Efficient subset selection for the expected opportunity cost
type: Item
instance of: scholarly article
title: Efficient subset selection for the expected opportunity cost
zbMATH Open document ID: 1326.93083
author: Siyang Gao
author: Weiwei Chen
published in: Automatica
publication date: 2015-11-30T00:00:00Z
Mathematics Subject Classification ID: 93C65
Mathematics Subject Classification ID: 49K10
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 6514808
zbMATH Keywords: simulation optimization
zbMATH Keywords: budget allocation
zbMATH Keywords: optimal computing budget allocation (OCBA)
zbMATH Keywords: opportunity cost
zbMATH Keywords: subset selection
MaRDI profile type: Publication
full work available at URL: j.automatica.2015.06.005
OpenAlex ID: W2145286212
cites work: Q4821526
cites work: Q4879548
cites work: Simulation budget allocation for further enhancing the efficiency of ordinal optimization
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cites work: Selecting the Best Simulated Design With the Expected Opportunity Cost Bound
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cites work: A fully sequential procedure for indifference-zone selection in simulation
cites work: A procedure for selecting a subset of size m containing the l best of k independent normal populations, with applications to simulation
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cites work: The transform likelihood ratio method for rare event simulation with heavy tails
DOI: 10.1016/J.AUTOMATICA.2015.06.005
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description: scientific article; zbMATH DE number 6514808