A new myopic sequential sampling algorithm for multi-objective problems

@article{Branke2015ANM,
  title={A new myopic sequential sampling algorithm for multi-objective problems},
  author={Juergen Branke and Wen Zhang},
  journal={2015 Winter Simulation Conference (WSC)},
  year={2015},
  pages={3589-3598}
}
In this paper, we consider the problem of efficiently identifying the Pareto optimal designs out of a given set of alternatives, for the case where alternatives are evaluated on multiple stochastic criteria, and the performance of an alternative can only be estimated via sampling. We propose a simple myopic budget allocation algorithm based on the idea of small-sample procedures. Initial empirical tests show encouraging results. 

From This Paper

Figures, tables, and topics from this paper.

Citations

Publications citing this paper.
SHOWING 1-10 OF 11 CITATIONS

References

Publications referenced by this paper.
SHOWING 1-10 OF 10 REFERENCES

Finding the nondominated Pareto set for multi - objective simulation models ”

  • G. Marceau-Caron
  • IIE Transactions
  • 2010

Problem Solving from Nature (PPSN), Number 8672

  • S. Springer. Teng, L.-H. Lee, E. P. Chew
  • 2010
1 Excerpt

Similar Papers

Loading similar papers…