New development of optimal computing budget allocation for discrete event simulation

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New development of optimal computing budget allocation for discrete event simulation

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Winter Simulation Conference archive
Proceedings of the 29th conference on Winter simulation table of contents

Atlanta, Georgia, United States

Pages: 334 - 341

Year of Publication: 1997

ISBN:0-7803-4278-X

Authors

Hsiao-Chang Chen	Dept. of Systems Engineering, University of Pennsylvania, Philadelphia, PA
Liyi Dai
Chun-Hung Chen
Enver Yücesan	INSEAD, Technology Management Area, Fontainebleau, France

Sponsors

IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
INFORMS/CS : Computer Science TC
SIGSIM: ACM Special Interest Group on Simulation and Modeling
SCS : Society for Computer Simulation
ASA : American Statistical Association
IEEE : Institute of Electrical and Electronics Engineers

Publisher

IEEE Computer Society Washington, DC, USA

Bibliometrics

Downloads (6 Weeks): 2, Downloads (12 Months): 20, Citation Count: 25

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Bechofer R. E., Santner, T. J., and Goldsman, D. M. 1995. Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons. John Wiley & Sons, Inc.
	2	John M. Charnes, Multivariate simulation output analysis, Proceedings of the 23rd conference on Winter simulation, p.187-193, December 08-11, 1991, Phoenix, Arizona, United States
	3	Chen, C. H. 1995. An Effective Approach to Smartly Allocate Computing Budget for Discrete Event Simulation. Proceedings of the 34th IEEE Conference on Decision and Control, 2598-2605.
	4	Chen, C. H. 1996. A Lower Bound for the Correct Subset-Selection Probability and Its Application to Discrete Event System Simulations. IEEE Transactions on Automatic Control., Vol. 41, No. 8, 1227- 1231.
	5	Chun-Hung Chen , Hsiao-Chang Chen , Liyi Dai, A gradient approach for smartly allocating computing budget for discrete event simulation, Proceedings of the 28th conference on Winter simulation, p.398-405, December 08-11, 1996, Coronado, California, United States [doi>10.1145/256562.256696]
	6	Dudewicz, E. J. and Dalal, S. R. 1975. Allocation of Observations in Ranking and Selection with Unequal Variances. Sankhya, B37:28-78.
	7	Jean Dickinson Gibbons , Ingram Olkin , Milton Sobel, Selecting and ordering populations: a new statistical methodology, Society for Industrial and Applied Mathematics, Philadelphia, PA, 1999
	8	David Goldsman , Barry L. Nelson , Bruce Schmeiser, Methods for selecting the best system, Proceedings of the 23rd conference on Winter simulation, p.177-186, December 08-11, 1991, Phoenix, Arizona, United States
	9	David Goldsman , Barry L. Nelson, Ranking, selection and multiple comparisons in computer simulations, Proceedings of the 26th conference on Winter simulation, p.192-199, December 11-14, 1994, Orlando, Florida, United States
	10	HSU, J. C. 1996. Multiple Comparisons Theory and Methods. Chapman & Hall.
	11	Shanti S. Panchapakesan, Multiple Decision Procedures: Theory and Methodology of Selecting and Ranking Populations, Society for Industrial and Applied Mathematics, Philadelphia, PA, 2002
	12	Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
	13	Luenberger, D. G., 1984. Linear and Nonlinear Programming. Addison-Wesley.
	14	Frank J. Matejcik , Barry L. Nelson, Simultaneous ranking, selection and multiple comparisons for simulation, Proceedings of the 25th conference on Winter simulation, p.386-392, December 12-15, 1993, Los Angeles, California, United States [doi>10.1145/256563.256670]
	15	Rinott, Y. 1978. On Two-stage Selection Procedures and Related Probability Inequalities. Communications in Statistics A7, 799-811.
	16	Schmeiser, B. 1982. Batch Size Effects in the Analysis of Simulation Output. Operations Research, Vol. 30, No. 3,, 556-567.
	17	Wilcox, R. R. 1984. A Table For Rinott's Selection Procedure. Journal of Quality Technology, Vol. 16, No. 2, 97-100.

