DocumentCode :
3747028
Title :
A note on the subset selection for simulation optimization
Author :
Siyang Gao;Weiwei Chen
Author_Institution :
Department of Systems Engineering and Engineering Management, City University of Hong Kong, 83 Tat Chee Avenue, Kowloon, Hong Kong
fYear :
2015
Firstpage :
3768
Lastpage :
3776
Abstract :
In this paper, we consider the problem of selecting an optimal subset from a finite set of simulated designs. Using the optimal computing budget allocation (OCBA) framework, we formulate the problem as that of maximizing the probability of correctly selecting the top m designs subject to a constraint on the total number of samples available. For an approximation of the probability of correct selection, we derive an asymptotically optimal subset selection procedure that is easy to implement. More importantly, we provide some useful insights on characterizing an efficient subset selection rule and how it can be achieved by adjusting the budgets allocated to the optimal and non-optimal subsets.
Keywords :
"Resource management","Testing"
Publisher :
ieee
Conference_Titel :
Winter Simulation Conference (WSC), 2015
Electronic_ISBN :
1558-4305
Type :
conf
DOI :
10.1109/WSC.2015.7408534
Filename :
7408534
Link To Document :
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