Myopic Allocation Policy With Asymptotically Optimal Sampling Rate

DOI10.1109/TAC.2016.2592378MaRDI QIDQ5280391zbMATH OpenOpenAlexFDO

Authors Yijie Peng, Michael C. Fu

Publication date 27 July 2017

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

Full work available at URL https://doi.org/10.1109/tac.2016.2592378

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Statistical ranking and selection procedures (62F07) Management decision making, including multiple objectives (90B50) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Statistical methods; economic indices and measures (91B82)

Cited in

(13)

• The local time method for targeting and selection
• Efficient Sampling Allocation Procedures for Optimal Quantile Selection
• Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
• Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure
• Complete expected improvement converges to an optimal budget allocation
• Ranking and selection for pairwise comparison
• Sequential selection for accelerated life testing via approximate Bayesian inference
• Asymptotic optimality of myopic ranking and selection procedures
• Convergence rate analysis for optimal computing budget allocation algorithms
• Using cache or credit for parallel ranking and selection
• Marginal improvement procedures for top-\(m\) selection
• A budget-adaptive allocation rule for optimal computing budget allocation
• Ranking and selection with two-stage decision

This page was built for publication: Myopic Allocation Policy With Asymptotically Optimal Sampling Rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5280391)