Optimal Computing Budget Allocation to Select the Nondominated Systems—A Large Deviations Perspective

DOI10.1109/TAC.2017.2779603MaRDI QIDQ4682352zbMATH OpenOpenAlexFDO

Authors Juxin Li, Weizhi Liu, Giulia Pedrielli, Loo Hay Lee, Ek Peng Chew

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.2017.2779603

Mathematics Subject Classification ID

Large deviations (60F10) Statistical ranking and selection procedures (62F07) Multi-objective and goal programming (90C29) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Cited in

(10)

• Integration of indifference-zone with multi-objective computing budget allocation
• Pareto set estimation with guaranteed probability of correct selection
• Efficient estimation of a risk measure requiring two-stage simulation optimization
• Optimal budget allocation policy for tabu search in stochastic simulation optimization
• Biobjective Simulation Optimization on Integer Lattices Using the Epsilon-Constraint Method in a Retrospective Approximation Framework
• An efficient simulation procedure for the expected opportunity cost using metamodels
• An introduction to multiobjective simulation optimization
• Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
• A simulation optimization approach for weight valuation in analytic hierarchy process
• Optimal computing budget allocation to select Pareto set under stochastic constraints

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