Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
From MaRDI portal
Publication:5087734
DOI10.1287/ijoc.2021.1132OpenAlexW4205659161MaRDI QIDQ5087734
Shane G. Henderson, David J. Eckman
Publication date: 1 July 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2021.1132
Uses Software
Cites Work
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Vectorized adaptive quadrature in MATLAB
- A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
- Stochastic simulation: Algorithms and analysis
- Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments
- The Knowledge-Gradient Policy for Correlated Normal Beliefs
- Sequential Sampling to Myopically Maximize the Expected Value of Information
- Selecting a Selection Procedure
- Dynamic Sampling Allocation and Design Selection
- Estimating the Probability that a Function Observed with Noise Is Convex
- Optimal Statistical Decisions
- Using Ranking and Selection to “Clean Up” after Simulation Optimization
- A fully sequential procedure for indifference-zone selection in simulation
- Efficient Ranking and Selection in Parallel Computing Environments
- Ranking and Selection as Stochastic Control
- Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario
- Simple Bayesian Algorithms for Best-Arm Identification
- Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs
- THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
