A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection
From MaRDI portal
Publication:2931710
DOI10.1287/opre.2014.1282zbMath1302.62051OpenAlexW2078594829MaRDI QIDQ2931710
Publication date: 26 November 2014
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/385d8f361c62e19552f3b6b1214b562f9d021f0a
Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Statistical ranking and selection procedures (62F07)
Related Items (11)
Applying ranking and selection procedures to long-term mitigation for improved network restoration ⋮ Ranking and Selection with Covariates for Personalized Decision Making ⋮ Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination ⋮ Simulation budget allocation for simultaneously selecting the best and worst subsets ⋮ Indifference-Zone-Free Selection of the Best ⋮ Simple Bayesian Algorithms for Best-Arm Identification ⋮ Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model ⋮ Self-adjusting the tolerance level in a fully sequential feasibility check procedure ⋮ Selecting the Best Alternative Based on Its Quantile ⋮ Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement ⋮ Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments
Cites Work
- Unnamed Item
- Constrained optimization in expensive simulation: novel approach
- Note on Anderson's sequential procedures with triangular boundary
- Bayesian look ahead one-stage sampling allocations for selection of the best population
- Ranking and Selection for Steady-State Simulation: Procedures and Perspectives
- The Knowledge-Gradient Policy for Correlated Normal Beliefs
- Sequential Sampling to Myopically Maximize the Expected Value of Information
- Selecting a Selection Procedure
- A Knowledge-Gradient Policy for Sequential Information Collection
- Fully sequential procedures for comparing constrained systems via simulation
- On two-stage selection procedures and related probability-inequalities
- Sequential procedures for selecting the best one of k Koopman-Darmois populations
- A fully sequential procedure for indifference-zone selection in simulation
- Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures
- An improvement on paulson's procedure for selecting the poprlation with the largest mean from k normal populations with a common unknown variance
- An improvement on paulson s sequential ranking procedure
- Reducing the Conservativeness of Fully Sequential Indifference-Zone Procedures
- Fully sequential indifference‐zone selection procedures with variance‐dependent sampling
- A Sequential Procedure for Selecting the Population with the Largest Mean from $k$ Normal Populations
- A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
This page was built for publication: A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection
