Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario

DOI10.1109/TAC.2017.2776606MaRDI QIDQ4682375zbMATH OpenOpenAlexFDO

Authors

Publication date 18 September 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2017.2776606

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Bayesian inference (62F15) Decision theory (91B06)

Cited in

(7)

• Efficient Sampling Allocation Procedures for Optimal Quantile Selection
• Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
• Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
• Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure
• Information theory for ranking and selection
• Marginal improvement procedures for top-\(m\) selection
• A budget-adaptive allocation rule for optimal computing budget allocation

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