On parallel policies for ranking and selection problems

DOI10.1080/02664763.2017.1390555OpenAlexW2766836035MaRDI QIDQ5036417

Bogumił Kamiński, Przemysław Szufel

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2017.1390555

zbMATH Keywords

stochastic optimizationknowledge gradientasynchronous parallelizationBayes proceduressynchronous paralellization

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

Selecting the Best Simulated System: Thinking Differently About an Old Problem

Cites Work

• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• Constrained Bayesian optimization with noisy experiments
• Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments
• Consistency of Sequential Bayesian Sampling Policies
• A Knowledge-Gradient Policy for Sequential Information Collection
• Efficient Ranking and Selection in Parallel Computing Environments
• Parallel Bayesian Global Optimization of Expensive Functions
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