Stochastic Stability of Continuous Time Consensus Protocols

Stochastic stability of continuous time consensus protocols

A unified approach to studying convergence and stochastic stability of continuous time consensus protocols (CPs) is presented in this work. Our method applies to networks with directed information flow, both cooperative and noncooperative interactions, networks under weak stochastic forcing, and those whose topology and strength of connections may vary in time. The graph theoretic interpretatio...

Continuous-time consensus with discrete-time communications

This paper addresses the problem of reaching consensus among a group of agents that evolve in continuous-time and exchange information at discretetime instants, referred to as update times. Each agent has its own sequence of update times and therefore the agents are not required to keep synchronized clocks among them. At each update time, an agent receives from a subset of the other agents thei...

Continuous-time stochastic games

We study continuous-time stochastic games (with finitely many states and actions), with a focus on the existence of their equilibria that are insensitive to a small imprecision in the specification of players’ evaluations of streams of payoffs. We show that the stationary, namely, time-independent, discounting game has a stationary equilibrium, that the (not necessarily stationary) discounting ...

Stochastic Processes in Continuous Time

1 Basic Concepts 3 1.1 Notions of equivalence of stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Sample path properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.3 Properties of filtrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.4 Stopping times . . . . . . . . . . . . . . . . . ....

Stochastic Control in Continuous Time