메뉴 건너뛰기




Volumn , Issue , 2011, Pages 920-925

Efficient computing budget allocation for simulation-based policy improvement

Author keywords

Discrete event dynamic system; optimal computing budget allocation; simulation based policy improvement

Indexed keywords

ALLOCATION PROBLEMS; COMPUTING BUDGET; DISCRETE EVENT DYNAMIC SYSTEMS; GENERAL SITUATION; HIGH PROBABILITY; LOWER BOUNDS; NUMERICAL EXAMPLE; NUMERICAL RESULTS; OPTIMAL COMPUTING BUDGET ALLOCATION; PERFORMANCE EVALUATION; PHYSICAL LAWS; POLICY OPTIMIZATION; SIMULATION-BASED; SIMULATION-BASED OPTIMIZATIONS;

EID: 80051989557     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (1)

References (32)
  • 11
    • 0000439891 scopus 로고
    • On the convergence of stochastic iterative dynamic programming algorithms
    • T. Jaakola, M. Jordan, and S. P. Singh, "On the convergence of stochastic iterative dynamic programming algorithms," Neural Computation, vol. 6, pp. 1185-1201, 1994.
    • (1994) Neural Computation , vol.6 , pp. 1185-1201
    • Jaakola, T.1    Jordan, M.2    Singh, S.P.3
  • 12
    • 0028497630 scopus 로고
    • Asynchronous stochastic approximation and qlearning
    • J. N. Tsitsiklis, "Asynchronous stochastic approximation and qlearning," Machine Learning, vol. 16, pp. 185-202, 1994.
    • (1994) Machine Learning , vol.16 , pp. 185-202
    • Tsitsiklis, J.N.1
  • 13
    • 0032075427 scopus 로고    scopus 로고
    • Asynchronous stochastic approximations
    • V. S. Borkar, "Asynchronous stochastic approximations," SIAM Journal on Control and Optimization, vol. 36, no. 3, pp. 840-851, 1998. (Pubitemid 128493576)
    • (1998) SIAM Journal on Control and Optimization , vol.36 , Issue.3 , pp. 840-851
    • Borkar, V.S.1
  • 14
    • 0033876515 scopus 로고    scopus 로고
    • O.D.E. method for convergence of stochastic approximation and reinforcement learning
    • V. S. Borkar and S. P. Meyn, "The ode method for convergence of stochastic approximation and reinforcement learning," SIAM Journal on Control and Optimization, vol. 38, no. 2, pp. 447-469, 2000. (Pubitemid 30594546)
    • (2000) SIAM Journal on Control and Optimization , vol.38 , Issue.2 , pp. 447-469
    • Borkar, V.S.1    Meyn, S.P.2
  • 15
    • 0029752470 scopus 로고    scopus 로고
    • Feature-based methods for large scale dynamic programming
    • J. N. Tsitsiklis and B. van Roy, "Feature-based methods for large-scale dynamic programming," Machine Learning, vol. 22, pp. 59-94, 1996. (Pubitemid 126724363)
    • (1996) Machine Learning , vol.22 , Issue.1-3 , pp. 59-94
    • Tsitsiklis, J.N.1    Van Roy, B.2
  • 16
    • 0002426110 scopus 로고
    • A single-sample multiple decision procedure for ranking means of normal populations with known variances
    • R. E. Bechhofer, "A single-sample multiple decision procedure for ranking means of normal populations with known variances," Annals of Mathematical Statistics, vol. 25, pp. 16-39, 1954.
    • (1954) Annals of Mathematical Statistics , vol.25 , pp. 16-39
    • Bechhofer, R.E.1
  • 17
    • 0003771532 scopus 로고
    • Ph.D. dissertation, Institute of Statistics, University of North Carolina, Chapel Hill, NC
    • S. S. Gupta, "On a decision rule for a problem in ranking means," Ph.D. dissertation, Institute of Statistics, University of North Carolina, Chapel Hill, NC, 1956.
    • (1956) On A Decision Rule for A Problem in Ranking Means
    • Gupta, S.S.1
  • 18
    • 0001186451 scopus 로고
    • On some multiple decision (ranking and selection) rules
    • -, "On some multiple decision (ranking and selection) rules," Technometrics, vol. 7, pp. 225-245, 1965.
    • (1965) Technometrics , vol.7 , pp. 225-245
    • Gupta, S.S.1
  • 20
    • 0346271770 scopus 로고    scopus 로고
    • Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: A survey
    • J. R. Swisher, S. H. Jacobson, and E. Yücesan, "Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: A survey," ACM Transactions on Modeling and Computer Simulation, vol. 13, pp. 134-154, 2003.
    • (2003) ACM Transactions on Modeling and Computer Simulation , vol.13 , pp. 134-154
    • Swisher, J.R.1    Jacobson, S.H.2    Yücesan, E.3
  • 21
    • 1642437893 scopus 로고    scopus 로고
    • Selecting the best system: Theory and methods
    • S. Chick, P. J. Sánchez, D. Ferrin, and D. J. Morrice, Eds., Piscataway, New Jersey
