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101
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WSC
2004
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Modeling And Simulation
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WSC 2004
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A Large Deviations Perspective on Ordinal Optimization
15 years 4 months ago
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www.informs-sim.org
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...
Peter W. Glynn, Sandeep Juneja
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