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New developments in ranking and selection: An empirical comparison of the three main approaches




Published: 2005 Dezember
Herausgeber: M.E. Kuhl et al.
Buchtitel: Winter Simulation Conference
Seiten: 708-717
Verlag: IEEE
Referierte Veröffentlichung
BibTeX

Kurzfassung
Selection procedures are used in many applications to select the best of a finite set of alternatives, as in discrete optimization with simulation. There are a wide variety of procedures, which begs the question of which selection procedure to select. This paper (a) summarizes the main structural approaches to deriving selection procedures, (b) describes an innovative empirical testbed, and (c) summarizes results from work in progress that provides the most exhaustive assessment of selection procedures to date. The most efficient and easiest to control procedures allocate samples with a Bayesian model for uncertainty about the means, and use a new expected opportunity cost-based stopping rule.

ISBN: 0780395204
VG Wort-Seiten: 43



Forschungsgruppe

Effiziente Algorithmen


Forschungsgebiet
Optimierung unter Unsicherheit


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