Integration of indifference-zone with multi-objective computing budget allocation

DOI10.1016/J.EJOR.2009.08.008MaRDI QIDQ1046117zbMATH OpenOpenAlexFDO

Authors Suyan Teng, Loo Hay Lee, Ek Peng Chew

Publication date 21 December 2009

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2009.08.008

zbMATH Keywords

multi-objectiveLagrange relaxationcomputing budget allocationindifference-zone

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Cites work

• A multiple attribute utility theory approach to ranking and selection
• Asymptotics for testing hypothesis in some multivariate variance components model under non-normality
• Computing efforts allocation for ordinal optimization and discrete event simulation
• Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey
• Hypothesis testing for the generalized multivariate modified Bessel model
• On two-stage selection procedures and related probability-inequalities
• SOME APPROXIMATIONS TO MULTIVARIATE PÓLYA-EGGENBERGER DISTRIBUTIONS WITH APPLICATIONS TO HYPOTHESIS TESTING
• Selecting the best stochastic system for large scale problems in DEDS.
• Sequential selection procedures: using sample means to improve efficiency
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• Some asymptotic results for hypothesis testing in multivariate failure time data

Cited in

(6)

• Efficient estimation of a risk measure requiring two-stage simulation optimization
• Considering sample means in Rinott's procedure with a Bayesian approach
• An introduction to multiobjective simulation optimization
• Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
• Pareto set estimation with guaranteed probability of correct selection
• Ranking and selection for multiple performance measures using incomplete preference information

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