Convergence rate of ordinal optimization for stochastic discrete event systems
文献类型：期刊论文
| 作者 | Tang, QY; Chen, HF |
| 刊名 | DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS
 |
| 出版日期 | 1999 |
| 卷号 | 9期号:1页码:23-43 |
| 关键词 | ordinal optimization stochastic discrete event systems convergence rate Harris-recurrent Markov chains exponential stability |
| ISSN号 | 0924-6703 |
| 英文摘要 | 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. |
| WOS研究方向 | Automation & Control Systems ; Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000079720400004 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14702]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。