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A Large Deviations Perspective on Ordinal Optimization
2 references·16 citing·32 second hop
A Large Deviations Perspective on Ordinal Optimization (2005)A Large Deviations Perspective on Ordinal…Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)Simulation Budget Allocation …Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems (1996)Convergence properties of ord…Review on ranking and selection: A new perspective (2021)Review on ranking and selecti…Simulation Budget Allocation for Selecting the Top-m Designs With Input Uncertainty (2018)Simulation Budget Allocation …Ranking and Selection as Stochastic Control (2018)Ranking and Selection as Stoc…Robust ranking and selection with optimal computing budget allocation (2017)Robust ranking and selection …Parallel Ranking and Selection (2017)Parallel Ranking and SelectionA New Budget Allocation Framework for the Expected Opportunity Cost (2017)A New Budget Allocation Frame…On the Convergence Rates of Expected Improvement Methods (2016)On the Convergence Rates of E…Dynamic Sampling Allocation and Design Selection (2016)Dynamic Sampling Allocation a…A Simulation Budget Allocation Procedure for Enhancing the Efficiency of Optimal Subset Selection (2015)A Simulation Budget Allocatio…Simulation optimization: A tutorial overview and recent developments in gradient-based methods (2014)Simulation optimization: A tu…A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection (2014)A Fully Sequential Eliminatio…Simulation Optimization: A Review on Theory and Applications (2013)Simulation Optimization: A Re…Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard (2013)Sequential Bayes-Optimal Poli…Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets (2012)Optimal Sampling Laws for Sto…Some topics for simulation optimization (2008)Some topics for simulation op…A new perspective on feasibility determination (2008)A new perspective on feasibil…Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)A Guide to Simulation (1983)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Optimization for Simulation: Theory vs. Practice (2002)Simulation modeling for analysis (2010)Simulation modeling and analysis (1999)Stochastic Approximation and Recursive Algorithms and Applications (2003)Stochastic simulation under input uncertainty: A Review (2020)Stochastic optimization using grey wolf optimization with optimal computing budget allocation (2021)Extreme Values, Regular Variation and Point Processes (1987)Introduction to Rare Event Simulation (2004)Optimal computing budget allocation for complete ranking with input uncertainty (2019)A Knowledge-Gradient Policy for Sequential Information Collection (2008)Learning to Optimize via Posterior Sampling (2014)Exploration Enhanced Expected Improvement for Bayesian Optimization (2019)A fully sequential procedure for indifference-zone selection in simulation (2001)Ranking and selection for pairwise comparison (2023)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Deep Controlled Learning for Inventory Control (2025)Design of Experiments (1936)Parallel discrete event simulation (1990)Computing efforts allocation for ordinal optimization and discrete event simulation (2000)Nested Partitions Method for Stochastic Optimization (2000)Stochastic Nelder–Mead simplex method – A new globally convergent direct search method for simulation optimization (2012)Monte Carlo Methods in Financial Engineering (2003)Simulation optimization using the cross-entropy method with optimal computing budget allocation (2010)Introduction to Stochastic Programming (2011)Ranking and Selection: Efficient Simulation Budget Allocation (2014)Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments (2021)
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References

  • 2000Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization746 cited
  • 1996Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems162 cited

Cited by

  • 2021Review on ranking and selection: A new perspective109 cited
  • 2012Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets100 cited
  • 2016On the Convergence Rates of Expected Improvement Methods98 cited
  • 2018Ranking and Selection as Stochastic Control92 cited
  • 2017A New Budget Allocation Framework for the Expected Opportunity Cost75 cited
  • 2008Some topics for simulation optimization71 cited
  • 2015A Simulation Budget Allocation Procedure for Enhancing the Efficiency of Optimal Subset Selection70 cited
  • 2017Robust ranking and selection with optimal computing budget allocation70 cited
  • 2014A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection65 cited
  • 2008A new perspective on feasibility determination60 cited
  • 2014Simulation optimization: A tutorial overview and recent developments in gradient-based methods54 cited
  • 2018Simulation Budget Allocation for Selecting the Top-m Designs With Input Uncertainty

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51 cited
  • 2013Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard46 cited
  • 2013Simulation Optimization: A Review on Theory and Applications45 cited
  • 2016Dynamic Sampling Allocation and Design Selection45 cited
  • 2017Parallel Ranking and Selection45 cited