Stochastic Simulation Optimization with Optimal Computing Budget Allocation

Author:

Pedrielli Giulia,Lee Loo Hay,Chen Chun-Hung

Publisher

Springer International Publishing

Reference94 articles.

1. Alban A, Chick SE, Zoumpoulis SI (2021) Expected value of information methods for contextual ranking and selection: clinical trials and simulation optimization. In: Proceedings of the 2021 winter simulation conference. In Press

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3. Applegate EA, Feldman G, Hunter SR, Pasupathy R (2020) Multi-objective ranking and selection: optimal sampling laws and tractable approximations via SCORE. J Simul 14(1):21–40

4. Baluja S (1994) Population-based incremental learning. A method for integrating genetic search based function optimization and competitive learning. Carnegie-Mellon University, Department of Computer Science, Pittsburgh

5. Banks J, Carson JS II, Barry L (2005) Discrete-event system simulation, 4th edn. Pearson Prentice, Hoboken, New Jersey

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