| Asymptotic behavior of asynchronous stochastic approximation |
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| 作者姓名： | 方海涛 陈翰馥 |
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| 基金项目： | This work was supported by the National Natural Science Foundation of China (Grant Nos. 2666100 and 69804010)，the National Key Project of China. |
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| 摘 要： | The pathwise convergence of a distributed, asynchronous stochastic approximation (SA) scheme is analyzed. The conditions imposed on the step size and noise are the weakest in comparison with the existing ones. The step sizes in different processors are allowed to be different, and the time-delays between processors are also allowed to be different and even time-varying.
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| 关 键 词： | asynchronous stochastic approximation communication delay convergence |
| 收稿时间： | 7 September 2000 |
Asymptotic behavior of asynchronous stochastic approximation |
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| FANG Haitao,CHEN Hanfu.Asymptotic behavior of asynchronous stochastic approximation[J].Science in China(Information Sciences),2001,44(4):249-258. |
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| Authors: | FANG Haitao CHEN Hanfu |
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| Affiliation: | Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, |
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| Abstract: | The pathwise convergence of a distributed, asynchronous stochastic approximation (SA) scheme is analyzed. The conditions imposed on the step size and noise are the weakest in comparison with the existing ones. The step sizes in different processors are allowed to be different, and the time-delays between processors are also allowed to be different and even time-varying. |
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| Keywords: | asynchronous stochastic approximation communication delay convergence |
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