| Asymptotically Optimal Simulation Budget Allocation under Fixed Confidence Level by Ordinal Optimization |
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| 作者姓名： | 王剑锋 |
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| 作者单位： | College of |
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| 摘 要： | Ordinal optimization concentrates on isolating a subset of good designs with high probability and reduces the required simulation time dramatically for discrete event simulation. To obtain the same probability level,we may optimally allocate our computing budget among different designs,instead of equally simulating all different designs. In this paper we present an effective approach to optimally allocate computing budget for discrete-event system simulation. While ordinal optimization can dramatically reduce the computation cost, our approach can further reduce the already-low cost.
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Asymptotically Optimal Simulation Budget Allocation under Fixed Confidence Level by Ordinal Optimization |
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| WANG Jian-feng,SUN Chun-lin,CHEN Yong-qing.Asymptotically Optimal Simulation Budget Allocation under Fixed Confidence Level by Ordinal Optimization[J].Journal of Civil Aviation University of China,2004(Z1). |
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| Authors: | WANG Jian-feng SUN Chun-lin CHEN Yong-qing |
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| Abstract: | Ordinal optimization concentrates on isolating a subset of good designs with high probability and reduces the required simulation time dramatically for discrete event simulation. To obtain the same probability level,we may optimally allocate our computing budget among different designs,instead of equally simulating all different designs. In this paper we present an effective approach to optimally allocate computing budget for discrete-event system simulation. While ordinal optimization can dramatically reduce the computation cost, our approach can further reduce the already-low cost. |
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| Keywords: | ordinal optimization optimal computing budget allocation discrete-event simulation |
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