Queues as Harris recurrent Markov chains
Queueing Systems: Theory and Applications
Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
Journal of Optimization Theory and Applications
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It is shown that a global optimization algorithmusing ordinal comparison converges to the good enough designswith a convergence rate faster than any polynomial of the totalcomputing budget. The result is established in the context ofone-dependent regenerative processes under the exponential stabilitycondition of the underlying systems. A systematic approach isintroduced to check the exponential stability condition by thestochastic Lyapunov function criterion. Examples arising in queueingtheory are employed to illustrate the developed criterion.