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

DOI10.1016/J.AUTOMATICA.2010.08.004MaRDI QIDQ624935zbMATH OpenOpenAlexFDO

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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