Bi-objective ranking and selection using stochastic kriging

DOI10.1016/J.EJOR.2024.11.008MaRDI QIDQ6982068zbMATH OpenFDO

Authors Sebastian Rojas-Gonzalez, Jürgen Branke, Inneke Van Nieuwenhuyse

Publication date 19 May 2025

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

Full work available at URL http://hdl.handle.net/1942/45150

zbMATH Keywords

multiobjective ranking and selectionmultiobjective simulation optimizationmultiple criteria analysisstochastic kriging

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multi-objective and goal programming (90C29) Decision theory (91B06)

Cites work

• A Bayesian approach to constrained single- and multi-objective optimization
• A fully sequential elimination procedure for indifference-zone ranking and selection with tight bounds on probability of correct selection
• A fully sequential procedure for indifference-zone selection in simulation
• A multiobjective stochastic simulation optimization algorithm
• A survey on kriging-based infill algorithms for multiobjective simulation optimization
• A taxonomy of global optimization methods based on response surfaces
• An introduction to multiobjective simulation optimization
• Biobjective Simulation Optimization on Integer Lattices Using the Epsilon-Constraint Method in a Retrospective Approximation Framework
• Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
• Design and analysis of simulation experiments
• Evolutionary optimisation of noisy multi-objective problems using confidence-based dynamic resampling
• Faster Kriging: facing high-dimensional simulators
• Handbooks in operations research and management science: Simulation
• Hypervolume-based multiobjective optimization: theoretical foundations and practical implications
• Indifference-Zone-Free Selection of the Best
• Integration of indifference-zone with multi-objective computing budget allocation
• Many-objective quality measures
• Nonlinear multiobjective optimization
• Optimization of (s,S) inventory systems with random lead times and a service level constraint
• Pareto set estimation with guaranteed probability of correct selection
• Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations
• SCORE allocations for bi-objective ranking and selection
• Sequential sampling to myopically maximize the expected value of information
• Stochastic kriging for simulation metamodeling
• The effects of common random numbers on stochastic kriging metamodels
• Using Ranking and Selection to “Clean Up” after Simulation Optimization

Cited in

(1)

• Bayesian variable selection in Kriging metamodeling for quality design

This page was built for publication: Bi-objective ranking and selection using stochastic kriging

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6982068)