Simultaneous Perturbation Stochastic Approximation in Decentralized Load Balancing Problem∗. Issue 11 (2015)

• Record Type: Journal Article
• Authors: Amelina, Natalia; Erofeeva, Victoria; Granichin, Oleg; Malkovskii, Nikolai
• Is Part Of: IFAC-PapersOnLine. Volume 48:Issue 11(2015)
• Page Start: 936
• Page End: 941
• Publication Date: 2015
• Subjects: Simultaneous perturbation stochastic approximation -- randomized algorithms -- multiagent systems -- consensus problem; Automatic control -- Periodicals; 629.805
• DOI: 10.1016/j.ifacol.2015.09.311
• Languages: English
• ISSNs: 2405-8963

Abstract

Abstract: In this work the load balancing problem is studied for decentralized stochastic network with unknown but bounded noise in measurements and varying productivities of agents. The load balancing problem is formulated as a consensus problem in a stochastic network. Consideration of Laplasian potential function corresponded to the network graph allows to introduce a new randomized local voting protocol with constant step-size which is based on simultaneous perturbation stochastic approximation algorithm. The conditions are formulated for the approximate consensus achievement which corresponds to achieving of a suboptimal level of agents' load. The new algorithm is illustrated by simulations.