Related papers: Finite-Time Convergence Rates of Decentralized Sto…

In this paper, we study the simultaneous stability problem of a finite number of locally inter-connected linear subsystems under practical constraints, including asynchronous and aperiodic sampling, time-varying delays, and measurement…

We investigate the problem of agent-to-agent interaction in decentralized (federated) learning over time-varying directed graphs, and, in doing so, propose a consensus-based algorithm called DSGTm-TV. The proposed algorithm incorporates…

Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…

This paper studies Dictionary Learning problems wherein the learning task is distributed over a multi-agent network, modeled as a time-varying directed graph. This formulation is relevant, for instance, in Big Data scenarios where massive…

This paper studies the synchronization of stochastic linear systems which are subject to a general class of noises, in the sense that the noises are bounded in covariance but might be correlated with the states of agents and among each…

In this paper, we develop a novel accelerated fixed-point-based framework using delayed inexact oracles to approximate a fixed point of a nonexpansive operator (or equivalently, a root of a co-coercive operator), a central problem in…

Stochastic approximation (SA) is an iterative algorithm for finding the fixed point of an operator using noisy samples and widely used in optimization and Reinforcement Learning (RL). The noise in RL exhibits a Markovian structure, and in…

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Coordination of distributed agents is required for problems arising in many areas, including multi-robot systems, networking and e-commerce. As a formal framework for such problems, we use the decentralized partially observable Markov…

We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…

In this paper, robust finite-time consensus of a group of nonlinear multi-agent systems in the presence of communication time delays is considered. In particular, appropriate delay-dependent strategies which are less conservative are…

We consider distributed stochastic variational inequalities (VIs) on unbounded domains with the problem data that is heterogeneous (non-IID) and distributed across many devices. We make a very general assumption on the computational network…

We consider a multi-agent reinforcement learning problem where each agent seeks to maximize a shared reward while interacting with other agents, and they may or may not be able to communicate. Typically the agents do not have access to…

We study the problem of estimating the fixed point of a contractive operator defined on a separable Banach space. Focusing on a stochastic query model that provides noisy evaluations of the operator, we analyze a variance-reduced stochastic…

Multi-Agent reinforcement learning has received lot of attention in recent years and have applications in many different areas. Existing methods involving Centralized Training and Decentralized execution, attempts to train the agents…

Multi-agent planning in stochastic environments can be framed formally as a decentralized Markov decision problem. Many real-life distributed problems that arise in manufacturing, multi-robot coordination and information gathering scenarios…

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…

Distributed optimization problems have received much attention due to their privacy preservation, parallel computation, less communication, and strong robustness. This paper presents and studies the time-varying distributed optimization…