Efficient dynamic simulation allocation in ordinal optimization

IEEE Transactions on Automatic Control

Volumn 51, Issue 12, 2006, Pages 2005-2009

  Chen, Chun Hung ^a,b   He, Donghai ^b   Fu, Michael ^c  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b George Mason University   (United States)

^c UNIVERSITY OF MARYLAND   (United States)

Author keywords

Ordinal optimization; Stochastic optimization; Stochastic simulation

Indexed keywords

COMPUTER SIMULATION; RANDOM PROCESSES; SAMPLING; STOCHASTIC PROGRAMMING;

DYNAMIC SIMULATION ALLOCATION; OPTIMAL COMPUTING BUDGET ALLOCATION; ORDINAL OPTIMIZATION;

OPTIMIZATION;

EID: 33845807891     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2006.884993     Document Type: Article

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