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View all- Currie CMonks T(2021)A Practical Approach to Subset Selection for Multi-objective Optimization via SimulationACM Transactions on Modeling and Computer Simulation10.1145/346218731:4(1-15)Online publication date: 16-Aug-2021
This paper studies the subset-selection approach of the ranking and selection procedures of choosing among k arbitrary systems or alternatives. Ranking and selection problems have customarily been treated using two different approaches, namely, the ...
Standard “indifference-zone” procedures that allocate computer resources to infer the best of a finite set of simulated systems are designed with a statistically conservative, least favorable configuration assumption consider the probability of correct ...
A value-at-risk, or quantile, is widely used as an appropriate investment selection measure for risk-conscious decision makers. We present two quantile-based sequential procedures—with and without consideration of equivalency between alternatives—for ...
IEEE Press
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