DocumentCode
2034322
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
Volume
1
fYear
1997
fDate
10-12 Dec 1997
Firstpage
674
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.650712
Filename
650712
Link To Document