作者
Wenjie Li, Mohamad Assaad, Shiqi Zheng
发表日期
2021/5/4
期刊
IEEE Transactions on Automatic Control
出版商
IEEE
简介
This article addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is defined as the sum of the local utility functions of active nodes. We deal with stochastic optimization problem with the setting that utility functions are disturbed by some nonadditive stochastic process. We consider a more challenging situation where the learning method has to be performed only based on a scalar approximation of the utility function, rather than its closed-form expression, so that the typical gradient descent method cannot be applied. This setting is quite realistic when the network is affected by some stochastic and time-varying process, and that each node cannot have the full knowledge of the network states. We propose a distributed optimization algorithm and …
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