A fully sequential procedure for indifference-zone selection in simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation Modeling and Analysis
Simulation Modeling and Analysis
New Two-Stage and Sequential Procedures for Selecting the Best Simulated System
Operations Research
Ranking and selection with multiple "targets"
Proceedings of the 38th conference on Winter simulation
A new perspective on feasibility determination
Proceedings of the 40th Conference on Winter Simulation
Finding probably best systems quickly via simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Selection of the best with stochastic constraints
Winter Simulation Conference
Optimal computing budget allocation for constrained optimization
Winter Simulation Conference
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Constrained ranking and selection aims to select the best system according to a primary performance measure, while also satisfying constraints on secondary performance measures. We introduce a new procedure that makes a valid selection of the best constrained system, while minimizing the number of switches between systems. Analytical and experimental results show that the procedure is both valid and efficient in terms of total cost (incorporating both switching and sampling costs).