Combined variance reduction techniques in fully sequential selection procedures

DOI10.1002/NAV.21770MaRDI QIDQ4632989zbMATH OpenOpenAlexFDO

Authors Shing Chih Tsai, Jun Luo, Chi Ching Sung

Publication date 2 May 2019

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

Full work available at URL https://doi.org/10.1002/nav.21770

zbMATH Keywords

conditional expectationcontrol variatespoststratified samplingranking and selectionsimulationvariance reduction techniques

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Sequential statistical design (62L05)

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Cited in

(14)

• Efficient optimization algorithms for surgical scheduling under uncertainty
• Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
• Screening and selection procedures with control variates and correlation induction techniques
• Selecting the best simulated system with weighted control-variate estimators
• Control variates for screening, selection, and estimation of the best
• Efficient ranking and selection in parallel computing environments
• Knockout-tournament procedures for large-scale ranking and selection in parallel computing environments
• Methods for system selection based on sequential mean-variance analysis
• Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure
• Fully sequential indifference‐zone selection procedures with variance‐dependent sampling
• Simulation optimization in security screening systems subject to budget and waiting time constraints
• On the finite-sample statistical validity of adaptive fully sequential procedures
• Blackbox simulation optimization
• Adaptive sequential selection procedures for optimal quantile with control variates

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