Title :
On the role of large deviation principle in ordinal comparison for discrete event dynamic systems
Author :
Dai, Liyi ; Chen, Chun-Hung
Author_Institution :
Dept. of Syst. Sci. & Math., Washington Univ., St. Louis, MO, USA
Abstract :
Properties of ordinal comparison for discrete-event dynamic systems are investigated by employing the large deviation principle which allows one to have an expression for the rate of convergence of ordinal comparison. With this expression, conditions are obtained under which the rate of convergence of ordinal comparison is exponential. Such an expression also enables one to obtain bounds on the rate of convergence and design sample path generation schemes that maximize the convergence rate of ordinal comparison
Keywords :
computational complexity; convergence; decision theory; discrete event systems; set theory; stochastic processes; discrete event dynamic systems; large deviation principle; ordinal comparison; rate of convergence; sample path generation schemes; Closed-form solution; Convergence; Decision making; Design engineering; Modeling; Optimization methods; Resource management; Simulated annealing; Stochastic processes; Systems engineering and theory;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.650712
