Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination

DOI10.1287/IJOC.2020.1057MaRDI QIDQ5084669zbMATH OpenOpenAlexFDO

Authors Zhongshun Shi, Yijie Peng, Shi, Leyuan, Chun-Hung Chen, Michael C. Fu

Publication date 28 June 2022

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2020.1057

zbMATH Keywords

asymptotic optimalityfeasibility determinationdynamic samplingfinite simulation budget

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites work

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Cited in

(4)

• Sampling on successive occasions to re-estimate future asset management expenditure
• An Efficient Budget Allocation Approach for Quantifying the Impact of Input Uncertainty in Stochastic Simulation
• Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
• Stochastic Control Framework for Determining Feasible Alternatives in Sampling Allocation

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