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EOR
2006
62views more  EOR 2006»
13 years 4 months ago
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
We propose a fully sequential indifference-zone selection procedure that is specifically for use within an optimization-via-simulation algorithm when simulation is costly, and par...
Juta Pichitlamken, Barry L. Nelson, L. Jeff Hong
WSC
2007
13 years 7 months ago
New greedy myopic and existing asymptotic sequential selection procedures: preliminary empirical results
Statistical selection procedures can identify the best of a finite set of alternatives, where “best” is defined in terms of the unknown expected value of each alternative’...
Stephen E. Chick, Jürgen Branke, Christian Sc...