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WSC
2004
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Modeling And Simulation
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WSC 2004
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Optimal Computing Budget Allocation Under Correlated Sampling
15 years 4 months ago
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www.informs-sim.org
We consider the optimal computing budget allocation (OCBA) problem where the simulated designs are correlated. The exact optimal allocation is presented for two designs, and an ap...
Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiao...
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