Combining Adaptive Budget Allocation with Surrogate Methodology in Solving Continuous Scenario-based Simulation Optimization

CASE, pp. 1509-1513, 2020.

Cited by: 0|Views1
EI

Abstract:

We study the budget allocation problem in continuous scenario-based simulation optimization. Due to the constraint that multiple observations at every scenario and decision are unavailable, the original theory may fail to provide an estimation on the probability of falsely identifying the optimal decision, which enables allocating budget ...More

Code:

Data:

Get fulltext within 24h
Bibtex
Your rating :
0

 

Tags
Comments