Optimal Computing Budget Allocation to Select the Nondominated Systems - A Large Deviations Perspective.
IEEE Transactions on Automatic Control, pp. 2913-2927, 2018.
We consider the optimal computing budget allocation problem to select the nondominated systems on finite sets under a stochastic multi-objective ranking and selection setting. This problem has been addressed in the settings of correct selection guarantee when all the systems have normally distributed objectives with no correlation within ...更多
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