Continuous-time stochastic consensus: Stochastic approximation and Kalman-Bucy filtering based protocols.

Huaibin Tang Tao Li

Published in: Autom. (2015)

Keyphrases

stochastic approximation
filtering algorithm
monte carlo
markov chain
dynamical systems
markov processes
optimal control
state space
reinforcement learning
dynamic programming
probability distribution
least squares
convergence speed
stochastic processes