Data-driven ranking and selection under input uncertainty

DOI10.1287/OPRE.2022.2375MaRDI QIDQ6579660zbMATH OpenFDO

Authors Di Wu, Yuhao Wang, Enlu Zhou

Publication date 25 July 2024

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/OPRE.2022.2375

zbMATH Keywords

simulationonline estimationstreaming dataranking and selectionindifference zoneoptimization via simulationinput uncertaintyfixed confidence

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17)

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Cited in

(3)

• Ranking and selection with two-stage decision
• Bayesian optimisation vs. input uncertainty reduction
• Blackbox simulation optimization

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