Foundations of Ranking & Selection for Simulation Optimization

Author:

Nelson Barry L.

Publisher

Springer International Publishing

Reference38 articles.

1. Bechhofer, R., Santner, T., Goldsman, D.: Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons. Wiley, New York (1995)

2. Chen, C.H., Chick, S.E., Lee, L.H., Pujowidianto, N.A.: Ranking and selection: efficient simulation budget allocation. In: Fu, M. (ed.) Handbook of Simulation Optimization, pp. 45–80. Springer (2015)

3. Chen, C.H., Lee, L.H.: Stochastic Simulation Optimization: An Optimal Computing Budget Allocation. World Scientific, Singapore (2011)

4. Chen, E.J.: Using parallel and distributed computing to increase the capability of selection procedures. In: Proceedings of the 2005 Winter Simulation Conference, pp. 723–731. IEEE (2005)

5. Chen, Y., Ryzhov, I.O.: Complete expected improvement converges to an optimal budget allocation. Adv. Appl. Probab. 51(1), 209–235 (2019)

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