KMS Of Academy of mathematics and systems sciences, CAS
Convergence rate of ordinal optimization for stochastic discrete event systems | |
Tang, QY; Chen, HF | |
1999 | |
发表期刊 | DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS |
ISSN | 0924-6703 |
卷号 | 9期号:1页码:23-43 |
摘要 | It is shown that a global optimization algorithm using ordinal comparison converges to the good enough designs with a convergence rate faster than any polynomial of the total computing budget The result is established in the context of one-dependent regenerative processes under the exponential stability condition of the underlying systems. A systematic approach is introduced to check the exponential stability condition by the stochastic Lyapunov function criterion. Examples arising in queueing theory are employed to illustrate the developed criterion. |
关键词 | ordinal optimization stochastic discrete event systems convergence rate Harris-recurrent Markov chains exponential stability |
语种 | 英语 |
WOS研究方向 | Automation & Control Systems ; Operations Research & Management Science ; Mathematics |
WOS类目 | Automation & Control Systems ; Operations Research & Management Science ; Mathematics, Applied |
WOS记录号 | WOS:000079720400004 |
出版者 | KLUWER ACADEMIC PUBL |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/14703 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Tang, QY |
作者单位 | 1.Univ Montreal, Dept IRO, Montreal, PQ H3C 3J7, Canada 2.Acad Sinica, Inst Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Tang, QY,Chen, HF. Convergence rate of ordinal optimization for stochastic discrete event systems[J]. DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS,1999,9(1):23-43. |
APA | Tang, QY,&Chen, HF.(1999).Convergence rate of ordinal optimization for stochastic discrete event systems.DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS,9(1),23-43. |
MLA | Tang, QY,et al."Convergence rate of ordinal optimization for stochastic discrete event systems".DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS 9.1(1999):23-43. |
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