Robust ranking and selection with optimal computing budget allocation
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Publication:2409209
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Cites work
- A fully sequential procedure for indifference-zone selection in simulation
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Efficient subset selection for the expected opportunity cost
- On two-stage selection procedures and related probability-inequalities
- Quantifying input uncertainty via simulation confidence intervals
- Selecting a selection procedure
- Selecting the Best Simulated Design With the Expected Opportunity Cost Bound
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Worst-case robust decisions for multi-period mean-variance portfolio optimization
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
Cited in
(24)- Efficient simulation budget allocation for subset selection using regression metamodels
- Efficient simulation budget allocation for ranking the top \(m\) designs
- Optimal computing budget allocation for regression with gradient information
- Input-output uncertainty comparisons for discrete optimization via simulation
- A worst-case formulation for constrained ranking and selection with input uncertainty
- Stochastically Constrained Ranking and Selection via SCORE
- Two‐stage computing budget allocation approach for the response surface method
- Ranking and selection for pairwise comparison
- On the finite-sample statistical validity of adaptive fully sequential procedures
- Convergence rate analysis for optimal computing budget allocation algorithms
- Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data
- Data-driven ranking and selection under input uncertainty
- SCORE allocations for bi-objective ranking and selection
- Predicting the simulation budget in ranking and selection procedures
- Marginal improvement procedures for top-\(m\) selection
- Stochastic approximation for multi-period simulation optimization with streaming input data
- Contextual ranking and selection with Gaussian processes and optimal computing budget allocation
- New additive OCBA procedures for robust ranking and selection
- Data-driven ranking and selection with simultaneous input data collection and simulation
- A budget-adaptive allocation rule for optimal computing budget allocation
- Ranking and selection with two-stage decision
- A simulation optimization approach for weight valuation in analytic hierarchy process
- Stochastically constrained best arm identification with Thompson sampling
- Optimal computing budget allocation to select Pareto set under stochastic constraints
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