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Convergence rate of ordinal optimization for stochastic discrete event systems
Tang, QY; Chen, HF
1999
Source PublicationDISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS
ISSN0924-6703
Volume9Issue:1Pages:23-43
AbstractIt 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.
Keywordordinal optimization stochastic discrete event systems convergence rate Harris-recurrent Markov chains exponential stability
Language英语
WOS Research AreaAutomation & Control Systems ; Operations Research & Management Science ; Mathematics
WOS SubjectAutomation & Control Systems ; Operations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000079720400004
PublisherKLUWER ACADEMIC PUBL
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/14703
Collection中国科学院数学与系统科学研究院
Affiliation1.Univ Montreal, Dept IRO, Montreal, PQ H3C 3J7, Canada
2.Acad Sinica, Inst Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China
Recommended Citation
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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