An efficient simulation budget allocation method incorporating regression for partitioned domains

DOI10.1016/J.AUTOMATICA.2014.03.011zbMATH Open1296.93176OpenAlexW1972357824WikidataQ33749782 ScholiaQ33749782MaRDI QIDQ458756FDOQ458756

Authors: Mark W. Brantley, Chun-Hung Chen, Jie Xu, Loo Hay Lee 

Publication date: 8 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4055954

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zbMATH Keywords

regressionsimulationbudget allocation

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cites Work

• Multivariate adaptive regression splines
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• Introduction to Stochastic Search and Optimization
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• On the de la Garza phenomenon
• Selecting a Selection Procedure
• On two-stage selection procedures and related probability-inequalities
• Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
• Title not available (Why is that?)
• Global optimization
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• Spacing of Information in Polynomial Regression

Cited In (7)

• An efficient simulation procedure for the expected opportunity cost using metamodels
• Two‐stage computing budget allocation approach for the response surface method
• Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data
• Optimal Learning in Linear Regression with Combinatorial Feature Selection
• Simulation Optimization for MRO Systems Operations
• Optimal computing budget allocation for regression with gradient information
• Efficient simulation budget allocation for subset selection using regression metamodels

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