Efficient Sampling Allocation Procedures for Optimal Quantile Selection
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DOI: 10.1287/ijoc.2019.0946
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References listed on IDEAS
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Cited by:
- Zhongshun Shi & Yijie Peng & Leyuan Shi & Chun-Hung Chen & Michael C. Fu, 2022. "Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 557-568, January.
- Cheng, Zhenxia & Luo, Jun & Wu, Ruijing, 2023. "On the finite-sample statistical validity of adaptive fully sequential procedures," European Journal of Operational Research, Elsevier, vol. 307(1), pages 266-278.
- Dongwook Shin & Mark Broadie & Assaf Zeevi, 2022. "Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 752-768, March.
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Keywords
ranking and selection; quantile optimization; Bayesian framework; dynamic sampling allocation;All these keywords.
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