Selecting the best by comparing simulated systems in a group of three

Authors:
Seong-Hee Kim;A. B. Dieker
Affiliations:
Georgia Institute of Technology, Atlanta, GA;Georgia Institute of Technology, Atlanta, GA
Venue:
Proceedings of the Winter Simulation Conference
Year:
2011

Citing 3
Cited 1

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Performance of variance updating ranking and selection procedures

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On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation

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Selecting the best by comparing simulated systems in a group of three when variances are known and unequal

Proceedings of the Winter Simulation Conference

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Abstract

We present a new fully sequential procedure for selecting the best among a finite number of simulated systems. While many fully sequential selection procedures make a decision based on pairwise comparison, the new procedure compares systems in a group of three and uses some properties of a bivariate Brownian motion process exiting a circle or an ellipse for its derivation.