Computing budget allocation rules for multi-objective simulation models based on different measures of selection quality

DOI10.1016/J.AUTOMATICA.2010.08.004MaRDI QIDQ624935zbMATHOpenAlexFDO

Authors Loo Hay Lee, Ek Peng Chew, Suyan Teng

Publication date 11 February 2011

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2010.08.004

zbMATH Keywords

multi-objectiveallocation rulesLagrange relaxationcomputing budget allocationmeasure of selection quality

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Bayesian problems; characterization of Bayes procedures (62C10)

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Cites work

• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• A multiple attribute utility theory approach to ranking and selection
• Computing efforts allocation for ordinal optimization and discrete event simulation
• Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey
• Selecting a selection procedure
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization

Cited in

(7)

• Optimal computing budget allocation for regression with gradient information
• Simulation budget allocation for simultaneously selecting the best and worst subsets
• Integration of indifference-zone with multi-objective computing budget allocation
• Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
• Optimal computing budget allocation for the vector evaluated genetic algorithm in multi-objective simulation optimization
• Asymptotic optimality of myopic ranking and selection procedures
• A general framework on the simulation-based optimization under fixed computing budget

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