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math.OC2022★ 2 cited
A Dual Accelerated Method for Online Stochastic Distributed Averaging: From Consensus to Decentralized Policy Evaluation
Sheng Zhang, Ashwin Pananjady, Justin Romberg
Motivated by decentralized sensing and policy evaluation problems, we consider a particular type of distributed stochastic optimization problem over a network, called the online st…
math.OC2022★ 1 cited
Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov Games
Sihan Zeng, Thinh T. Doan, Justin Romberg
We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the…