Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems

DOI10.1007/BF02190101zbMath0871.93053OpenAlexW3159825379MaRDI QIDQ1359450

O. Diekmann

Publication date: 7 October 1997

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02190101

zbMATH Keywords

simulationStochastic optimizationdiscrete event systems

Mathematics Subject Classification ID

Related Items (28)

Selecting a Good Stochastic System for the Large Number of Alternatives ⋮ A direct search method for unconstrained quantile-based simulation optimization ⋮ On ordinal comparison of policies in Markov reward processes ⋮ Particle swarm optimization for function optimization in noisy environment ⋮ An illustrative case study on application of learning based ordinal optimization approach to complex deterministic problem ⋮ Constrained ordinal optimization -- a feasibility model based approach ⋮ Demonstration of probabilistic ordinal optimization concepts for continuous-variable optimization under uncertainty ⋮ Rates of convergence of ordinal comparison for dependent discrete event dynamic systems ⋮ Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization ⋮ An efficient simulation optimization method for the generalized redundancy allocation problem ⋮ Convergence rate analysis for optimal computing budget allocation algorithms ⋮ Sensitivity Ranks by Monte Carlo ⋮ Simple explanation of the no-free-lunch theorem and its implications ⋮ Optimization for simulation: LAD accelerator ⋮ Optimal computing budget allocation for ordinal optimization in solving stochastic job shop scheduling problems ⋮ Multi-objective ordinal optimization for simulation optimization problems ⋮ Online surrogate problem methodology for stochastic discrete resource allocation problem. ⋮ The equivalence between ordinal optimization in deterministic complex problems and in stochastic simulation problems ⋮ Ordinal optimization with subset selection rule ⋮ A new approach to discrete stochastic optimization problems ⋮ Multi-policy improvement in stochastic optimization with forward recursive function criteria ⋮ Vector ordinal optimization ⋮ On the probability of correct selection by distributed voting in stochastic optimization ⋮ A general framework on the simulation-based optimization under fixed computing budget ⋮ Constraint ordinal optimization ⋮ An explanation of ordinal optimization: Soft computing for hard problems ⋮ Efficient simulation budget allocation for ranking the top \(m\) designs ⋮ A probabilistic solution-generator for simulation

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• Stochastic Approximation and Large Deviations: Upper Bounds and <scp>w.p.1</scp> Convergence
• Statistical efficiency of regenerative simulation methods for networks of queues

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