2 search results - page 1 / 1 » Large deviations perspective on ordinal optimization of heav... |
WSC
2008
13 years 7 months ago
2008
We consider the problem of selecting the best among several heavy-tailed systems using a large deviations perspective. In contrast to the light-tailed setting studied by Glynn and...
WSC
2004
13 years 6 months ago
2004
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studi...