Multi-objective ranking and selection: Optimal sampling laws and tractable approximations via SCORE
Author:
Affiliation:
1. School of Industrial Engineering, Purdue University, West Lafayette, IN, USA
2. Department of Statistics, Purdue University, West Lafayette, IN, USA
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Software
Link
https://www.tandfonline.com/doi/pdf/10.1080/17477778.2019.1633891
Reference32 articles.
1. Methods for System Selection Based on Sequential Mean–Variance Analysis
2. A Multiple Attribute Utility Theory Approach to Ranking and Selection
3. Sequential Sampling to Myopically Maximize the Expected Value of Information
4. Pareto Set Selection for Multiobjective Stochastic Simulation Model
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