READING GROUP
SCHEDULE:
- December
21 - Room 32-D677 @ 4:45 p.m. : Parikshit
M. Shah and Ilan Lobel on:
- December
6 - Room 32-D707 @ 4 p.m. : Danielle C. Tarraf on:
- October
18, 2006 - Room 32-D707 @ 4 p.m. : Mike Rinehart and Atilla
Eryilmaz on:
- October
11, 2006 - Room 32-D707 @ 4 p.m. : Ilan Lobel and Kostas
Bimpikis on:
- October
4, 2006 - Room 32-D707 @ 4 p.m. : Parikshit M. Shah presented
the papers:
- September
27, 2006 - Room 32-D707 @ 4 p.m. : Dan Iancu presented the
papers:
- V. D. Blondel, J. M. Hendrickx, A. Olshevsky, and
J. N. Tsitsiklis, "Convergence in
Multiagent Coordination, Consensus, and Flocking,"
in Proceedings of the Joint 44th
IEEE Conference on Decision and Control and European Control Conference
(CDC-ECC'05), Seville, Spain, December 2005.
- S. Boyd, A. Ghosh, B. Prabhakar, and D. Shah, “Gossip
Algorithms: Design, Analysis and Applications,” in
Proceedings of IEEE Infocom, 2005. (Journal version) Randomized Gossip
Algorithms, in the special joint issues of IEEE IT-ToN.
- September
20, 2006 - Room 32-D707 @ 4 p.m. : Christian Ebenbauer presented
the papers:
- A.Jadbabaie,
J. Lin, and S. Morse “Coordination of groups
of mobile autonomous agents using nearest neighbor rules,”
IEEE Transactions on Automatic Control, Vol. 48, No. 6, June 2003, pp.
988-1001.
- D.
P. Bertsekas and J. N. Tsitsiklis, "Comment on
Coordination of Groups of Mobile Autonomous Agents Using Nearest Neighbor
Rules," Lab. for Information and Decision Systems Report, MIT, June
2006.
- September
11, 2006 : Ilan Lobel presented the following papers:
- J.
N. Tsitsiklis, D. P. Bertsekas and M. Athans, "Distributed Asynchronous
Deterministic and Stochastic Gradient Optimization Algorithms,"
IEEE Transactions on Automatic
Control, Vol. 31, No. 9, 1986, pp. 803-812.
- D.P.
Bertsekas and J.N. Tsitsiklis, "Some Aspects of Parallel
and Distributed Iterative Algorithms - A Survey",
Automatica, Vol. 27, No.
1, 1991, pp. 3-21.
COMPLETE READING LIST:
- Parallel-Distributed
Optimization:
- J. N. Tsitsiklis, D. P. Bertsekas and M. Athans, "Distributed Asynchronous
Deterministic and Stochastic Gradient Optimization Algorithms,"
IEEE Transactions on Automatic
Control, Vol. 31, No. 9, 1986, pp. 803-812.
- J.N. Tsitsiklis and G.D. Stamoulis, "On the Average
Communication Complexity of Asynchronous Distributed Algorithms",
Journal of the ACM, Vol.
42, No. 2, March 1995, pp. 382-400.
- D.P. Bertsekas and J.N. Tsitsiklis, "Some Aspects of Parallel
and Distributed Iterative Algorithms - A Survey",
Automatica, Vol. 27, No.
1, 1991, pp. 3-21.
- A.Jadbabaie, J. Lin, and S. Morse “Coordination of groups
of mobile autonomous agents using nearest neighbor rules,”
IEEE Transactions on Automatic Control, Vol. 48, No. 6, June 2003, pp.
988-1001.
- V. D. Blondel, J. M. Hendrickx, A. Olshevsky, and
J. N. Tsitsiklis, "Convergence in
Multiagent Coordination, Consensus, and Flocking,"
in Proceedings of the Joint 44th
IEEE Conference on Decision and Control and European Control Conference
(CDC-ECC'05), Seville, Spain, December 2005.
- Olshevsky and J. N. Tsitsiklis, "Convergence Speed in
Distributed Consensus and Averaging," submitted, March
2006.
- S. Boyd, A. Ghosh, B. Prabhakar, and D. Shah,
“Gossip Algorithms: Design, Analysis and Applications,” in
Proceedings of IEEE Infocom, 2005. (Journal version) Randomized
Gossip Algorithms, in the special joint issues of IEEE IT-ToN.
- H.S.
Witsenhausen, A counterexample
in stochastic optimum control , SIAM Journal of Control, 1968.
