Optimal Computing Budget Allocation to Select the Nondominated Systems—A Large Deviations Perspective
暂无分享,去创建一个
Loo Hay Lee | Ek Peng Chew | Giulia Pedrielli | Juxin Li | Weizhi Liu | L. Lee | G. Pedrielli | E. P. Chew | Juxin Li | Weizhi Liu | Giulia Pedrielli
[1] Chun-Hung Chen,et al. Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization , 2000, Discret. Event Dyn. Syst..
[2] Stephen E. Chick,et al. New Two-Stage and Sequential Procedures for Selecting the Best Simulated System , 2001, Oper. Res..
[3] Peter W. Glynn,et al. A large deviations perspective on ordinal optimization , 2004, Proceedings of the 2004 Winter Simulation Conference, 2004..
[4] Lee W. Schruben,et al. A survey of recent advances in discrete input parameter discrete-event simulation optimization , 2004 .
[5] Barry L. Nelson,et al. Discrete Optimization via Simulation Using COMPASS , 2006, Oper. Res..
[6] Barry L. Nelson,et al. Recent advances in ranking and selection , 2007, 2007 Winter Simulation Conference.
[7] Jürgen Branke,et al. Selecting a Selection Procedure , 2007, Manag. Sci..
[8] Enver Yücesan,et al. A new perspective on feasibility determination , 2008, 2008 Winter Simulation Conference.
[9] L. Lee,et al. Finding the non-dominated Pareto set for multi-objective simulation models , 2010 .
[10] Loo Hay Lee,et al. Integration of indifference-zone with multi-objective computing budget allocation , 2010, Eur. J. Oper. Res..
[11] S. Andradóttir,et al. Fully sequential procedures for comparing constrained systems via simulation , 2010 .
[12] Chun-Hung Chen,et al. A Review of Optimal Computing Budget Allocation Algorithms for Simulation Optimization Problem , 2010 .
[13] Peter I. Frazier,et al. Guessing preferences: A new approach to multi-attribute ranking and selection , 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).
[14] Loo Hay Lee,et al. Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints , 2012, IEEE Transactions on Automatic Control.
[15] Peter I. Frazier,et al. Optimization via simulation with Bayesian statistics and dynamic programming , 2012, WSC.
[16] Susan R. Hunter,et al. Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets , 2013, INFORMS J. Comput..
[17] Peter I. Frazier,et al. A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection , 2014, Oper. Res..
[18] Huashuai Qu,et al. Simulation optimization: A tutorial overview and recent developments in gradient-based methods , 2014, Proceedings of the Winter Simulation Conference 2014.
[19] Sigrún Andradóttir,et al. Selection Procedures for Simulations with Multiple Constraints under Independent and Correlated Sampling , 2014, TOMC.
[20] Hui Xiao,et al. Optimal Computing Budget Allocation for Complete Ranking , 2014, IEEE Transactions on Automation Science and Engineering.
[21] Ken R. Duffy,et al. Estimating large deviation rate functions , 2015, 1511.02295.
[22] P. Glynn,et al. Ordinal optimization - empirical large deviations rate estimators, and stochastic multi-armed bandits , 2015 .
[23] C. M. Rohwer,et al. Convergence of large-deviation estimators. , 2014, Physical review. E, Statistical, nonlinear, and soft matter physics.
[24] Guy Feldman,et al. Optimal sampling laws for bi-objective simulation optimization on finite sets , 2015, 2015 Winter Simulation Conference (WSC).
[25] Barry L. Nelson,et al. Discrete Optimization via Simulation , 2015 .
[26] L. Lee,et al. MO-COMPASS: a fast convergent search algorithm for multi-objective discrete optimization via simulation , 2015 .
[27] Loo Hay Lee,et al. Ranking and Selection: Efficient Simulation Budget Allocation , 2015 .
[28] Celso Leandro Palma. MULTI-OBJECTIVE SIMULATION OPTIMIZATION ON FINITE SETS: OPTIMAL ALLOCATION VIA SCALARIZATION , 2016 .
[29] Weiwei Chen,et al. Efficient Feasibility Determination With Multiple Performance Measure Constraints , 2017, IEEE Transactions on Automatic Control.
[30] Guy Feldman,et al. SCORE Allocations for Bi-objective Ranking and Selection , 2018, ACM Trans. Model. Comput. Simul..