Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization

DOI10.1287/IJOC.2021.1071MaRDI QIDQ5085988zbMATH OpenOpenAlexFDO

Authors Dong-wook Shin, Mark Broadie, Assaf Zeevi

Publication date 30 June 2022

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2021.1071

zbMATH Keywords

large deviations theoryordinal optimizationquantiletractable procedures

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• A kernel estimator for discrete distributions
• A Knowledge-Gradient Policy for Sequential Information Collection
• A quantile-based approach to system selection
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• Efficient Sampling Allocation Procedures for Optimal Quantile Selection
• Efficient Simulation Sampling Allocation Using Multifidelity Models
• Handbooks in operations research and management science: Simulation
• scientific article; zbMATH DE number 3734953 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• On two-stage selection procedures and related probability-inequalities
• Ranking and Selection as Stochastic Control
• Regret analysis of stochastic and nonstochastic multi-armed bandit problems
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• Stochastically Constrained Ranking and Selection via SCORE
• Tractable sampling strategies for ordinal optimization

Cited in

(1)

• Efficient Sampling Allocation Procedures for Optimal Quantile Selection

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