Merging the ranking and selection into Itô algorithm for simulation optimization

DOI10.1007/978-3-642-16388-3_10MaRDI QIDQ3058943zbMATH OpenOpenAlexFDO

Authors Wenyong Dong, Ruiguo Yu, Ming Lei

Publication date 7 December 2010

Published in Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-16388-3_10

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• A new algorithm for stochastic discrete resource allocation optimization
• A Single-Sample Multiple-Decision Procedure for Selecting the Multinomial Event Which Has the Highest Probability
• Hybrid estimation of distribution algorithm for global optimization
• On Some Multiple Decision (Selection and Ranking) Rules
• Ordinal optimisation and simulation
• Ranking and selection for steady-state simulation: procedures and perspectives
• Two-stage multiple-comparison procedures for steady-state simulations
• Two-stage nested partitions method for stochastic optimization
• Using Ranking and Selection to “Clean Up” after Simulation Optimization

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