNAMICS OVER MARKOVIAN NETWORKS
	Huang, Minyi 1; Li, Tao 2; Zhang, Ji-Feng3
	2015
发表期刊	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN	0363-0129
卷号	53 期号:6 页码:3339-3363
摘要	This paper considers consensus problems with random networks. A key object of our analysis is a sequence of stochastic matrices which involve Markovian switches and decreasing step sizes. We establish ergodicity of the backward products of these stochastic matrices. The basic technique is to consider the second moment dynamics of an associated Markovian jump linear system and exploit its two-scale interaction property resulting from the decreasing step sizes. The mean square convergence rate of the backward products is also obtained. The ergodicity results are used to prove mean square consensus of stochastic approximation algorithms where agents collect noisy information. The approach is further applied to a token scheduled averaging model.
关键词	backward product consensus ergodicity Markovian switch mean square convergence stochastic approximation
DOI	10.1137/140984348
语种	英语
资助项目	Natural Sciences and Engineering Research Council (NSERC) of Canada ; National Natural Science Foundation of China[61370030] ; National Natural Science Foundation of China[61120106011] ; Shanghai Rising-Star Program[15QA1402000] ; Program for Professor of Special Appointment (Eastern Scholar) at Shanghai Institutions of Higher Learning ; National Key Basic Research Program of China (973 Program)[2014CB845301]
WOS研究方向	Automation & Control Systems ; Mathematics
WOS类目	Automation & Control Systems ; Mathematics, Applied
WOS记录号	WOS:000367020200002
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/21557
专题	系统科学研究所
通讯作者	Huang, Minyi
作者单位	1.Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada 2.Shanghai Univ, Sch Mechatron Engn & Automat, Shanghai 200072, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Huang, Minyi,Li, Tao,Zhang, Ji-Feng. STOCHASTIC APPROXIMATION BASED CONSENSUS DYNAMICS OVER MARKOVIAN NETWORKS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2015,53(6):3339-3363.
APA	Huang, Minyi,Li, Tao,&Zhang, Ji-Feng.(2015).STOCHASTIC APPROXIMATION BASED CONSENSUS DYNAMICS OVER MARKOVIAN NETWORKS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,53(6),3339-3363.
MLA	Huang, Minyi,et al."STOCHASTIC APPROXIMATION BASED CONSENSUS DYNAMICS OVER MARKOVIAN NETWORKS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 53.6(2015):3339-3363.