Simulation budget allocation for simultaneously selecting the best and worst subsets
type: Item
instance of: scholarly article
title: Simulation budget allocation for simultaneously selecting the best and worst subsets
zbMATH Open document ID: 1376.93072
author: Hui Xiao
author: Siyang Gao
author: Loo Hay Lee
published in: Automatica
publication date: 2017-11-17T00:00:00Z
Mathematics Subject Classification ID: 93C65
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6808133
zbMATH Keywords: simulation
zbMATH Keywords: ranking and selection
zbMATH Keywords: computing budget allocation
zbMATH Keywords: optimization
zbMATH Keywords: discrete event dynamic systems
describes a project that uses: UMDES
MaRDI profile type: Publication
full work available at URL: j.automatica.2017.07.006
OpenAlex ID: W2744569329
cites work: Ordinal optimization with computing budget allocation for selecting an optimal subset
cites work: Selecting the best stochastic system for large scale problems in DEDS.
cites work: A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization
cites work: Selecting a Selection Procedure
cites work: Ordinal optimization for a class of deterministic and stochastic discrete resource allocation problems
cites work: Introduction to Discrete Event Systems
cites work: Enhancing Stochastic Kriging Metamodels with Gradient Estimators
cites work: Simulation budget allocation for further enhancing the efficiency of ordinal optimization
cites work: Q4105098
cites work: A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection
cites work: Efficient subset selection for the expected opportunity cost
cites work: Selecting the Best Simulated Design With the Expected Opportunity Cost Bound
cites work: Stochastic Comparison Algorithm for Discrete Optimization with Estimation
cites work: Ordinal optimization of DEDS
cites work: Efficient Computing Budget Allocation for Simulation-Based Optimization With Stochastic Simulation Time
cites work: A fully sequential procedure for indifference-zone selection in simulation
cites work: Computing budget allocation rules for multi-objective simulation models based on different measures of selection quality
cites work: Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
cites work: Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
cites work: Efficient Simulation Resource Sharing and Allocation for Selecting the Best
cites work: On two-stage selection procedures and related probability-inequalities
cites work: Nested partitions method for stochastic optimization
cites work: Parameterized Markov decision process and its application to service rate control
cites work: Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data
cites work: A Simulation Budget Allocation Procedure for Enhancing the Efficiency of Optimal Subset Selection
DOI: 10.1016/J.AUTOMATICA.2017.07.006
description: scientific article; zbMATH DE number 6808133