Foundations of Ranking & Selection for Simulation Optimization

Barry L. Nelson ()
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Barry L. Nelson: Northwestern University

A chapter in Advances in Modeling and Simulation, 2022, pp 353-379 from Springer

Abstract: Abstract In addition to his voluminous and profound research accomplishments, Pierre L’Ecuyer is an extraordinary educator; this includes expository talks and papers, especially in the area of pseudorandom-number generation. This paper is written in that same spirit, covering the foundations of ranking & selection for simulation optimization; simulation optimization is also an area of exceptional accomplishment for Pierre.

Keywords: Ranking & selection; Stochastic optimization; Bayesian optimization; Multi-armed bandits; Parallel simulation (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-10193-9_18

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DOI: 10.1007/978-3-031-10193-9_18

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