Dynamics and convergence rate of ordinal comparison of stochastic discrete-event systems. (English) Zbl 0871.93054

Xie, Xiaolan

IEEE Trans. Autom. Control 42, No. 4, 586-590 (1997).

The paper is an extension of a recent work [L. Dai, “Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems”, J. Optimization Theory Appl. 91, No. 2, 363-388 (1996); see the review above] explaining the fast convergence of ordinal comparison in the simulation of discrete event dynamic systems. The paper provides proofs of the exponential convergence rate of the alignment probabilities of regenerative processes using large deviation results. Heuristic arguments are provided to explain that the exponential convergence holds for general systems.

Reviewer: Y.M.El-Fattah (Santa Monica)

MSC:

93E99

Stochastic systems and control

Keywords:

Stochastic optimization; regenerative simulation; discrete event systems