A worst‐case formulation for constrained ranking and selection with input uncertainty

DOI10.1002/NAV.21871zbMath1430.90446OpenAlexW2981862588WikidataQ126979701 ScholiaQ126979701MaRDI QIDQ5212999

Hui Xiao, Wei-Wei Chen, Siyang Gao, Zhongshun Shi

Publication date: 31 January 2020

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.21871

zbMATH Keywords

ranking and selectionsimulation optimizationstochastic constraintsinput uncertaintyOCBA

Mathematics Subject Classification ID

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

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