Efficient simulation budget allocation for subset selection using regression metamodels

@article{Gao2019EfficientSB,
  title={Efficient simulation budget allocation for subset selection using regression metamodels},
  author={Fei Gao and Zhongshun Shi and Siyang Gao and Hui Xiao},
  journal={Autom.},
  year={2019},
  volume={106},
  pages={192-200}
}
This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constraint, we aim to maximize the probability of correctly selecting the top-m designs. In order to improve the selection efficiency, we incorporate the information from across the domain into regression metamodels. In this research, we assume that the mean performance of each design is approximately quadratic. To achieve a… Expand
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