Using cache or credit for parallel ranking and selection
In this article, we focus on ranking and selection procedures that sequentially allocate
replications to systems by applying some acquisition function. We propose an acquisition …
replications to systems by applying some acquisition function. We propose an acquisition …
Efficient Learning for Selecting Top- Context-Dependent Designs
We consider a simulation optimization problem for context-dependent decision-making,
which aims to determine the top-designs for all contexts. Under a Bayesian framework, we …
which aims to determine the top-designs for all contexts. Under a Bayesian framework, we …
Selection of the most probable best
We consider an expected-value ranking and selection (R&S) problem where all k solutions'
simulation outputs depend on a common parameter whose uncertainty can be modeled by a …
simulation outputs depend on a common parameter whose uncertainty can be modeled by a …
Top-Two Thompson Sampling for Contextual Top-mc Selection Problems
We aim to efficiently allocate a fixed simulation budget to identify the top-mc designs for
each context among a finite number of contexts. The performance of each design under a …
each context among a finite number of contexts. The performance of each design under a …
Data-Driven Optimal Allocation for Ranking and Selection under Unknown Sampling Distributions
Y Chen - 2023 Winter Simulation Conference (WSC), 2023 - ieeexplore.ieee.org
Ranking and selection (R&S) is the problem of identifying the optimal alternative from
multiple alternatives through sampling them. In the existing R&S literature, sampling …
multiple alternatives through sampling them. In the existing R&S literature, sampling …
Let's Do Ranking & Selection
BL Nelson - 2022 Winter Simulation Conference (WSC), 2022 - ieeexplore.ieee.org
Many tutorials and survey papers have been written on ranking & selection because it is
such a useful tool for simulation optimization when the number of feasible solutions or …
such a useful tool for simulation optimization when the number of feasible solutions or …
Simulation Optimization: Cache and Credit for Parallel Ranking & Selection, and Dice and Slice for High-Dimensional Problems
H Avci - 2024 - search.proquest.com
This dissertation consists of three parts, each proposing a solution method for a different
version of discrete simulation optimization problems: the gradient-based complete expected …
version of discrete simulation optimization problems: the gradient-based complete expected …