On the convergence rate of ordinal comparisons of random variables

DOI10.1109/9.975498zbMath0995.60027OpenAlexW2075993018MaRDI QIDQ4540275

Michael C. Fu, Xing Jin

Publication date: 21 July 2002

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/06ea3315a7c04f65782dc6beff466cead29132d9

zbMATH Keywords

ordinal optimizationmoment generating functionstochastic simulation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic systems in control theory (general) (93E03)

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