Efficient Simulation Budget Allocation for Ranking the Top m Designs
We consider the problem of ranking the top m designs out of k alternatives. Using the optimal computing budget allocation framework, we formulate this problem as that of maximizing the probability of correctly ranking the top m designs subject to the constraint of a fixed limited simulation budget....
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2014/195054 |
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