An efficient simulation budget allocation method incorporating regression for partitioned domains

DOI10.1016/j.automatica.2014.03.011zbMath1296.93176OpenAlexW1972357824WikidataQ33749782 ScholiaQ33749782MaRDI QIDQ458756

Mark W. Brantley, Chun-Hung Chen, Jie Xu, Loo Hay Lee

Publication date: 8 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4055954

zbMATH Keywords

simulationregressionbudget allocation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (6)

Optimal computing budget allocation for regression with gradient information ⋮ An efficient simulation procedure for the expected opportunity cost using metamodels ⋮ Optimal Learning in Linear Regression with Combinatorial Feature Selection ⋮ Efficient simulation budget allocation for subset selection using regression metamodels ⋮ Simulation Optimization for MRO Systems Operations ⋮ Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data

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