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Computing budget allocation for simulation experiments with different system structure

Published: 01 December 1998 Publication History
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References

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Bechofer R.E., T.J. Santner, and D.M. Goldsman. 1995. Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons. John Wiley & Sons, Inc.
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Berger, J. O. 1980. Statistical Decision Theory, Foundations, Concepts, and Methods. Springer Verlag.
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Berger, J. O., and J. Deely. 1994. "A Bayesian Approach to Ranking and Selection of Related Means with Alternative to AOV Methodology," Journal of American Statistics Association. 83,364-373.
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Bernardo, J.M., and A.F.M. Smith. 1994. Bayesian Theory. Wiley.
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Chen, C. H. 1996. "A Lower Bound for the Correct Subset- Selection Probability and Its Application to Discrete Event System Simulations." IEEE Transactions on Automatic Control, 41 8, 1227-1231.
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Chen, C. H. 1995. An Effective Approach to Smartly Allocate Computing Budget for Discrete Event Simulation. Proceedings of the 34th IEEE Conference on Decision and Control, 2598-2605.
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Chen, C. H., L. Dai, H. S. Chen, and E. Yticesan. 1998. "Efficient Computation of Optimal Budget Allocation for Discrete Event Simulation Experiment," submitted to Operations Research.
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Chen, H. C., C. H. Chen, L. Dai, and E. Yticesan. 1997. "New Development of Optimal Computing Budget Allocation For Discrete Event Simulation," Proceedings of the 1997 Winter Simulation Conference.
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Chen, C. H., H. C. Chen, and L. Dai. 1996. A Gradient Approach for Smartly Allocating Computing Budget for Discrete Event Simulation. Proceedings of the 1996 Winter Simulation Conference, 398-405.
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Chick, S. E. 1997. Selecting The Best System: a Decision- Theoretic Approach. Proceedings of the 1997 Winter Simulation Conference, 326-333.
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Chiu, W.K., 1974. The Ranking of Means of Normal Populations for a Generalized Selection Goal. Biometrika, 61,579-584.
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DeGroot. 1970. Optimal Statistical Decisions. McGraw- Hill Book Co., New York.
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Goldsman, D., B. L. Nelson, and B. Schmeiser. 1991. Methods for Selecting the Best System. Proceedings of the 1991 Winter Simulation Conference, 177-186.
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Goldsman, D., and B. L. Nelson. 1994. Ranking, Selection, and Multiple Comparison in Computer Simulation. Proceedings of the 1994 Winter Simulation Conference, 192-199.
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Gupta, S. S. and J.O. Berger. 1988. Statistical Decision Theory and Related Topics IV. Springer Verlag.
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Gupta, S. S. and S. Panchapakesan. 1979. Multiple Decision Procedures: Theory and Methodology of Selecting and Ranking Populations. John Wiley.
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Hsu, J. C. 1996. Multiple Comparisons Theory and Methods. Chapman & Hall.
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Inoue, K., and S. E. Chick. 1998. "Comparison of Bayesian and Frequentist Assessments of Uncertainty for Selecting the Best System," to appear in the Proceedings of the 1998 Winter Simulation Conference.
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Luenberger, D. G., 1984. Linear and Nonlinear Programming. Addison-Wesley.
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Matejcik, F. J. and B.L. Nelson. 1993. Simultaneous Ranking, Selection and Multiple Comparisons for Simulation. Proceeding of the 1993 Winter Simulation Confidence, 386-391.
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Cited By

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  • (2011)Thirty years of "batch size effects"Proceedings of the Winter Simulation Conference10.5555/2431518.2431561(393-400)Online publication date: 11-Dec-2011
  • (2003)Efficient simulation proceduresProceedings of the 35th conference on Winter simulation: driving innovation10.5555/1030818.1030891(535-542)Online publication date: 7-Dec-2003
  • (2003)Discrete-event simulation optimization using ranking, selection, and multiple comparison proceduresACM Transactions on Modeling and Computer Simulation10.1145/858481.85848413:2(134-154)Online publication date: 1-Apr-2003
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cover image ACM Conferences
WSC '98: Proceedings of the 30th conference on Winter simulation
December 1998
1766 pages

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IEEE Computer Society Press

Washington, DC, United States

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Published: 01 December 1998

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WSC98
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WSC98: Winter Simulation Conference 1998
December 13 - 16, 1998
D.C., Washington, USA

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WSC '98 Paper Acceptance Rate 164 of 216 submissions, 76%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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Cited By

View all
  • (2011)Thirty years of "batch size effects"Proceedings of the Winter Simulation Conference10.5555/2431518.2431561(393-400)Online publication date: 11-Dec-2011
  • (2003)Efficient simulation proceduresProceedings of the 35th conference on Winter simulation: driving innovation10.5555/1030818.1030891(535-542)Online publication date: 7-Dec-2003
  • (2003)Discrete-event simulation optimization using ranking, selection, and multiple comparison proceduresACM Transactions on Modeling and Computer Simulation10.1145/858481.85848413:2(134-154)Online publication date: 1-Apr-2003
  • (2000)Improved decision processes through simultaneous simulation and time dilationProceedings of the 32nd conference on Winter simulation10.5555/510378.510484(743-748)Online publication date: 10-Dec-2000
  • (2000)Optimal selection probability in the two-stage nested partitions method for simulation-based optimizationProceedings of the 32nd conference on Winter simulation10.5555/510378.510483(736-742)Online publication date: 10-Dec-2000
  • (2000)A New Algorithm for Stochastic Discrete Resource AllocationOptimizationDiscrete Event Dynamic Systems10.1023/A:101721401135210:3(271-294)Online publication date: 1-Jul-2000
  • (1999)A survey of ranking, selection, and multiple comparison procedures for discrete-event simulationProceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 110.1145/324138.324307(492-501)Online publication date: 1-Dec-1999
  • (1999)Iterative ranking-and-selection for large-scale optimizationProceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 110.1145/324138.324302(479-485)Online publication date: 1-Dec-1999
  • (1999)Designing simultaneous simulation experimentsProceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 110.1145/324138.324255(389-394)Online publication date: 1-Dec-1999
  • (1999)An asymptotic allocation for simultaneous simulation experimentsProceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 110.1145/324138.324242(359-366)Online publication date: 1-Dec-1999

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