We revisit the classical model of Tsitsiklis, Bertsekas and Athans [10] for distributed stochastic approximation with consensus. The main result is an analysis of this scheme using the 'ODE' (for 'Ordinary...
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ISBN:
(数字)9798350399981
ISBN:
(纸本)9798350399981
We revisit the classical model of Tsitsiklis, Bertsekas and Athans [10] for distributed stochastic approximation with consensus. The main result is an analysis of this scheme using the 'ODE' (for 'Ordinary Differential Equations') approach to stochastic approximation, leading to a high probability bound for the tracking error between suitably interpolated iterates and the limiting differential equation. Several future directions will also be highlighted.
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