An efficient simulation budget allocation method incorporating regression for partitioned domains

DOI10.1016/J.AUTOMATICA.2014.03.011MaRDI QIDQ458756zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

regressionsimulationbudget allocation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 54240 (Why is no real title available?)
• scientific article; zbMATH DE number 486633 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
• Global optimization
• Introduction to Stochastic Search and Optimization
• Multivariate adaptive regression splines
• On the de la Garza phenomenon
• On two-stage selection procedures and related probability-inequalities
• Selecting a selection procedure
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• Spacing of Information in Polynomial Regression

Cited in

(9)

• Optimal computing budget allocation for regression with gradient information
• Simulation optimization for mro systems operations
• Efficient simulation budget allocation for subset selection using regression metamodels
• Efficient budget allocation strategies for elementary effects method in stochastic simulation
• Efficient simulation budget allocation for ranking the top \(m\) designs
• Optimal learning in linear regression with combinatorial feature selection
• 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
• An efficient simulation procedure for the expected opportunity cost using metamodels

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