Optimal computing budget allocation under correlated sampling

Proceedings - Winter Simulation Conference

Volumn 1, Issue , 2004, Pages 595-603

  Fu, Michael C ^a   Hu, Jian Qiang ^b   Chen, Chun Hung ^c   Xiong, Xiaoping ^a  

^a UNIVERSITY OF MARYLAND   (United States)

^b BOSTON UNIVERSITY   (United States)

^c George Mason University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; OPTIMAL SYSTEMS; PROBLEM SOLVING; SAMPLING;

BUDGET ALLOCATION; CORRELATED SAMPLING; OPTIMAL ALLOCATION; OPTIMAL COMPUTING;

RESOURCE ALLOCATION;

EID: 17744377782     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. Chen, C.H., D. He, E. Yücesan. 2003. Better-than-optimal simulation runs allocation. In Proceedings of the 2003 Winter Simulation Conference, ed. P. J. Sanchez, S. Chick, D. Ferrin, and D. J. Morrice, 490-495. Piseat-away, New Jersey. Institute of Electrical and Electronics Engineers.
2. Chen, C.H., J. Lin, E. Yücesan, S.E. Chick. 2000. Simulation budget allocation for further enhancing the efficiency of ordinal optimization. Discrete Event Dynamic Systems: Theory and Applications 10: 251-270.
3. Chen, H.C., C.H. Chen, L. Dai, E. Yücesan. 1997. New development of optimal computing budget allocation for discrete event simulation. In Proceedings of the 1997 Winter Simulation Conference, ed. S. Andradóttir, K. J. Healy, D. H. Withers, and B. L. Nelson, 334-341. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
4. Fu, M.C., J.Q. Hu, C.H. Chen, X. Xiong. 2004. Simulation allocation for determining the best design in the presence of correlated sampling. INFORMS Journal on Computing, submitted.
5. Xiong, X. and M.C. Fu. 2004. Optimal computing budget allocation: rate of convergence and non-Gaussian results, in preparation.