Simulation Budget Allocation for Further Enhancing theEfficiency of Ordinal Optimization
Discrete Event Dynamic Systems
On the efficiency of RESTART for multidimensional state systems
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Splitting for rare-event simulation
Proceedings of the 38th conference on Winter simulation
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling
INFORMS Journal on Computing
A preliminary study of optimal splitting for rare-event simulation
Proceedings of the 40th Conference on Winter Simulation
Stochastic Simulation Optimization: An Optimal Computing Budget Allocation
Stochastic Simulation Optimization: An Optimal Computing Budget Allocation
IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews
Simulating non-stationary congestion systems using splitting with applications to cyber security
Proceedings of the Winter Simulation Conference
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This paper presents research toward generalizing the optimization of the allocation of simulation replications to an arbitrary number of designs, when the problem is to maximize the Probability of Correct Selection among designs, the best design being the one with the smallest probability of a rare event. The simulation technique within each design is an optimized version of the splitting method. An earlier work solved this problem for the special case of two designs. In this paper an alternative two-stage approach is examined in which, at the first stage, allocations are made to the designs by a modified version of the Optimal Computing Budget Allocation. At the second stage the allocation among the splitting levels within each design is optimized. Our approach is shown to work well on a two-tandem queuing model.