New development of optimal computing budget allocation for discrete event simulation

被引：74

作者：

Chen, HC ^{[1
]}

Chen, CH ^{[1
]}

Dai, LY ^{[1
]}

Yucesan, E ^{[1
]}

机构：

[1] Univ Penn, Dept Syst Engn, Philadelphia, PA 19104 USA

来源：

PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE | 1997年

关键词：

D O I：

10.1145/268437.268501

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper deals with ranking and selection problem via simulation. We present an optimal computing budget allocation technique which can select the best of k simulated designs. This approach can intelligently determine the best simulation lengths for all simulation experiments and significantly reduce the total computation cost to obtain the same confidence level. Numerical testing results are included. Also we provide the results of analysis for some parameters which affect the performance of our approach. Besides, we compare our method with traditional two-stage procedures. Numerical results show that our approach is much faster than the traditional two-stage procedures.

引用

页码：334 / 341

页数：8