Distributed estimation of the left Perron eigenvector of non-column stochastic protocols for distributed stochastic approximation

@article{Morral2016DistributedEO,
  title={Distributed estimation of the left Perron eigenvector of non-column stochastic protocols for distributed stochastic approximation},
  author={Gemma Morral},
  journal={2016 American Control Conference (ACC)},
  year={2016},
  pages={3352-3357}
}
The present paper addresses the problem of distributed stochastic approximation in multi-agent systems in a particular case. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a consensus. We focus on the case when only row-stochastic matrices are considered in the diffusion step to weight the network exchanges. Thus, contrarily to previous works, exchange matrices are not supposed to be doubly stochastic… CONTINUE READING

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