A Framework for Selecting a Selection Procedure

DOI10.1145/2331140.2331144zbMATH Open1386.65033OpenAlexW2007492057MaRDI QIDQ4635196FDOQ4635196

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

Recommendations

• Selecting a selection procedure
• An algorithm for a selection procedure
• A methodology for methodology choice
• A review of robustness of selection procedures
• Sequential selection procedures. A decision theoretic approach
• An approach to prior selection
• An optimal sequential selection procedure

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)

Cited In (16)

• An efficient simulation procedure for the expected opportunity cost using metamodels
• Title not available (Why is that?)
• The local time method for targeting and selection
• SCORE allocations for bi-objective ranking and selection
• Fixed-confidence, fixed-tolerance guarantees for ranking-and-selection procedures
• Title not available (Why is that?)
• Predicting the simulation budget in ranking and selection procedures
• Ranking and selection: a new sequential Bayesian procedure for use with common random numbers
• Asymptotic optimality of myopic ranking and selection procedures
• Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey
• Robust ranking and selection with optimal computing budget allocation
• Merging the ranking and selection into Itô algorithm for simulation optimization
• Reusing search data in ranking and selection. What could possibly go wrong?
• A multiple attribute utility theory approach to ranking and selection
• A fully sequential elimination procedure for indifference-zone ranking and selection with tight bounds on probability of correct selection
• Ranking and selection for multiple performance measures using incomplete preference information

This page was built for publication: A Framework for Selecting a Selection Procedure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4635196)