PERFORMANCE MEASURES FOR RANKING AND SELECTION PROCEDURES

被引：5

作者：

Waeber, Rolf ^{[1
]}

Frazier, Peter I. ^{[1
]}

Henderson, Shane G. ^{[1
]}

机构：

[1] Cornell Univ, Dept Operat Res & Informat Engn, Ithaca, NY 14850 USA

来源：

PROCEEDINGS OF THE 2010 WINTER SIMULATION CONFERENCE | 2010年

关键词：

SUBSET;

D O I：

10.1109/WSC.2010.5679067

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

To efficiently compare Ranking and Selection procedures, we present a three-layer performance evaluation process. The two most popular formulations, namely the Bayes and Indifference Zone formulations, have a common representation analogous to convex risk measures used in quantitative risk management. We study decision makers' acceptance sets via an axiomatic approach and introduce a new performance measure using computational cost.

引用

页码：1235 / 1245

页数：11

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