TY - GEN
T1 - On existence of a quadratic comparison function for random weighted averaging dynamics and its implications
AU - Touri, Behrouz
AU - Nedić, Angelia
PY - 2011
Y1 - 2011
N2 - In this paper we study the stability and limiting behavior of discrete-time deterministic and random weighted averaging dynamics. We show that any such dynamics admits infinitely many comparison functions including a quadratic one. Using a quadratic comparison function, we establish the stability and characterize the set of equilibrium points of a broad class of random and deterministic averaging dynamics. This class includes a set of balanced chains, which itself contains many of the previously studied chains. Finally, we provide some implications of the developed results for products of independent random stochastic matrices.
AB - In this paper we study the stability and limiting behavior of discrete-time deterministic and random weighted averaging dynamics. We show that any such dynamics admits infinitely many comparison functions including a quadratic one. Using a quadratic comparison function, we establish the stability and characterize the set of equilibrium points of a broad class of random and deterministic averaging dynamics. This class includes a set of balanced chains, which itself contains many of the previously studied chains. Finally, we provide some implications of the developed results for products of independent random stochastic matrices.
UR - http://www.scopus.com/inward/record.url?scp=84860663432&partnerID=8YFLogxK
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U2 - 10.1109/CDC.2011.6160502
DO - 10.1109/CDC.2011.6160502
M3 - Conference contribution
AN - SCOPUS:84860663432
SN - 9781612848006
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 3806
EP - 3811
BT - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Y2 - 12 December 2011 through 15 December 2011
ER -