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Volumn 60, Issue 10, 2015, Pages 2785-2790

Selecting the best simulated design with the expected opportunity cost bound

Author keywords

Opportunity cost; ranking and selection; sequential procedure; simulation optimization

Indexed keywords

COSTS;

EID: 84937848134     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2015.2398888     Document Type: Article
Times cited : (23)

References (16)
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    • Branke, J.1    Chick, S.E.2    Schmidt, C.3
  • 4
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    • (1975) Sankhya , vol.37 , pp. 28-78
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  • 5
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    • Y. Rinott, "On two-stage selection procedures and related probability inequalities," Comm. Statist., vol. A7, no. 8, pp. 799-811, 1978.
    • (1978) Comm. Statist. , vol.7 , Issue.8 , pp. 799-811
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  • 6
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    • Afully sequential procedure for indifferencezone selection in simulation
    • S. H. Kim and B. L. Nelson, "Afully sequential procedure for indifferencezone selection in simulation," ACM Trans. Modeling Comput. Simul., vol. 11, no. 3, pp. 251-273, 2001.
    • (2001) ACM Trans. Modeling Comput. Simul. , vol.11 , Issue.3 , pp. 251-273
    • Kim, S.H.1    Nelson, B.L.2
  • 7
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    • Simple procedures for selecting the best simulated system when the number of alternatives is large
    • B. L. Nelson, J. Swann, D. Goldsman, and W. Song, "Simple procedures for selecting the best simulated system when the number of alternatives is large," Oper. Res., vol. 49, no. 6, pp. 950-963, 2001.
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  • 8
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    • Simulation budget allocation for further enhancing the efficiency of ordinal optimization
    • C. H. Chen, J. Lin, E. Yücesan, and S. E. Chick, "Simulation budget allocation for further enhancing the efficiency of ordinal optimization," Discrete Event Dynam. Syst., vol. 10, pp. 251-270, 2000.
    • (2000) Discrete Event Dynam. Syst. , vol.10 , pp. 251-270
    • Chen, C.H.1    Lin, J.2    Yücesan, E.3    Chick, S.E.4
  • 9
    • 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 J. Comput., vol. 20, no. 4, pp. 579-595, 2008.
    • (2008) Informs J. Comput. , vol.20 , Issue.4 , pp. 579-595
    • Chen, C.H.1    He, D.2    Fu, M.3    Lee, L.H.4
  • 11
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    • New two-stage and sequential procedures for selecting the best simulated system
    • S. E. Chick and K. Inoue, "New two-stage and sequential procedures for selecting the best simulated system," Oper. Res., vol. 49, no. 5, pp. 732-743, 2001.
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  • 12
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    • New procedures for identifying the best simulated system using common random numbers
    • S. E. Chick and K. Inoue, "New procedures for identifying the best simulated system using common random numbers," Manag. Sci., vol. 47, no. 8, pp. 1133-1149, 2001.
    • (2001) Manag. Sci. , vol.47 , Issue.8 , pp. 1133-1149
    • Chick, S.E.1    Inoue, K.2
  • 13
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    • Opportunity cost and OCBAselection procedures in ordinal optimization for a fixed number of alternative systems
    • D. He, S. E. Chick, and C. H. Chen, "Opportunity cost andOCBAselection procedures in ordinal optimization for a fixed number of alternative systems," IEEETrans. Syst.,Man, Cybern.C, vol. 37, no. 5, pp. 951-961, 2007.
    • (2007) IEEETrans. Syst., Man, Cybern.C , vol.37 , Issue.5 , pp. 951-961
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  • 14
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    • Selection procedures with frequentist expected opportunity cost bounds
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    • (2005) Oper. Res. , vol.53 , Issue.5 , pp. 867-878
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  • 15
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    • (2003) Proc. 2003Winter Simulation Conf. , pp. 465-473
    • Chick, S.E.1
  • 16
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    • An alternative simulation budget allocation scheme for efficient simulation
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.