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Convergence of a Distributed Kiefer-Wolfowitz Algorithm

Jean Walrand
Jean Walrand
[email protected]
https://orcid.org/0000-0002-1460-6826
Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, Berkeley, California 94720
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Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, Berkeley, California 94720

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Published Online:13 Sep 2021https://doi.org/10.1287/stsy.2021.0080

Abstract

This paper proposes a proof of the convergence of a distributed and asynchronous version of the Kiefer-Wolfowitz algorithm where the agents do not exchange information with one another.

Volume 11, Issue 4

December 2021

Pages 307-393

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Received:August 28, 2020
Accepted:March 15, 2021
Published Online:September 13, 2021

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Jean Walrand (2021) Convergence of a Distributed Kiefer-Wolfowitz Algorithm. Stochastic Systems 11(4):324-332.

https://doi.org/10.1287/stsy.2021.0080

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Convergence of a Distributed Kiefer-Wolfowitz Algorithm

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Volume 11, Issue 4

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