Title :
Performance analysis of discrete event dynamic systems via common random numbers
Author_Institution :
Dept. of Syst. Sci. & Math., Washington Univ., St. Louis, MO, USA
Abstract :
Examines the effectiveness of the scheme of common random numbers for improving the rates of convergence for finite-difference estimates over infinite-horizon for a special class of discrete event dynamic systems-the homogeneous discrete-time Markov chains. The author gives sufficient conditions for the effectiveness of this scheme
Keywords :
Markov processes; convergence; discrete event systems; common random numbers; discrete event dynamic systems; finite-difference estimates; homogeneous discrete-time Markov chains; infinite-horizon; performance analysis; rates of convergence; sufficient conditions; Acceleration; Convergence; Cost function; Finite difference methods; Guidelines; Performance analysis; Sufficient conditions;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.410999
