A lower bound for the correct subset-selection probability and its application to discrete-event system simulations

DOI10.1109/9.533692MaRDI QIDQ4896799zbMATH OpenOpenAlexFDO

Authors Chun-Hung Chen

Publication date 1996

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.533692

zbMATH Keywords

simulationordinal optimizationdiscrete-event dynamic systemsconfidence probabilitybest designsubset selection probability

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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(21)

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• Top-\(\kappa\) selection with pairwise comparisons
• Selecting a good stochastic system for the large number of alternatives
• An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization
• Variance estimation and ranking of target tracking position errors modeled using Gaussian mixture distributions
• A probabilistic solution-generator for simulation
• Ranking and selection for pairwise comparison
• Online optimization of replacement policies using learning automata
• Pareto set estimation with guaranteed probability of correct selection
• Characterization of demand for short life-cycle technology products
• Optimal budget allocation policy for tabu search in stochastic simulation optimization
• Two‐stage computing budget allocation approach for the response surface method
• Methods for system selection based on sequential mean-variance analysis
• A unified framework for stochastic optimization
• Ordinal optimization approach to rare event probability problems
• Fully sequential procedures for comparing constrained systems via simulation
• Simulation optimization: a review and exploration in the new era of cloud computing and big data
• Asymptotic optimality of myopic ranking and selection procedures
• A combined statistical selection procedure measured by the expected opportunity cost
• Selection procedures for simulations with multiple constraints under independent and correlated sampling
• On lattice event probabilities for Levin-Robbins-Leu subset selection procedures

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