Efficient budget allocation strategies for elementary effects method in stochastic simulation

DOI10.1002/NAV.21802MaRDI QIDQ4963128zbMATH OpenOpenAlexWikidataFDO

Authors Wen Shi, Xi Chen

Publication date 6 November 2018

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

Full work available at URL https://doi.org/10.1002/nav.21802

zbMATH Keywords

design of simulation experimentselementary effects methodfactor screeningnested simulationsimulation output analysis

Mathematics Subject Classification ID

General theory of mathematical modeling (00A71) Sensitivity, stability, parametric optimization (90C31)

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(7)

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• Optimal budget allocation policy for tabu search in stochastic simulation optimization
• Allocation Strategies for High Fidelity Models in the Multifidelity Regime
• Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models
• Cluster sampling for Morris method made easy
• An Efficient Budget Allocation Approach for Quantifying the Impact of Input Uncertainty in Stochastic Simulation
• Improving the efficiency and efficacy of robust sequential bifurcation under data contamination

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