Ranking, selection and multiple comparisons in computer simulations
WSC '94 Proceedings of the 26th conference on Winter simulation
A gradient approach for smartly allocating computing budget for discrete event simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
Methods for selecting the best system
WSC '91 Proceedings of the 23rd conference on Winter simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Multiple Decision Procedures: Theory and Methodology of Selecting and Ranking Populations
Multiple Decision Procedures: Theory and Methodology of Selecting and Ranking Populations
A gradient approach for smartly allocating computing budget for discrete event simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
New development of optimal computing budget allocation for discrete event simulation
Proceedings of the 29th conference on Winter simulation
Sequential allocations that reduce risk for multiple comparisons
Proceedings of the 30th conference on Winter simulation
Computing budget allocation for simulation experiments with different system structure
Proceedings of the 30th conference on Winter simulation
Web-based simulation experiments
Proceedings of the 30th conference on Winter simulation
An asymptotic allocation for simultaneous simulation experiments
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
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 - Volume 1
An empirical evaluation of several methods to select the best system
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation optimization: a survey of simulation optimization techniques and procedures
Proceedings of the 32nd conference on Winter simulation
Distributed web-based simulation optimization
Proceedings of the 32nd conference on Winter simulation
A New Algorithm for Stochastic Discrete Resource AllocationOptimization
Discrete Event Dynamic Systems
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Optimal computing budget allocation for multi-objective simulation models
WSC '04 Proceedings of the 36th conference on Winter simulation
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
The knowledge-gradient stopping rule for ranking and selection
Proceedings of the 40th Conference on Winter Simulation
Bayesian Simulation and Decision Analysis: An Expository Survey
Decision Analysis
Paradoxes in Learning and the Marginal Value of Information
Decision Analysis
Simulation model calibration with correlated knowledge-gradients
Winter Simulation Conference
The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery
INFORMS Journal on Computing
Hierarchical Knowledge Gradient for Sequential Sampling
The Journal of Machine Learning Research
Consistency of Sequential Bayesian Sampling Policies
SIAM Journal on Control and Optimization
Stochastic resource allocation using a predictor-based heuristic for optimization via simulation
Computers and Operations Research
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Simulation plays a vital role in analyzing many discrete event systems. Usually, using simulation to solve such problems can be both expensive and time consuming. We present an effective approach to smartly allocate computing budget for discrete-event simulation. This approach can smartly determine the best simulation lengths for all simulation experiments and significantly reduce the total computation cost for obtaining the same confidence level. Numerical testing shows that our approach can obtain the same simulation quality with one-tenth the simulation effort.