A Framework for Selecting a Selection Procedure

DOI10.1145/2331140.2331144MaRDI QIDQ4635196zbMATH OpenOpenAlexFDO

Authors Rolf Waeber, Peter I. Frazier, Shane G. Henderson

Publication date 16 April 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2331140.2331144

zbMATH Keywords

Bayesiandecision theoryranking and selectionconvex risk measuresrobustness analysisindifference zoneacceptable procedures

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(16)

• Merging the ranking and selection into Itô algorithm for simulation optimization
• The local time method for targeting and selection
• Robust ranking and selection with optimal computing budget allocation
• Predicting the simulation budget in ranking and selection procedures
• Ranking and selection: a new sequential Bayesian procedure for use with common random numbers
• SCORE allocations for bi-objective ranking and selection
• Fixed-confidence, fixed-tolerance guarantees for ranking-and-selection procedures
• Reusing search data in ranking and selection. What could possibly go wrong?
• scientific article; zbMATH DE number 2014744 (Why is no real title available?)
• A multiple attribute utility theory approach to ranking and selection
• scientific article; zbMATH DE number 176355 (Why is no real title available?)
• A fully sequential elimination procedure for indifference-zone ranking and selection with tight bounds on probability of correct selection
• Asymptotic optimality of myopic ranking and selection procedures
• An efficient simulation procedure for the expected opportunity cost using metamodels
• Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey
• Ranking and selection for multiple performance measures using incomplete preference information

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