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Dynamic Programming and Stochastic Control

Dynamic Programming and Stochastic Control. Consensus using Min-sum Algorithms. October 22, 2009 by. Consider the problem of minimization of some cost function defined on the vertices of an undirected graph V,E in a decentralized way. Each vertex in V has an associated variable x i which can take values in a set mathcalX i. boldsymbolx is the vector of decision variables. The optimization problem is defined to be. Min xFx sum i in Vf ix i sum i,j in Ef ijx i,x j, .

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Dynamic Programming and Stochastic Control

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Dynamic Programming and Stochastic Control. Consensus using Min-sum Algorithms. October 22, 2009 by. Consider the problem of minimization of some cost function defined on the vertices of an undirected graph V,E in a decentralized way. Each vertex in V has an associated variable x i which can take values in a set mathcalX i. boldsymbolx is the vector of decision variables. The optimization problem is defined to be. Min xFx sum i in Vf ix i sum i,j in Ef ijx i,x j, .

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