Self-adjusting the tolerance level in a fully sequential feasibility check procedure

DOI10.1016/J.EJOR.2018.05.045zbMath1403.90535OpenAlexW2804232611WikidataQ129803212 ScholiaQ129803212MaRDI QIDQ724172

Dong Uk Park, Chuljin Park, Mi Lim Lee

Publication date: 25 July 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2018.05.045

zbMATH Keywords

simulationranking and selectionstochastic constraintsfully sequential algorithmsmultiple performance measures

Mathematics Subject Classification ID

Stochastic programming (90C15) Statistical ranking and selection procedures (62F07)

Related Items (3)

Finding Feasible Systems for Subjective Constraints Using Recycled Observations ⋮ On the finite-sample statistical validity of adaptive fully sequential procedures ⋮ Metamodel-based simulation optimization considering a single stochastic constraint

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