A new budget allocation framework for the expected opportunity cost
From MaRDI portal
Publication:4604909
DOI10.1287/OPRE.2016.1581zbMATH Open1407.91142OpenAlexW2601522716MaRDI QIDQ4604909FDOQ4604909
Authors: Siyang Gao, Weiwei Chen, Shi, Leyuan 
Publication date: 6 March 2018
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2016.1581
Recommendations
- An efficient simulation procedure for the expected opportunity cost using metamodels
- Efficient subset selection for the expected opportunity cost
- Efficient simulation budget allocation for ranking the top \(m\) designs
- A general framework on the simulation-based optimization under fixed computing budget
- Simulation budget allocation for simultaneously selecting the best and worst subsets
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- The implicit function theorem. History, theory, and applications
- Minimax and applications
- Selecting a selection procedure
- On two-stage selection procedures and related probability-inequalities
- Title not available (Why is that?)
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- A fully sequential procedure for indifference-zone selection in simulation
- Title not available (Why is that?)
- Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
- A procedure for selecting a subset of size m containing the l best of k independent normal populations, with applications to simulation
- Ordinal Optimization
- Efficient Feasibility Determination With Multiple Performance Measure Constraints
- Stochastically Constrained Ranking and Selection via SCORE
- Selecting the Best Simulated Design With the Expected Opportunity Cost Bound
- Selection Procedures with Frequentist Expected Opportunity Cost Bounds
- Efficient subset selection for the expected opportunity cost
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
Cited In (15)
- Cost Allocation and Opportunity Costs
- Optimal computing budget allocation for the vector evaluated genetic algorithm in multi-objective simulation optimization
- Efficient estimation of a risk measure requiring two-stage simulation optimization
- An efficient simulation procedure for the expected opportunity cost using metamodels
- The local time method for targeting and selection
- Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
- Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
- Asymptotic optimality of myopic ranking and selection procedures
- Marginal improvement procedures for top-\(m\) selection
- Optimal computing budget allocation for regression with gradient information
- Efficient simulation budget allocation for subset selection using regression metamodels
- A general framework on the simulation-based optimization under fixed computing budget
- Convergence rate analysis for optimal computing budget allocation algorithms
- On the finite-sample statistical validity of adaptive fully sequential procedures
- Ranking and selection for pairwise comparison
This page was built for publication: A new budget allocation framework for the expected opportunity cost
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4604909)
