Dynamics and convergence rate of ordinal comparison of stochastic discrete-event systems

被引：23

作者：

Xie, XL

机构：

[1] INRIA, 57070 Metz

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1997年 / 42卷 / 04期

关键词：

D O I：

10.1109/9.566675

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper addresses ordinal comparison in the simulation of discrete-event systems. It examines dynamic behaviors of ordinal comparison in a fairly general framework. It proves that for regenerative systems, the probability of obtaining a desired solution using ordinal comparison approaches converges at exponential rate, while the variances of the performance measures converge at best at rate O(1/t(2)), where t is the simulation time. Heuristic arguments are provided to explain that exponential convergence holds for general systems.

引用

页码：586 / 590

页数：5

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