Convergence rate of ordinal optimization for stochastic discrete event systems

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	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.