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
收藏
页码：586 / 590
页数：5
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