KMS Of Academy of mathematics and systems sciences, CAS
| STOCHASTIC APPROXIMATION BASED CONSENSUS DYNAMICS OVER MARKOVIAN NETWORKS | |
Huang, Minyi1; Li, Tao2; Zhang, Ji-Feng3
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| 2015 | |
| Source Publication | SIAM JOURNAL ON CONTROL AND OPTIMIZATION
 |
| ISSN | 0363-0129 |
| Volume | 53Issue:6Pages:3339-3363 |
| Abstract | 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. |
| Keyword | backward product consensus ergodicity Markovian switch mean square convergence stochastic approximation |
| DOI | 10.1137/140984348 |
| Language | 英语 |
| Funding Project | 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 Research Area | Automation & Control Systems ; Mathematics |
| WOS Subject | Automation & Control Systems ; Mathematics, Applied |
| WOS ID | WOS:000367020200002 |
| Publisher | SIAM PUBLICATIONS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/21557 |
| Collection | 系统科学研究所 |
| Corresponding Author | Huang, Minyi |
| Affiliation | 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 |
| Recommended Citation 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. |
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