Mischel Carmen Neyra Belderrain

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Designed experiments are powerful ways to gain insights into the behavior of complex simulation models. In recent years, many new designs have been created to address the large number of factors and complex response surfaces that often arise in simulation studies, but handling discrete-valued or qualitative factors remains problematic. We proposed a(More)
Analysts using simulation models often must assess a large number of alternatives in order to determine which are most effective. If effectiveness corresponds to the likelihood of yielding the best outcome, this becomes a multinomial selection problem. Unfortunately, existing procedures were developed primarily for evaluating small sets of alternatives, so(More)
We propose an improvement in the random search algorithm called COMPASS to allow it to deal with a single stochastic constraint. Our algorithm builds on two ideas: (a) a novel simulation allocation rule and (b) the proof that this new simulation allocation rule does not affect the asymptotic local convergence of the COMPASS algorithm. It is shown that the(More)
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