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Aktuelle Version vom 24. September 2009, 22:23 Uhr
New developments in ranking and selection: An empirical comparison of the three main approaches
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
Optimierung unter Unsicherheit