Solving General Ranking and Selection Problems with Risk-aversion
Author:
Affiliation:
1. Tongji University,School of Economics & Management,Shanghai,China
2. IBISC, Univ Évry University of Paris-Saclay,Évry,France,91025
3. New Jersey Institute of Technology,Department of Electrical and Computer Engineering,Newark,NJ,USA,07102
Funder
National Natural Science Foundation of China
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10318842/10318843/10319048.pdf?arnumber=10319048
Reference17 articles.
1. Stochastic Simulation Optimization
2. Simulation budget allocation for simultaneously selecting the best and worst subsets
3. A lower bound for the correct subset-selection probability and its application to discrete-event system simulations
4. Approximately Optimal Computing Budget Allocation for Selection of the Best and Worst Designs
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