State-of-the-art review: a user's guide to the brave new world of designing simulation experiments
JPC Kleijnen, SM Sanchez… - INFORMS Journal …, 2005 - pubsonline.informs.org
Many simulation practitioners can get more from their analyses by using the statistical theory
on design of experiments (DOE) developed specifically for exploring computer models. We …
on design of experiments (DOE) developed specifically for exploring computer models. We …
Simulation optimization: a review, new developments, and applications
We provide a descriptive review of the main approaches for carrying out simulation
optimization, and sample some recent algorithmic and theoretical developments in …
optimization, and sample some recent algorithmic and theoretical developments in …
[图书][B] Stochastic simulation optimization: an optimal computing budget allocation
CH Chen, LH Lee - 2011 - books.google.com
With the advance of new computing technology, simulation is becoming very popular for
designing large, complex and stochastic engineering systems, since closed-form analytical …
designing large, complex and stochastic engineering systems, since closed-form analytical …
A knowledge-gradient policy for sequential information collection
In a sequential Bayesian ranking and selection problem with independent normal
populations and common known variance, we study a previously introduced measurement …
populations and common known variance, we study a previously introduced measurement …
The knowledge-gradient policy for correlated normal beliefs
We consider a Bayesian ranking and selection problem with independent normal rewards
and a correlated multivariate normal belief on the mean values of these rewards. Because …
and a correlated multivariate normal belief on the mean values of these rewards. Because …
Java quality assurance by detecting code smells
E Van Emden, L Moonen - Ninth Working Conference on …, 2002 - ieeexplore.ieee.org
Software inspection is a known technique for improving software quality. It involves carefully
examining the code, the design, and the documentation of software and checking these for …
examining the code, the design, and the documentation of software and checking these for …
A fully sequential procedure for indifference-zone selection in simulation
We present procedures for selecting the best or near-best of a finite number of simulated
systems when best is defined by maximum or minimum expected performance. The …
systems when best is defined by maximum or minimum expected performance. The …
Efficient simulation budget allocation for selecting an optimal subset
We consider a class of the subset selection problem in ranking and selection. The objective
is to identify the top m out of k designs based on simulated output. Traditional procedures …
is to identify the top m out of k designs based on simulated output. Traditional procedures …
Selecting a selection procedure
Selection procedures are used in a variety of applications to select the best of a finite set of
alternatives.“Best” is defined with respect to the largest mean, but the mean is inferred with …
alternatives.“Best” is defined with respect to the largest mean, but the mean is inferred with …
The knowledge-gradient algorithm for sequencing experiments in drug discovery
DM Negoescu, PI Frazier… - INFORMS Journal on …, 2011 - pubsonline.informs.org
We present a new technique for adaptively choosing the sequence of molecular compounds
to test in drug discovery. Beginning with a base compound, we consider the problem of …
to test in drug discovery. Beginning with a base compound, we consider the problem of …