On the finite-sample statistical validity of adaptive fully sequential procedures

DOI10.1016/J.EJOR.2022.11.038MaRDI QIDQ6106982zbMATH OpenOpenAlexFDO

Authors Zhenxia Cheng, Jun Luo, Ruijing Wu

Publication date 3 July 2023

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2022.11.038

zbMATH Keywords

adaptive sampling rulefinite-sample statistical guaranteefully sequential procedureranking and selectionsimulation

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Recommendations

• On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation
• Combined variance reduction techniques in fully sequential selection procedures
• Selecting a selection procedure
• Fully sequential indifference‐zone selection procedures with variance‐dependent sampling
• Considering sample means in Rinott's procedure with a Bayesian approach

Cites work

• A fully sequential procedure for indifference-zone selection in simulation
• A new budget allocation framework for the expected opportunity cost
• A quantile-based approach to system selection
• A Sequential Procedure for Selecting the Population with the Largest Mean from k Normal Populations
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure
• Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
• Asymptotic efficiency analysis on the modified Paulson's procedure with a PAC guarantee
• Complete expected improvement converges to an optimal budget allocation
• Efficient Dynamic Simulation Allocation in Ordinal Optimization
• Efficient Sampling Allocation Procedures for Optimal Quantile Selection
• Fully sequential indifference‐zone selection procedures with variance‐dependent sampling
• Indifference-Zone-Free Selection of the Best
• Note on Anderson's sequential procedures with triangular boundary
• On two-stage selection procedures and related probability-inequalities
• Ranking and Selection as Stochastic Control
• Robust ranking and selection with optimal computing budget allocation
• Selecting the best alternative based on its quantile
• Self-adjusting the tolerance level in a fully sequential feasibility check procedure
• Sequential Tests Involving Two Populations
• Simple Bayesian algorithms for best-arm identification
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• Simulation Budget Allocation for Selecting the Top-m Designs With Input Uncertainty
• Stochastically Constrained Ranking and Selection via SCORE
• The first-passage density of a continuous gaussian process to a general boundary
• Tractable sampling strategies for ordinal optimization

Cited in

(8)

• Asymptotic efficiency analysis on the modified Paulson's procedure with a PAC guarantee
• Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
• Efficient simulation budget allocation for contextual ranking and selection with quadratic models
• Blackbox simulation optimization
• Adaptive sequential selection procedures for optimal quantile with control variates
• A budget-adaptive allocation rule for optimal computing budget allocation
• Probabilistic branch and bound considering stochastic constraints
• Chance-constrained selection of the best: an indifference-zone-free procedure

This page was built for publication: On the finite-sample statistical validity of adaptive fully sequential procedures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6106982)