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» Ranking and selection for steady-state simulation
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BROADNETS
2005
IEEE
14 years 1 months ago
Network selection using fuzzy logic
—The peer-to-peer technology offers many advantages, but at the same time, it poses many novel challenges for the research community. Modern peer-to-peer systems are characterize...
Shubha Kher, Arun K. Somani, Rohit Gupta
WSC
2004
13 years 9 months ago
Optimal Computing Budget Allocation for Multi-Objective Simulation Models
Simulation plays a vital role in identifying the best system design from among a set of competing designs. To improve simulation efficiency, ranking and selection techniques are o...
Loo Hay Lee, Ek Peng Chew, Suyan Teng, David Golds...
EOR
2010
84views more  EOR 2010»
13 years 7 months ago
The selection efficiency of tournaments
We discuss tournaments in terms of their efficiency as probabilistic mechanisms that select high-quality alternatives ("players") in a noisy environment. We use two crit...
Dmitry Ryvkin
WSC
2004
13 years 9 months ago
Simulation of Coherent Risk Measures
In financial risk management, a coherent risk measure equals the maximum expected loss under several different probability measures, which are analogous to systems in ranking and ...
Vadim Lesnevski, Barry L. Nelson, Jeremy Staum
WSC
1998
13 years 9 months ago
Comparison of Bayesian and Frequentist Assessments of Uncertainty for Selecting the Best System
An important problem in discrete-event stochastic simulation is the selection of the best system from a finite set of alternatives. There are many techniques for ranking and selec...
Koichiro Inoue, Stephen E. Chick