POMDP-Based Ranking and Selection
2023 Winter Simulation Conference (WSC)（2023）
Key words
Monte Carlo Simulation,Posterior Probability,Bayesian Framework,Particle Filter,Markov Decision Process,Stochastic Control,Stochastic Control Problem,Normal Distribution,Root Mean Square Error,Deep Neural Network,Actual Values,Sample Distribution,Numerical Experiments,Gamma Distribution,Beta Distribution,Number Of Alternatives,Bellman Equation,Slight Advantage,Selection Policy,Allocation Policy,Dimension Of The State Space,Single Policy,Conjugate Prior,Replicate Simulations,Dynamic Decision,Unknown Mean,Distribution Scenarios,Optimal Policy,Probability Density,Predictive Distribution
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