Technical Note: On Ordinal Comparison of Policies in Markov Reward Processes |
| |
| Authors: | Chang H S |
| |
| Institution: | (1) Department of Computer Science and Engineering, Sogang University, Seoul, Korea |
| |
| Abstract: | An asymptotic exponential convergence rate of ordinal comparison from large deviations theory is well known for selecting the true best solution from the candidate solutions sample means. This note supplements the theories developed by Dai within the framework of ergodic Markov reward processes for  -ordinal comparison of policies, establishing an asymptotic exponential convergence rate for the infinite-horizon average criterion. |
| |
| Keywords: | Ordinal comparisons large deviations stochastic simulations Markov reward processes |
| 本文献已被 SpringerLink 等数据库收录！ |
