Ranking and selection procedures for simulation

被引：0

作者：

Benson, Kirk C. ^{[1
]}

Goldsman, David ^{[2
]}

Pritchett, Amy R. ^{[2
]}

机构：

[1] Ctr Army Anal, 6001 Goethals St, Ft Belvoir, VA 22060 USA

[2] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA

来源：

PROCEEDINGS OF THE 2006 WINTER SIMULATION CONFERENCE, VOLS 1-5 | 2006年

基金：

美国国家科学基金会;

关键词：

D O I：

10.1109/WSC.2006.323071

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

We present sequential ranking and selection statistical procedures that determine the best simulated model configuration among competing alternatives. The best in this context denotes the largest expected value of a given performance metric. In order to run the procedures efficiently, we give algorithms using batched observations, which under certain conditions, exhibit the characteristics necessary for the appropriate application of ranking and selection procedures. We present empirical results that indicate that the sequential procedures are quite parsimonious, in terms of the number of required observations.

引用

页码：179 / 185

页数：7

共 50 条

[31] SELECTING THE OPTIMUM BY SEARCHING AND RANKING PROCEDURES IN SIMULATION-BASED OPTIMIZATION
Legato, Pasquale
Mazza, Rina Mary
EMSS 2008: 20TH EUROPEAN MODELING AND SIMULATION SYMPOSIUM, 2008, : 561 - 568
[32] COMPUTATIONAL IMPROVEMENTS IN BOOTSTRAP RANKING & SELECTION PROCEDURES VIA MULTIPLE COMPARISON WITH THE BEST
Lee, Soonhui
Nelson, Barry L.
2015 WINTER SIMULATION CONFERENCE (WSC), 2015, : 3758 - 3767
[33] The (Surprising) Sample Optimality of Greedy Procedures for Large-Scale Ranking and Selection
Li, Zaile
Fan, Weiwei
Hong, L. Jeff
MANAGEMENT SCIENCE, 2024,
[34] DO MEAN-BASED RANKING AND SELECTION PROCEDURES CONSIDER SYSTEMS' RISK?
Batur, Demet
Choobineh, F. Fred
PROCEEDINGS OF THE 2009 WINTER SIMULATION CONFERENCE (WSC 2009 ), VOL 1-4, 2009, : 384 - 394
[35] Using ranking and selection to "clean up" after simulation optimization
Boesel, J
Nelson, BL
Kim, SH
OPERATIONS RESEARCH, 2003, 51 (05) : 814 - 825
[36] Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
Eckman, David J.
Henderson, Shane G.
INFORMS JOURNAL ON COMPUTING, 2022, 34 (03) : 1711 - 1728
[37] Complex Ranking Procedures
Sandrasagra, Barbara
Soltys, Michael
FUNDAMENTA INFORMATICAE, 2016, 144 (3-4) : 223 - 240
[38] SIMULATION OF MULTIPLE SELECTION USING NOMINAL GROUP PROCEDURES
WILLIS, RE
MANAGEMENT SCIENCE, 1979, 25 (02) : 171 - 181
[39] Selection-of-the-best procedures for optimization via simulation
Pichitlamken, J
Nelson, BL
WSC'01: PROCEEDINGS OF THE 2001 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2001, : 401 - 407
[40] Fixed-Confidence, Fixed-Tolerance Guarantees for Ranking-and-Selection Procedures
Eckman, David J.
Henderson, Shane G.
ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, 2021, 31 (02):

← 1 2 3 4 5 →