An efficient simulation procedure for ranking the top simulated designs in the presence of stochastic constraints

DOI10.1016/j.automatica.2018.12.008zbMath1415.93172OpenAlexW2912116206WikidataQ128366339 ScholiaQ128366339MaRDI QIDQ1737808

Hu Chen, Hui Xiao, Loo Hay Lee

Publication date: 24 April 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.12.008

zbMATH Keywords

simulationconstrained optimizationdiscrete event systemsranking and selectionOCBA

Mathematics Subject Classification ID

Related Items (8)

Failure analysis of network nodes and edges in scale-free networks ⋮ Optimal computing budget allocation for the vector evaluated genetic algorithm in multi-objective simulation optimization ⋮ Optimal computing budget allocation for regression with gradient information ⋮ An efficient simulation procedure for the expected opportunity cost using metamodels ⋮ Ranking and selection for pairwise comparison ⋮ Convergence rate analysis for optimal computing budget allocation algorithms ⋮ Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure ⋮ Efficient Sampling Allocation Procedures for Optimal Quantile Selection

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