Data-driven ranking and selection with simultaneous input data collection and simulation
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Cites work
- A Bayesian framework for quantifying uncertainty in stochastic simulation
- 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 Knowledge-Gradient Policy for Sequential Information Collection
- A new budget allocation framework for the expected opportunity cost
- A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
- Bonferroni-free and indifference-zone-flexible sequential elimination procedures for ranking and selection
- scientific article; zbMATH DE number 720675 (Why is no real title available?)
- Indifference-Zone-Free Selection of the Best
- Input-output uncertainty comparisons for discrete optimization via simulation
- Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation
- On the convergence rates of expected improvement methods
- On two-stage selection procedures and related probability-inequalities
- Quantifying input uncertainty via simulation confidence intervals
- Reducing parameter uncertainty for stochastic systems
- Risk quantification in stochastic simulation under input uncertainty
- Robust ranking and selection with optimal computing budget allocation
- Sensitivity of computer simulation experiments to errors in input data
- Sequential sampling to myopically maximize the expected value of information
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Simulation Budget Allocation for Selecting the Top-m Designs With Input Uncertainty
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification
- The empirical likelihood approach to quantifying uncertainty in sample average approximation
- Tractable sampling strategies for ordinal optimization
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