Rates of convergence of ordinal comparison for dependent discrete event dynamic systems

DOI10.1023/A:1022651401451zbMath0893.93016MaRDI QIDQ1367783

Bernhard Rupp

Publication date: 13 April 1998

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

correlationconvergence ratediscrete event dynamic systemsordinal comparison

Mathematics Subject Classification ID

Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (3)

Stochastic comparison algorithm for discrete optimization with estimation of time-varying objective functions ⋮ An explanation of ordinal optimization: Soft computing for hard problems ⋮ Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data

Cites Work

• Association of probability measures on partially ordered spaces
• Inequalities for distributions with given marginals
• Stochastic approximation methods for constrained and unconstrained systems
• Optimization algorithm with probabilistic estimation
• Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
• Comparing stochastic systems using regenerative simulation with common random numbers
• Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
• Inequalities for E k(X, Y) when the marginals are fixed
• Some Concepts of Dependence
• Stochastically monotone Markov Chains
• Association of Random Variables, with Applications
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