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.
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.
基金
This work was supported by the National Natural Science Foundation of China (Grant Nos. 2666100 and 69804010)
the National Key Project of China.
