Related papers: Convergence Rate of Accelerated Average Consensus …
We consider stability and network capacity in discrete time queueing systems. Relationships between four common notions of stability are described. Specifically, we consider rate stability, mean rate stability, steady state stability, and…
Momentum methods, including heavy-ball~(HB) and Nesterov's accelerated gradient~(NAG), are widely used in training neural networks for their fast convergence. However, there is a lack of theoretical guarantees for their convergence and…
Distributed average consensus is the main mechanism in algorithms for decentralized computation. In distributed average consensus algorithm each node has an initial state, and the goal is to compute the average of these initial states in…
Throughput optimal scheduling policies in general require the solution of a complex and often NP-hard optimization problem. Related literature has shown that in the context of time-varying channels, randomized scheduling policies can be…
This paper presents new classes of consensus protocols with fixed-time convergence, which enable the definition of an upper bound for consensus state as a parameter of the consensus protocol, ensuring its independence from the initial…
The purpose of this note is to prove a lower bound for the estimation of the memory parameter of a stationary long memory process. The memory parameter is defined here as the index of regular variation of the spectral density at 0. The…
Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…
We present a decentralized control algorithm for a robotic swarm given the task of encapsulating static and moving targets in a bounded unknown environment. We consider minimalist robots without memory, explicit communication, or…
Several gaps and errors in [1] are identified and corrected. While accommodating these corrections, a rigours proof is given that the successive convex approximation algorithm in [1] for secrecy rate maximization (SRM) does generate an…
Approximate algorithms for structured prediction problems---such as LP relaxations and the popular alpha-expansion algorithm (Boykov et al. 2001)---typically far exceed their theoretical performance guarantees on real-world instances. These…
We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…
A distributed consensus algorithm for estimating the maximum value of the initial measurements in a sensor network with communication noise is proposed. In the absence of communication noise, max estimation can be done by updating the state…
We consider the quickest change-point detection problem in pointwise and minimax settings for general dependent data models. Two new classes of sequential detection procedures associated with the maximal "local" probability of a false alarm…
This paper investigates the problem of consensus tracking control of discrete time multi-agent systems under binary-valued communication. Different from most existing studies on consensus tracking, the transmitted information between agents…
In this brief paper, a new consensus protocol based on the sign of innovations is proposed. Based on this protocol each agent only requires single-bit of information about its relative state to its neighboring agents. This is significant in…
In this paper we introduce the notion of optimization under control and communication constraint in a robotic network. Starting from a general setup, we focus our attention on the problem of achieving rendezvous in minimum time for a…
The Muon optimizer has recently attracted attention due to its orthogonalized first-order updates, and a deeper theoretical understanding of its convergence behavior is essential for guiding practical applications; however, existing…
In this paper, we show the convergence rates of posterior distributions of the model dynamics in a MDP for both episodic and continuous tasks. The theoretical results hold for general state and action space and the parameter space of the…
We analyze a class of distributed quantized consen- sus algorithms for arbitrary networks. In the initial setting, each node in the network has an integer value. Nodes exchange their current estimate of the mean value in the network, and…