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This paper studies linear stochastic approximation (SA) algorithms and their application to multi-agent systems in engineering and sociology. As main contribution, we provide necessary and sufficient conditions for convergence of linear SA…

Optimization and Control · Mathematics 2018-09-07 Ge Chen , Xiaoming Duan , Wenjun Mei , Francesco Bullo

This paper considers a strongly connected network of agents, each capable of partially observing and controlling a discrete-time linear time-invariant (LTI) system that is jointly observable and controllable. Additionally, agents…

Systems and Control · Electrical Eng. & Systems 2024-02-29 Camilla Fioravanti , Evagoras Makridis , Gabriele Oliva , Maria Vrakopoulou , Themistoklis Charalambous

In this paper, we establish non-asymptotic bounds for accuracy of normal approximation for linear two-timescale stochastic approximation (TTSA) algorithms driven by martingale difference or Markov noise. Focusing on both the last iterate…

Machine Learning · Statistics 2025-12-10 Bogdan Butyrin , Artemy Rubtsov , Alexey Naumov , Vladimir Ulyanov , Sergey Samsonov

This paper studies a class of distributed optimization algorithms by a set of agents, where each agent has only access to its own local convex objective function, and jointly minimizes the sum of the functions. The communications among…

Optimization and Control · Mathematics 2016-11-11 Qingguo Lü , Huaqing Li

Algorithms for decentralized optimization and learning rely on local optimization steps coupled with combination steps over a graph. Recent works have demonstrated that using a time-varying sequence of matrices that achieves finite-time…

Optimization and Control · Mathematics 2026-02-17 Aaron Fainman , Stefan Vlaski

We consider a distributed multi-agent network system where the goal is to minimize a sum of convex objective functions of the agents subject to a common convex constraint set. Each agent maintains an iterate sequence and communicates the…

Optimization and Control · Mathematics 2008-11-18 S. Sundhar Ram , A. Nedich , V. V. Veeravalli

This paper considers the distributed consensus problem of multi-agent systems with general continuous-time linear dynamics. Two distributed adaptive dynamic consensus protocols are proposed, based on the relative output information of…

Systems and Control · Computer Science 2015-01-20 Zhongkui Li , Xiangdong Liu , Wei Ren , Lihua Xie

This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

This paper focuses on the problem of distributed consensus control of multi-agent systems while considering two main practical concerns (i) stochastic noise in the agent dynamics and (ii) predefined performance constraints over evolutions…

Systems and Control · Electrical Eng. & Systems 2022-03-09 Pushpak Jagtap , Dimos V. Dimarogonas

A distributed discrete-time algorithm is proposed for multi-agent networks to achieve a common least squares solution of a group of linear equations, in which each agent only knows some of the equations and is only able to receive…

Systems and Control · Computer Science 2017-10-02 Xuan Wang , Jingqiu Zhou , Shaoshuai Mou , Martin J. Corless

This article investigates discrete-time matrix-weighted consensus of multi-agent networks over undirected and connected graphs. We first present consensus protocols for the agents in common networks of symmetric matrix weights with possibly…

Optimization and Control · Mathematics 2021-03-25 Quoc Van Tran , Minh Hoang Trinh , Hyo-Sung Ahn

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

Most algorithms for decentralized learning employ a consensus or diffusion mechanism to drive agents to a common solution of a global optimization problem. Generally this takes the form of linear averaging, at a rate of contraction…

Optimization and Control · Mathematics 2024-06-07 Aaron Fainman , Stefan Vlaski

Motivated by applications in large-scale and multi-agent reinforcement learning, we study the non-asymptotic performance of stochastic approximation (SA) schemes with delayed updates under Markovian sampling. While the effect of delays has…

This paper addresses the distributed consensus protocol design problem for linear multi-agent systems with directed graphs and external unmatched disturbances. A novel distributed adaptive consensus protocol is proposed to achieve…

Systems and Control · Computer Science 2015-11-05 Yuezu Lv , Zhongkui Li , Zhisheng Duan , Gang Feng

A distributed average consensus algorithm robust to a wide range of impulsive channel noise distributions is proposed. This work is the first of its kind in the literature to propose a consensus algorithm which relaxes the requirement of…

Systems and Control · Computer Science 2015-06-22 Sivaraman Dasarathan , Cihan Tepedelenlioglu , Mahesh Banavar , Andreas Spanias

Consensus strategies find a variety of applications in distributed coordination and decision making in multi-agent systems. In particular, average consensus plays a key role in a number of applications and is closely associated with two…

Multiagent Systems · Computer Science 2012-10-17 Themistoklis Charalambous , Christoforos N. Hadjicostis

In this paper, we formulate and solve a randomized optimal consensus problem for multi-agent systems with stochastically time-varying interconnection topology. The considered multi-agent system with a simple randomized iterating rule…

Multiagent Systems · Computer Science 2015-03-19 Guodong Shi , Karl Henrik Johansson

This paper studies distributed adaptive estimation over sensor networks with partially unknown source dynamics. We present parallel continuous-time and discrete-time designs in which each node runs a local adaptive observer and exchanges…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Moh Kamalul Wafi , Hamidreza Montazeri Hedesh , Milad Siami

This paper presents a novel distributed algorithm for tracking a maneuvering target using bearing or direction of arrival measurements collected by a networked sensor array. The proposed approach is built on the dynamic average-consensus…

Optimization and Control · Mathematics 2020-01-31 Jemin George