- SH Wang, E Davison, On the
Stabilization of Decentralized Control Systems, IEEE Transactions on
Automatic Control, 1973.
- N.
Sandell, P. Varaiya,
M.Athans,
M.. Safonov, Survey of decentralized control methods for
large scale systems, IEEE Transactions on Automatic Control, Vol 23,
No 2, 1978.
- C.
Langbort, R.S. Chandra and R. D'Andrea. Distributed Control Design for
Systems Interconnected over an Arbitrary Graph. IEEE TAC, vol.49 no.9,
pp1502-1519, 2004.
- D. Blackwell. An analog of the minimax theorem for
vector payoffs. Pacific Journal of Mathematics, 6:1--8, 1956.
- Hanan, J., `Approximation to bayes risk in
repeated plays', in M. Dresher, A.W Tucker and P. Wolfe, editors,
Contributions to the Theory of Games of Games, volume 3, 97139, Princeton
University Press, 1957.
- D. Foster and R. Vohra, “Calibrated Learning and
Correlated Equilibrium,” Games and Economic Behaviour,
1997.
- D.
Foster and R. Vohra, “Regret in the On-line
Decision Problem,"Games and Economic Behavior,
1999, 7 - 36.
- D. Foster and H. P.
Young, “Learning, Hypothesis Testing, and Nash Equilibrium”
- Sham Kakade and D.
Foster, “Deterministic
Calibration and Nash Equilibrium,” COLT, 2004.
- S. Hart and A.
Mas-Colell. A simple adaptive
procedure leading to correlated equilibrium. Econometrica,
68:1127--1150, 2000.
- D. Fudenberg and D.
Levine. Universal consistency
and cautious fictitious play. Journal of Economic Dynamic and
Control, 19:1065--1190, 1995.
- Approximate
Dynamic Programming: (both value function approximation and optimization
in policy space)
- J.
N. Tsitsiklis and B. Van Roy, "An
Analysis of Temporal-Difference Learning with Function Approximation",
IEEE Transactions on Automatic Control, Vol. 42, No. 5, May 1997,
pp. 674-690.
- D.
P. Bertsekas, J. N. Tsitsiklis, and C. Wu, "Rollout
Algorithms for Combinatorial Optimization", Journal of
Heuristics, Vol. 3, 1997, pp. 245-262.
- V.
R. Konda and J. N. Tsitsiklis, "Actor-Critic
Algorithms" , SIAM Journal on Control and Optimization,
Vol. 42, No. 4, 2003, pp. 1143-1166.
- Queueing
Systems and Networks:
- D.
Bertsimas, D. Gamarnik, and J. N. Tsitsiklis, "Performance
of Multiclass Markovian Queueing Networks via Piecewise Linear Lyapunov
Functions", Annals of Applied Probability, Vol. 11, No.
4, pp. 1384-1428, 2001.
- D.
Bertsimas, D. Gamarnik, J. N. Tsitsiklis, "Stability
Conditions for Multiclass Fluid Queueing Networks", IEEE
Transactions on Automatic Control, Vol. 41, No. 11, November 1996,
pp. 1618-1631.
- D.
Bertsimas, I. C. Paschalidis, and J. N.
Tsitsiklis, "Optimization
of Multiclass Queueing Networks: Polyhedral and Nonlinear
Characterizations of Achievable Performance", Annals of
Applied Probability, Vol. 4, No. 1, 1994, pp. 43-75.
- Nonsmooth
Optimization: (bundle methods, gradient sampling etc.)
- Krzysztof C. Kiwiel, “An aggregate subgradient
method for convex nonsmooth minimization,” Math. Programming, 1983.
- Krzysztof C. Kiwiel, “Proximity control in bundle
methods forconvex nonsmooth optimization,” Math. Programming, vol. 46,
105-122, 1990.
- Krzysztof C. Kiwiel, “Proximal level bundle methods
for convex nondifferentiable optimization, saddle-point problems and
variational inequalities,” Math.
Program. 69: 89-109, 1995.
- C. Helmberg and F. Rendl, “A Spectral Bundle Method
for Semidefinite Programming,” SIAM Journal on Optimization, vol. 10 , Issue 3, 1999.
- J.V. Burke, A.S. Lewis and M.L. Overton, “A Robust Gradient Sampling Algorithm
for Nonsmooth, Nonconvex Optimization,” SIAM J. Optimization 15, pp. 751-779,
2005.
- A.S.Lewis and M.L.Overton, “Eigenvalue Optimization,” Acta
Numerica 5, pp. 149-190, 1996.