Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization

DOI10.1287/ijoc.2021.1071OpenAlexW3207789568MaRDI QIDQ5085988

Assaf J. Zeevi, Dong-wook Shin, Mark N. Broadie

Publication date: 30 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2021.1071

zbMATH Keywords

ordinal optimizationquantilelarge deviations theorytractable procedures

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A quantile-based approach to system selection
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• A Knowledge-Gradient Policy for Sequential Information Collection
• On two-stage selection procedures and related probability-inequalities
• A kernel estimator for discrete distributions
• Ranking and Selection as Stochastic Control
• Efficient Sampling Allocation Procedures for Optimal Quantile Selection
• Tractable Sampling Strategies for Ordinal Optimization
• Efficient Simulation Sampling Allocation Using Multifidelity Models
• Stochastically Constrained Ranking and Selection via SCORE
• Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances

This page was built for publication: Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization