A Simulation Budget Allocation Procedure for Enhancing the Efficiency of Optimal Subset Selection

DOI10.1109/TAC.2015.2423832MaRDI QIDQ2980700zbMATH OpenOpenAlexFDO

Authors Si Zhang, Loo Hay Lee, Ek Peng Chew, Jie Xu, Chun-Hung Chen

Publication date 3 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2015.2423832

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

Cited in

(16)

• Simulation optimization for mro systems operations
• Optimal computing budget allocation for the vector evaluated genetic algorithm in multi-objective simulation optimization
• Optimal budget allocation policy for tabu search in stochastic simulation optimization
• An efficient simulation procedure for ranking the top simulated designs in the presence of stochastic constraints
• An efficient simulation procedure for the expected opportunity cost using metamodels
• The local time method for targeting and selection
• Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
• Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
• Computing budget allocation rules for multi-objective simulation models based on different measures of selection quality
• Marginal improvement procedures for top-\(m\) selection
• Efficient simulation budget allocation for subset selection using regression metamodels
• Ordinal optimization with computing budget allocation for selecting an optimal subset
• Stochastic Simulation Optimization for Route Selection Strategy Based on Flight Delay Cost
• Simulation budget allocation for simultaneously selecting the best and worst subsets
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• Ranking and selection for pairwise comparison

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