DYNAMICS AND CONVERGENCE RATE OF ORDINAL COMPARISON OF STOCHASTIC DISCRETE-EVENT SYSTEMS

Authors
XIE XL
Citation
Xl. Xie, DYNAMICS AND CONVERGENCE RATE OF ORDINAL COMPARISON OF STOCHASTIC DISCRETE-EVENT SYSTEMS, IEEE transactions on automatic control, 42(4), 1997, pp. 586-590
Citations number
13
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
42
Issue
4
Year of publication
1997
Pages
586 - 590
Database
ISI
SICI code
0018-9286(1997)42:4<586:DACROO>2.0.ZU;2-8
Abstract
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, t he probability of obtaining a desired solution using ordinal compariso n approaches converges at exponential rate, while the variances of the performance measures converge at best at rate O(1/t(2)), where t is t he simulation time. Heuristic arguments are provided to explain that e xponential convergence holds for general systems.