Myopic Allocation Policy With Asymptotically Optimal Sampling Rate

DOI10.1109/TAC.2016.2592378zbMath1366.90118OpenAlexW2500748105MaRDI QIDQ5280391

Yijie Peng, Michael C. Fu

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2016.2592378

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Management decision making, including multiple objectives (90B50) Statistical methods; economic indices and measures (91B82) Statistical ranking and selection procedures (62F07) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (9)

Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination ⋮ Ranking and selection for pairwise comparison ⋮ Sequential selection for accelerated life testing via approximate Bayesian inference ⋮ Asymptotic optimality of myopic ranking and selection procedures ⋮ Convergence rate analysis for optimal computing budget allocation algorithms ⋮ Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure ⋮ Complete expected improvement converges to an optimal budget allocation ⋮ The Local Time Method for Targeting and Selection ⋮ Efficient Sampling Allocation Procedures for Optimal Quantile Selection

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