Stochastically Constrained Ranking and Selection via SCORE
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Publication:5270725
DOI10.1145/2630066zbMath1371.65059OpenAlexW2033413738MaRDI QIDQ5270725
Loo Hay Lee, Nugroho Artadi Pujowidianto, Chun-Hung Chen, Susan R. Hunter, Raghu Pasupathy
Publication date: 30 June 2017
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/2630066
algorithmrankingnumerical examplesselectionbi-level optimizationMonte Carlo estimatorsconstrained simulation optimization
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15)
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Uses Software
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- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
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- Finding feasible systems in the presence of constraints on multiple performance measures
- Efficient Dynamic Simulation Allocation in Ordinal Optimization
- Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
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