Simulation budget allocation for further enhancing the efficiency of ordinal optimization

From MaRDI portal
Publication:1581038

DOI10.1023/A:1008349927281zbMath0970.90014OpenAlexW1536615069MaRDI QIDQ1581038

Enver Yücesan, Jianwu Lin, Chun-Hung Chen, Stephen E. Chick

Publication date: 24 October 2001

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008349927281




Related Items (91)

On parallel policies for ranking and selection problemsRanking and selection for multiple performance measures using incomplete preference informationTop-\(\kappa\) selection with pairwise comparisonsSelecting a Good Stochastic System for the Large Number of AlternativesA combined statistical selection procedure measured by the expected opportunity costSolving Large-Scale Fixed-Budget Ranking and Selection ProblemsA numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithmDynamic Sampling Allocation and Design SelectionOptimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous SpacesParticle swarm optimization for function optimization in noisy environmentStochastic resource allocation using a predictor-based heuristic for optimization via simulationChance Constrained Selection of the BestSupervision based on place invariants: a surveyDemonstration of probabilistic ordinal optimization concepts for continuous-variable optimization under uncertaintyStochastic Simulation Optimization for Route Selection Strategy Based on Flight Delay CostSubset selection of best simulated systemsDynamic Sampling Allocation Under Finite Simulation Budget for Feasibility DeterminationA Multilevel Simulation Optimization Approach for Quantile FunctionsCombined Global and Local Search for Optimization with Gaussian Process ModelsPractical Nonparametric Sampling Strategies for Quantile-Based Ordinal OptimizationSome insights of using common random numbers in selection proceduresPosterior-Based Stopping Rules for Bayesian Ranking-and-Selection ProceduresOptimal computing budget allocation for the vector evaluated genetic algorithm in multi-objective simulation optimizationOptimal computing budget allocation for regression with gradient informationRobust ranking and selection with optimal computing budget allocationQuantifying heuristics in the ordinal optimization frameworkSimulation budget allocation for simultaneously selecting the best and worst subsetsOptimal Learning for Stochastic Optimization with Nonlinear Parametric Belief ModelsAn efficient simulation procedure for the expected opportunity cost using metamodelsRanking and selection for pairwise comparisonOn the probability of correct selection in ordinal comparison over dynamic networksSequential selection for accelerated life testing via approximate Bayesian inferenceEfficient subset selection for the expected opportunity costContinuous optimization via simulation using golden region searchInformation theory for ranking and selectionOn the finite-sample statistical validity of adaptive fully sequential proceduresAsymptotic optimality of myopic ranking and selection proceduresConvergence rate analysis for optimal computing budget allocation algorithmsOn the Convergence Rates of Expected Improvement MethodsComputing budget allocation rules for multi-objective simulation models based on different measures of selection qualityOptimal Learning in Linear Regression with Combinatorial Feature SelectionSimulation optimization for stochastic casualty collection point location and resource allocation problem in a mass casualty incidentA New Budget Allocation Framework for the Expected Opportunity CostEfficient Ranking and Selection in Parallel Computing EnvironmentsComputational Efficiency in Multivariate Adversarial Risk Analysis ModelsFinite-Time Analysis for the Knowledge-Gradient PolicyUnnamed ItemAn efficient simulation budget allocation method incorporating regression for partitioned domainsTractable Sampling Strategies for Ordinal OptimizationGradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous SpaceOptimal computing budget allocation for ordinal optimization in solving stochastic job shop scheduling problemsEfficient Simulation Designs for Valuation of Large Variable Annuity PortfoliosSimple Bayesian Algorithms for Best-Arm IdentificationParameterized Markov decision process and its application to service rate controlAn efficient simulation procedure for ranking the top simulated designs in the presence of stochastic constraintsOptimal Learning with Local Nonlinear Parametric Models over Continuous DesignsAlgorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection ProcedureConsidering sample means in Rinott's procedure with a Bayesian approachComparison of selection rules for ordinal optimizationComparison of Kriging-based algorithms for simulation optimization with heterogeneous noiseDifferentiated service inventory optimization using nested partitions and MOCBAMemory based self-adaptive sampling for noisy multi-objective optimizationMulti-objective simulation-based evolutionary algorithm for an aircraft spare parts allocation problemComparison with a standard via all-pairwise comparisonsAn enhanced lognormal selection procedureA new approach to discrete stochastic optimization problemsSequential selection procedures: using sample means to improve efficiencyAn extended two-stage sequential optimization approach: properties and performanceA general framework on the simulation-based optimization under fixed computing budgetSelf-adjusting the tolerance level in a fully sequential feasibility check procedureEfficient simulation budget allocation for subset selection using regression metamodelsPareto set estimation with guaranteed probability of correct selectionFully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing EnvironmentsComplete expected improvement converges to an optimal budget allocationA multi-objective selection procedure of determining a Pareto setApplication of Evolutionary Algorithms for Solving Multi-Objective Simulation Optimization ProblemsOrdinal optimization of \(G/G/1/K\) polling systems with \(k\)-limited service disciplineSimulation Optimization for MRO Systems OperationsAdaptive sampling immune algorithm solving joint chance-constrained programmingEfficient simulation budget allocation for ranking the top \(m\) designsEfficient Sampling Allocation Procedures for Optimal Quantile SelectionSelecting the Best Alternative Based on Its QuantileIntegration of indifference-zone with multi-objective computing budget allocationAdaptive sampling line search for local stochastic optimization with integer variablesEfficient estimation of a risk measure requiring two-stage simulation optimizationAn accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimizationOptimal budget allocation policy for tabu search in stochastic simulation optimizationExploring search space trees using an adapted version of Monte Carlo tree search for combinatorial optimization problemsSimulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big DataStochastically Constrained Ranking and Selection via SCOREKnockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments




This page was built for publication: Simulation budget allocation for further enhancing the efficiency of ordinal optimization