Efficient simulation budget allocation with regression

IIE Transactions (Institute of Industrial Engineers)

Volumn 45, Issue 3, 2013, Pages 291-308

  Brantley, Mark W ^a   Lee, Loo Hay ^b   Chen, Chun Hung ^a,c   Chen, Argon ^c  

^a Krasnow Institute for Advanced Study   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^c NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Optimal computing budget allocation; Optimization using regression; Simulation optimization; Stochastic optimization; Stochastic simulation

Indexed keywords

NUMERICAL EXPERIMENTS; OPTIMAL COMPUTING BUDGET ALLOCATION; PROBABILITY OF CORRECT SELECTIONS; REGRESSION METAMODELS; SIMULATION EFFICIENCY; SIMULATION OPTIMIZATION; STOCHASTIC OPTIMIZATIONS; STOCHASTIC SIMULATIONS;

BUDGET CONTROL; DESIGN; DESIGN OF EXPERIMENTS; EFFICIENCY; NUMERICAL METHODS; STOCHASTIC MODELS;

OPTIMIZATION;

EID: 84877791988     PISSN: 0740817X     EISSN: 15458830     Source Type: Journal    
DOI: 10.1080/0740817X.2012.712238     Document Type: Article

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