Selecting the Best Simulated Design With the Expected Opportunity Cost Bound

DOI10.1109/TAC.2015.2398888MaRDI QIDQ2982567zbMATH OpenOpenAlexFDO

Authors Siyang Gao, Shi, Leyuan

Publication date 16 May 2017

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

Full work available at URL https://doi.org/10.1109/tac.2015.2398888

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Sequential statistical design (62L05)

Cited in

(7)

• Simulation budget allocation for simultaneously selecting the best and worst subsets
• An efficient simulation procedure for ranking the top simulated designs in the presence of stochastic constraints
• Efficient simulation budget allocation for subset selection using regression metamodels
• Robust ranking and selection with optimal computing budget allocation
• A new budget allocation framework for the expected opportunity cost
• Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
• Efficient subset selection for the expected opportunity cost

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