Selecting the best system: a decision-theoretic approach
Proceedings of the 29th conference on Winter simulation
New development of optimal computing budget allocation for discrete event simulation
Proceedings of the 29th conference on Winter simulation
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
Comparisons with a Standard in Simulation Experiments
Management Science
Using Ranking and Selection to "Clean Up" after Simulation Optimization
Operations Research
Finding the best in the presence of a stochastic constraint
WSC '05 Proceedings of the 37th conference on Winter simulation
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We develop fully sequential procedures for comparison with a standard. The goal is to find systems whose expected performance measures are larger or smaller than a single system referred to as a standard and, if there is any, to find the one with the largest or smallest performance. Our procedures allow for unequal variances across systems, the use of common random numbers and known or unknown expected performance of the standard. Experimental results are provided to compare the efficiency of the procedure with other existing procedures.