On the convergence rate of ordinal comparisons of random variables

IEEE Transactions on Automatic Control

Volumn 46, Issue 12, 2001, Pages 1950-1954

  Fu, Michael C ^a   Jin, Xing ^a  

^a UNIVERSITY OF MARYLAND   (United States)

Author keywords

Large deviations; Ordinal optimization; Stochastic simulation

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; OPTIMIZATION; PROBABILITY;

ASYMPTOTIC EXPONENTIAL CONVERGENCE RATES;

RANDOM PROCESSES;

EID: 0035704626     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.975498     Document Type: Article

References (8)

1. Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
2. Rate of convergence for ordinal comparison of dependent simulations in discrete event dynamic systems
3. Comparing systems via simulation
4. Ordinal optimization and simulation
5. Ordinal optimization of DEDS
6. Dynamics and convergence rate of ordinal comparison of sto-chastic discrete-event systems