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  • 标题:Simultaneous Perturbation Stochastic Approximation in Decentralized Load Balancing Problem ∗
  • 本地全文:下载
  • 作者:Natalia Amelina ; Victoria Erofeeva ; Oleg Granichin
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2015
  • 卷号:48
  • 期号:11
  • 页码:936-941
  • DOI:10.1016/j.ifacol.2015.09.311
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractIn this work the load balancing problem is studied for decentralized stochastic network withunknown but boundednoise in measurements and varying productivities of agents. The load balancing problem is formulated as a consensus problem in a stochastic network. Consideration of Laplasian potential function corresponded to the network graph allows to introduce a new randomized local voting protocol with constant step-size which is based on simultaneous perturbation stochastic approximation algorithm. The conditions are formulated for the approximate consensus achievement which corresponds to achieving of a suboptimal level of agents' load. The new algorithm is illustrated by simulations.
  • 关键词:KeywordsSimultaneous perturbation stochastic approximationrandomized algorithmsmultiagent systemsconsensus problem
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