CITED BY 25

	David Goldsman , Barry L. Nelson, Statistical selection of the best system, Proceedings of the 33nd conference on Winter simulation, December 09-12, 2001, Arlington, Virginia
	Chun-Hung Chen , Yu Yuan , Hsiao-Chang Chen , Enver Yücesan , Liyi Dai, Computing budget allocation for simulation experiments with different system structure, Proceedings of the 30th conference on Winter simulation, p.735-742, December 13-16, 1998, Washington, D.C., United States
	Koichiro Inoue , Stephen E. Chick , Chun-Hung Chen, An empirical evaluation of several methods to select the best system, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.9 n.4, p.381-407, Oct. 1999
	Hsiao-Chang Chen , Chun-Hung Chen , Jianwu Lin , Enver Yücesan, An asymptotic allocation for simultaneous simulation experiments, Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future, p.359-366, December 05-08, 1999, Phoenix, Arizona, United States
	David Goldsman , Barry L. Nelson, Statistical screening, selection, and multiple comparison procedures in computer simulation, Proceedings of the 30th conference on Winter simulation, p.159-166, December 13-16, 1998, Washington, D.C., United States
	James R. Swisher , Sheldon H. Jacobson, A survey of ranking, selection, and multiple comparison procedures for discrete-event simulation, Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future, p.492-501, December 05-08, 1999, Phoenix, Arizona, United States
	James R. Swisher , Sheldon H. Jacobson , Enver Yücesan, Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: A survey, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.13 n.2, p.134-154, April 2003
	Seong-Hee Kim, Comparison with a standard via fully sequential procedures, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.15 n.2, p.155-174, April 2005
	Chun-Hung Chen , Donghai He , Enver Yücesan, Special topics on simulation analysis: better-than-optimal simulation run allocation?, Proceedings of the 35th conference on Winter simulation: driving innovation, December 07-10, 2003, New Orleans, Louisiana
	Seong-Hee Kim, Efficient simulation procedures: comparison with a standard via fully sequential procedures, Proceedings of the 35th conference on Winter simulation: driving innovation, December 07-10, 2003, New Orleans, Louisiana
	Loo Hay Lee , Ek Peng Chew, Efficient simulation procedures: a simulation study on sampling and selecting under fixed computing budget, Proceedings of the 35th conference on Winter simulation: driving innovation, December 07-10, 2003, New Orleans, Louisiana
	Christos Alexopoulos , Seong-Hee Kim, Statistical analysis of simulation output: output data analysis for simulations, Proceedings of the 34th conference on Winter simulation: exploring new frontiers, December 08-11, 2002, San Diego, California
	Sigrún Andradóttir , David Goldsman , Seong-Hee Kim, Finding the best in the presence of a stochastic constraint, Proceedings of the 37th conference on Winter simulation, December 04-07, 2005, Orlando, Florida
	Christos Alexopoulos , Seong-Hee Kim, Review of advanced methods for simulation output analysis, Proceedings of the 37th conference on Winter simulation, December 04-07, 2005, Orlando, Florida
	Loo Hay Lee , Suyan Teng , Ek Peng Chew , I. A. Karimi , Kong Wei Lye , Peter Lendermann , Yankai Chen , Choon Hwee Koh, Application of multi-objective simulation-optimization techniques to inventory management problems, Proceedings of the 37th conference on Winter simulation, December 04-07, 2005, Orlando, Florida
	Michael C. Fu , Jian-Qiang Hu , Chun-Hung Chen , Xiaoping Xiong, Optimal computing budget allocation under correlated sampling, Proceedings of the 36th conference on Winter simulation, December 05-08, 2004, Washington, D.C.
	Taejong Yoo , Daehong Kim , Hyunbo Cho, A new approach to multi-pass scheduling in shop floor control, Proceedings of the 36th conference on Winter simulation, December 05-08, 2004, Washington, D.C.
	Loo Hay Lee , Ek Peng Chew , Suyan Teng , David Goldsman, Optimal computing budget allocation for multi-objective simulation models, Proceedings of the 36th conference on Winter simulation, December 05-08, 2004, Washington, D.C.
	Michael C. Fu , Jian-Qiang Hu , Chun-Hung Chen , Xiaoping Xiong, Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling, INFORMS Journal on Computing, v.19 n.1, p.101-111, January 2007
	Chun-Hung Chen , Jianwu Lin , Enver Yücesan , Stephen E. Chick, Simulation Budget Allocation for Further Enhancing theEfficiency of Ordinal Optimization, Discrete Event Dynamic Systems, v.10 n.3, p.251-270, July 2000
	Leyuan Shi, A New Algorithm for Stochastic Discrete Resource AllocationOptimization, Discrete Event Dynamic Systems, v.10 n.3, p.271-294, July 2000
	Enver Yücesan, A tournament framework for the ranking and selection problem, Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come, December 09-12, 2007, Washington D.C.
	John F. Shortle , Chun-Hung Chen, A preliminary study of optimal splitting for rare-event simulation, Proceedings of the 40th Conference on Winter Simulation, December 07-10, 2008, Miami, Florida
	Michael C. Fu , Chun-Hung Chen , Leyuan Shi, Some topics for simulation optimization, Proceedings of the 40th Conference on Winter Simulation, December 07-10, 2008, Miami, Florida
	Sigrún Andradóttir , Andrei A. Prudius, Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization, INFORMS Journal on Computing, v.21 n.2, p.193-208, Spring 2009