Efficient Dynamic Simulation Allocation in Ordinal Optimization
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Publication:5282004
DOI10.1109/TAC.2006.884993zbMATH Open1366.90145MaRDI QIDQ5282004FDOQ5282004
Michael C. Fu, Donghai He, Chun-Hung Chen
Publication date: 27 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Applications of mathematical programming (90C90) Dynamic programming (90C39) Stochastic programming (90C15)
Cited In (16)
- Optimal budget allocation policy for tabu search in stochastic simulation optimization
- Finite-Time Analysis for the Knowledge-Gradient Policy
- Multi-objective ordinal optimization for simulation optimization problems
- Stochastically Constrained Ranking and Selection via SCORE
- Dynamic Sampling Allocation and Design Selection
- Combined Global and Local Search for Optimization with Gaussian Process Models
- The equivalence between ordinal optimization in deterministic complex problems and in stochastic simulation problems
- Simultaneous location and vehicle fleet sizing of relief goods distribution centers and vehicle routing for post-disaster logistics
- Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
- Marginal improvement procedures for top-\(m\) selection
- Simulation optimization for stochastic casualty collection point location and resource allocation problem in a mass casualty incident
- Efficient Sampling Allocation Procedures for Optimal Quantile Selection
- Stochastic Simulation Optimization for Route Selection Strategy Based on Flight Delay Cost
- On the finite-sample statistical validity of adaptive fully sequential procedures
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Discrete conditional-expectation-based simulation optimization: methodology and applications
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