Simulation optimization using the cross-entropy method with optimal computing budget allocation
DOI10.1145/1667072.1667076zbMATH Open1386.65163OpenAlexW2078133463MaRDI QIDQ4635144FDOQ4635144
Authors: Donghai He, Loo Hay Lee, Chun-Hung Chen, Michael C. Fu, Segev Wasserkrug 
Publication date: 16 April 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/235955/-1/01.pdf
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Cited In (16)
- 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
- Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment
- Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
- MO\(^{2}\)TOS: multi-fidelity optimization with ordinal transformation and optimal sampling
- Computing efforts allocation for ordinal optimization and discrete event simulation
- An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization
- Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
- Efficient solution of many instances of a simulation-based optimization problem utilizing a partition of the decision space
- Efficient hybrid Bayesian optimization algorithm with adaptive expected improvement acquisition function
- Optimal computing budget allocation for regression with gradient information
- Increasing the efficiency in integer simulation optimization: reducing the search space through data envelopment analysis and orthogonal arrays
- A new approach to reducing search space and increasing efficiency in simulation optimization problems via the fuzzy-DEA-BCC
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
- Gradient-based adaptive stochastic search for simulation optimization over continuous space
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