    • S.-H. Kim and B. L. Nelson, "Selecting the best system: Theory and methods," in Proceedings of the 2003 Winter Simulation Conference, S. Chick, P. J. Sánchez, D. Ferrin, and D. J. Morrice, Eds., Piscataway, New Jersey, 2003, pp. 101-112.
    • (2003) Proceedings of the 2003 Winter Simulation Conference , pp. 101-112
    • Kim, S.-H.1    Nelson, B.L.2
  • 23
    • 0032254699 scopus 로고    scopus 로고
    • Comparison of bayesian and frequentist assessment of uncertainty for selecting the best system
    • D. J. Medeiros, E. F. Watson, J. S. Carson, and M. S. Manivannan, Eds. Piscataway, NJ: IEEE
    • K. Inoue and S. E. Chick, "Comparison of bayesian and frequentist assessment of uncertainty for selecting the best system," in Proceedings of the 1998 Winter Simulation Conference, D. J. Medeiros, E. F. Watson, J. S. Carson, and M. S. Manivannan, Eds. Piscataway, NJ: IEEE, 1998, pp. 727-734.
    • (1998) Proceedings of the 1998 Winter Simulation Conference , pp. 727-734
    • Inoue, K.1    Chick, S.E.2
  • 24
    • 61349118110 scopus 로고    scopus 로고
    • Efficient simulation budget allocation for selecting an optimal subset
    • C.-H. Chen, D. He, M. Fu, and L. H. Lee, "Efficient simulation budget allocation for selecting an optimal subset," INFORMS Journal on Computing, vol. 20, no. 4, pp. 579-595, 2008.
    • (2008) INFORMS Journal on Computing , vol.20 , Issue.4 , pp. 579-595
    • Chen, C.-H.1    He, D.2    Fu, M.3    Lee, L.H.4
  • 25
    • 77951575534 scopus 로고    scopus 로고
    • Optimal computing budget allocation for constrained optimization
    • M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls, Eds.
    • N. A. Pujowidianto, L. H. Lee, C.-H. Chen, and C. M. Yap, "Optimal computing budget allocation for constrained optimization," in Proceedings of the 2009 Winter Simulation Conference, M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls, Eds., 2009, pp. 584-589.
    • (2009) Proceedings of the 2009 Winter Simulation Conference , pp. 584-589
    • Pujowidianto, N.A.1    Lee, L.H.2    Chen, C.-H.3    Yap, C.M.4
  • 26
    • 17744368519 scopus 로고    scopus 로고
    • Optimal computing budget allocation for multi-objective simulation models
    • R. G. Ingalls, M. D. Rosetti, J. S. Smith, and B. A. Peters, Eds. Piscataway, NJ: Institute of Electrical and Electronics Engineers, Inc.
    • L. H. Lee, E. P. Chew, S. Teng, and D. Goldsman, "Optimal computing budget allocation for multi-objective simulation models," in Proceedings of the 2004 Winter Simulation Conference, R. G. Ingalls, M. D. Rosetti, J. S. Smith, and B. A. Peters, Eds. Piscataway, NJ: Institute of Electrical and Electronics Engineers, Inc., 2004, pp. 586-594.
    • (2004) Proceedings of the 2004 Winter Simulation Conference , pp. 586-594
    • Lee, L.H.1    Chew, E.P.2    Teng, S.3    Goldsman, D.4
  • 27
    • 38549144446 scopus 로고    scopus 로고
    • Simulation allocation for determining the best design in the presence of correlated sampling
    • M. C. Fu, J. H. Hu, C. H. Chen, and X. Xiong, "Simulation allocation for determining the best design in the presence of correlated sampling," INFORMS Journal on Computing, vol. 19, no. 1, pp. 101-111, 2007.
    • (2007) INFORMS Journal on Computing , vol.19 , Issue.1 , pp. 101-111
    • Fu, M.C.1    Hu, J.H.2    Chen, C.H.3    Xiong, X.4
  • 28
    • 79951652689 scopus 로고    scopus 로고
    • Efficient simulation budget allocation for selecting the best set of simplest good enough designs
    • B. Johansson, S. Jain, J. Montoya-Torres, J. Hugan, and E. Yücesan, Eds.
    • S. Yan, E. Zhou, and C.-H. Chen, "Efficient simulation budget allocation for selecting the best set of simplest good enough designs," in Proceedings of the 2010 Winter Simulation Conference, B. Johansson, S. Jain, J. Montoya-Torres, J. Hugan, and E. Yücesan, Eds., 2010.
    • (2010) Proceedings of the 2010 Winter Simulation Conference
    • Yan, S.1    Zhou, E.2    Chen, C.-H.3
  • 30
    • 0344672463 scopus 로고    scopus 로고
    • Rollout algorithms for stochastic scheduling problems
    • D. P. Bertsekas and D. A. Castanon, "Rollout algorithms for stochastic scheduling problems," Journal of Heuristics, vol. 5, pp. 89-108, 1999.
    • (1999) Journal of Heuristics , vol.5 , pp. 89-108
    • Bertsekas, D.P.1    Castanon, D.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.