Consensus and Products of Random Stochastic Matrices: Exact Rate for Convergence in Probability.
Dragana BajovicJoão Manuel Freitas XavierJosé M. F. MouraBruno SinopoliPublished in: IEEE Trans. Signal Process. (2013)
Keyphrases
- stochastic approximation
- linear complementarity problem
- convergence theorem
- probability distribution
- jump diffusion process
- random sample
- false alarm rate
- number of iterations required
- central limit theorem
- state transition
- iterative algorithms
- monte carlo
- probability theory
- convergence speed
- stochastic model
- conditional probabilities
- convergence rate
- market share
- chance constraints
- reinforcement learning