Simulation Budget Allocation for Selecting the Top-m Designs With Input Uncertainty

DOI10.1109/TAC.2018.2791425MaRDI QIDQ4682380zbMATH OpenOpenAlexFDO

Authors Hui Xiao, Siyang Gao

Publication date 18 September 2018

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

Full work available at URL https://doi.org/10.1109/tac.2018.2791425

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Management decision making, including multiple objectives (90B50) Decision theory (91B06) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Cited in

(17)

• Optimal computing budget allocation for the vector evaluated genetic algorithm in multi-objective simulation optimization
• Failure analysis of network nodes and edges in scale-free networks
• Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
• Ranking and selection for pairwise comparison
• Intermittent state estimation for nonlinear delay systems with redundant communication channels
• On the finite-sample statistical validity of adaptive fully sequential procedures
• An Efficient Budget Allocation Approach for Quantifying the Impact of Input Uncertainty in Stochastic Simulation
• Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data
• Computing budget allocation rules for multi-objective simulation models based on different measures of selection quality
• Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
• Marginal improvement procedures for top-\(m\) selection
• Bayesian optimisation vs. input uncertainty reduction
• Data-driven ranking and selection with simultaneous input data collection and simulation
• A budget-adaptive allocation rule for optimal computing budget allocation
• Ranking and selection with two-stage decision
• A simulation optimization approach for weight valuation in analytic hierarchy process
• Optimal computing budget allocation to select Pareto set under stochastic constraints

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