Approximate simulation budget allocation for selecting the best design in the presence of stochastic constraints

IEEE Transactions on Automatic Control

Volumn 57, Issue 11, 2012, Pages 2940-2945

  Lee, Loo Hay ^a   Pujowidianto, Nugroho Artadi ^a   Li, Ling Wei ^b   Chen, Chun Hung ^c,d   Yap, Chee Meng ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b NATIONAL UNIVERSITY OF DEFENSE TECHNOLOGY   (China)

^c NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^d GEORGE MASON UNIVERSITY   (United States)

Author keywords

Constrained optimization; optimal computing budget allocation; ranking and selection; simulation

Indexed keywords

ALLOCATION RULE; APPROXIMATE SIMULATION; BUDGET ALLOCATION; CLOSED FORM; FEASIBLE DESIGN; NUMERICAL TESTING; OPTIMAL COMPUTING BUDGET ALLOCATION; RANKING AND SELECTION; SIMULATION; SIMULATION EFFICIENCY; STOCHASTIC CONSTRAINTS;

CONSTRAINED OPTIMIZATION; STOCHASTIC SYSTEMS;

BUDGET CONTROL;

EID: 84869158518     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2012.2195931     Document Type: Article

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