Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Probably Approximately Correct Answer to Distributed Stochastic
  Optimization in a Non-stationary Environment   This paper considers a distributed stochastic optimization problem where the
goal is to minimize the time average of a cost function subject to a set of
constraints on the time averages of a related stochastic processes called
penalties. We assume that a delayed information about an event in the system is
available as a common information at every user, and the state of the system is
evolving in an independent and non-stationary fashion. We show that an
approximate Drift-plus-penalty (DPP) algorithm that we propose achieves a time
average cost that is within some positive constant epsilon of the optimal cost
with high probability. Further, we provide a condition on the waiting time for
this result to hold. The condition is shown to be a function of the mixing
coefficient, the number of samples (w) used to compute an estimate of the
distribution of the state, and the delay. Unlike the existing work, the method
used in the paper can be adapted to prove high probability results when the
state is evolving in a non-i.i.d and non-stationary fashion. Under mild
conditions, we show that the dependency of the error bound on w is exponential,
which is a significant improvement compared to the exiting work.

17
The categories of this paper are: q-fin
35
The categories of this paper are: mtrl-th
15
The categories of this paper are: nucl-ex
36
The categories of this paper are: cmp-lg
3
The categories of this paper are: physics
12
The categories of this paper are: nucl-th
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
32
The categories of this paper are: atom-ph
23
The categories of this paper are: solv-int
5
The categories of this paper are: gr-qc
27
The categories of this paper are: comp-gas
8
The categories of this paper are: hep-ex
24
The categories of this paper are: dg-ga
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an