Multiple comparison procedures
Multiple comparison procedures
Getting more from the data in a multinomial selection problem
WSC '96 Proceedings of the 28th conference on Winter simulation
Statistical screening, selection, and multiple comparison procedures in computer simulation
Proceedings of the 30th conference on Winter simulation
Two-stage multiple-comparison procedures for steady-state simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Evaluating the probability of a good selection
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
New Two-Stage and Sequential Procedures for Selecting the Best Simulated System
Operations Research
Ranking and Selection for Steady-State Simulation: Procedures and Perspectives
INFORMS Journal on Computing
Comparisons with a Standard in Simulation Experiments
Management Science
Ranking and selection for steady-state simulation
Proceedings of the 32nd conference on Winter simulation
Statistical selection of the best system
Proceedings of the 33nd conference on Winter simulation
Proceedings of the 33nd conference on Winter simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Selecting the best stochastic system for large scale problems in DEDS
Mathematics and Computers in Simulation
Statistical analysis of simulation output: output data analysis for simulations
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Selecting the best system: selecting the best system: theory and methods
Proceedings of the 35th conference on Winter simulation: driving innovation
Indifference zone selection procedures: inferences from indifference-zone selection procedures
Proceedings of the 35th conference on Winter simulation: driving innovation
Proceedings of the 35th conference on Winter simulation: driving innovation
Efficient simulation procedures: comparison with a standard via fully sequential procedures
Proceedings of the 35th conference on Winter simulation: driving innovation
Comparison with a standard via fully sequential procedures
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Finding probably better system configurations quickly
SIGMETRICS '06/Performance '06 Proceedings of the joint international conference on Measurement and modeling of computer systems
An odds-ratio indifference-zone selection procedure for Bernoulli populations
WSC '04 Proceedings of the 36th conference on Winter simulation
WSC '04 Proceedings of the 36th conference on Winter simulation
Combined pattern search and ranking and selection for simulation optimization
WSC '04 Proceedings of the 36th conference on Winter simulation
WSC '04 Proceedings of the 36th conference on Winter simulation
Applying statistical control techniques to air traffic simulations
WSC '04 Proceedings of the 36th conference on Winter simulation
Statistical selection of the best system
WSC '05 Proceedings of the 37th conference on Winter simulation
Review of advanced methods for simulation output analysis
WSC '05 Proceedings of the 37th conference on Winter simulation
Controlled sequential factorial design for simulation factor screening
WSC '05 Proceedings of the 37th conference on Winter simulation
New developments in ranking and selection: an empirical comparison of the three main approaches
WSC '05 Proceedings of the 37th conference on Winter simulation
Finding the best in the presence of a stochastic constraint
WSC '05 Proceedings of the 37th conference on Winter simulation
Analysis methodology: are we done?
WSC '05 Proceedings of the 37th conference on Winter simulation
Performance of variance updating ranking and selection procedures
WSC '05 Proceedings of the 37th conference on Winter simulation
Simulation optimization with countably infinite feasible regions: Efficiency and convergence
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Finding probably best system configurations quickly
ACM SIGMETRICS Performance Evaluation Review
Ranking and selection procedures for simulation
Proceedings of the 38th conference on Winter simulation
Ranking and selection with multiple "targets"
Proceedings of the 38th conference on Winter simulation
Simulation selection problems: overview of an economic analysis
Proceedings of the 38th conference on Winter simulation
Comparison of limit standards using a sequential probability ratio test
Proceedings of the 38th conference on Winter simulation
The "BEST" algorithm for solving stochastic mixed integer programs
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
Optimizing system configurations quickly by guessing at the performance
Proceedings of the 2007 ACM SIGMETRICS international conference on Measurement and modeling of computer systems
Recent advances in ranking and selection
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Sequential sampling for solving stochastic programs
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Indifference-zone subset selection procedures: using sample means to improve efficiency
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
A multi-objective selection procedure of determining a Pareto set
Computers and Operations Research
Proceedings of the 40th Conference on Winter Simulation
Finding probably best systems quickly via simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Finding feasible systems in the presence of constraints on multiple performance measures
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A brief introduction to optimization via simulation
Winter Simulation Conference
Do mean-based ranking and selection procedures consider systems' risk?
Winter Simulation Conference
Selection of the best with stochastic constraints
Winter Simulation Conference
Optimal computing budget allocation for constrained optimization
Winter Simulation Conference
The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery
INFORMS Journal on Computing
A Sequential Sampling Procedure for Stochastic Programming
Operations Research
Variability-aware, discrete optimization for analog circuits
Proceedings of the 49th Annual Design Automation Conference
A Framework for Selecting a Selection Procedure
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Efficient discrete optimization via simulation using stochastic kriging
Proceedings of the Winter Simulation Conference
Proceedings of the Winter Simulation Conference
Ranking and selection meets robust optimization
Proceedings of the Winter Simulation Conference
Selecting the best by comparing simulated systems in a group of three
Proceedings of the Winter Simulation Conference
Large-scale ranking and selection using cloud computing
Proceedings of the Winter Simulation Conference
Best-subset selection procedure
Proceedings of the Winter Simulation Conference
A minimal switching procedure for constrained ranking and selection
Proceedings of the Winter Simulation Conference
Rapid Screening Procedures for Zero-One Optimization via Simulation
INFORMS Journal on Computing
Some insights of using common random numbers in selection procedures
Discrete Event Dynamic Systems
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We present procedures for selecting the best or near-best of a finite number of simulated systems when best is defined by maximum or minimum expected performance. The procedures are appropriate when it is possible to repeatedly obtain small, incremental samples from each simulated system. The goal of such a sequential procedure is to eliminate, at an early stage of experimentation, those simulated systems that are apparently inferior, and thereby reduce the overall computational effort required to find the best. The procedures we present accommodate unequal variances across systems and the use of common random numbers. However, they are based on the assumption of normally distributed data, so we analyze the impact of batching (to achieve approximate normality or independence) on the performance of the procedures. Comparisons with some existing indifference-zone procedures are also provided.