2017 15th International Symposium on Modeling and Optimization in Mobile, Ad Hoc, and Wireless Networks (WiOpt) 2017
DOI: 10.23919/wiopt.2017.7959913
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Time complexity analysis of distributed stochastic optimization in a non-stationary environment

Abstract: In this paper, we consider a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of related stochastic processes called penalties. We assume that the state of the system is evolving in an independent and non-stationary fashion and the "common information" available at each node is distributed and delayed. Such stochastic optimization is an integral part of many important problems in wireless networks … Show more

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