Decentralized Parameter Estimation by Consensus Based Stochastic Approximation.
Srdjan S. StankovicMilos S. StankovicDusan M. StipanovicPublished in: IEEE Trans. Autom. Control. (2011)
Keyphrases
- parameter estimation
- stochastic approximation
- monte carlo
- maximum likelihood
- model selection
- least squares
- markov random field
- random fields
- em algorithm
- multi agent
- expectation maximization
- parameter estimation algorithm
- reinforcement learning
- closed form
- convergence rate
- markov chain
- policy iteration
- theoretical guarantees
- decision making