A New Budget Allocation Framework for the Expected Opportunity Cost-Reference-Cited by-同舟云学术

A New Budget Allocation Framework for the Expected Opportunity Cost

Published:2017-06 Issue:3 Volume:65 Page:787-803
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Gao Siyang¹,Chen Weiwei²,Shi Leyuan³

Affiliation:

1. Department of Systems Engineering and Engineering Management, City University of Hong Kong, Hong Kong

2. Department of Supply Chain Management, Rutgers University, Newark, New Jersey 07102

3. Department of Industrial and Systems Engineering, University of Wisconsin–Madison, Madison, Wisconsin 53706; and Department of Industrial Engineering and Management, Peking University, Beijing 100087, China

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Link

https://pubsonline.informs.org/doi/pdf/10.1287/opre.2016.1581

Reference34 articles.

1. Convex Optimization

2. Selecting a Selection Procedure

3. Stochastic Simulation Optimization

4. Optimal computing budget allocation for Monte Carlo simulation with application to product design

5. Efficient Simulation Budget Allocation for Selecting an Optimal Subset

Cited by 52 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Marginal improvement procedures for top-m selection;Automatica;2024-12

2. Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems;Automatica;2024-11

3. Optimal Computing Budget Allocation for Data-Driven Ranking and Selection;INFORMS Journal on Optimization;2024-09-04

4. The (Surprising) Sample Optimality of Greedy Procedures for Large-Scale Ranking and Selection;Management Science;2024-05-07

5. A Contextual Ranking and Selection Method for Personalized Medicine;Manufacturing & Service Operations Management;2024-01