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

best designconfidence probabilitydiscrete-event dynamic systemsordinal optimizationsimulationsubset selection probability

Mathematics Subject Classification ID

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

Recommendations

• Subset selection of best simulated systems
• Comparison of selection rules for ordinal optimization
• Efficient subset selection for the expected opportunity cost
• Using ordinal optimization approach to improve efficiency of selection procedures
• scientific article; zbMATH DE number 5974807

Cited in

(24)

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

This page was built for publication: A lower bound for the correct subset-selection probability and its application to discrete-event system simulations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4896799)