Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.automatica.2014.03.011
DC FieldValue
dc.titleAn efficient simulation budget allocation method incorporating regression for partitioned domains
dc.contributor.authorBrantley, M.W.
dc.contributor.authorLee, L.H.
dc.contributor.authorChen, C.-H.
dc.contributor.authorXu, J.
dc.date.accessioned2014-10-07T10:23:07Z
dc.date.available2014-10-07T10:23:07Z
dc.date.issued2014
dc.identifier.citationBrantley, M.W., Lee, L.H., Chen, C.-H., Xu, J. (2014). An efficient simulation budget allocation method incorporating regression for partitioned domains. Automatica 50 (5) : 1391-1400. ScholarBank@NUS Repository. https://doi.org/10.1016/j.automatica.2014.03.011
dc.identifier.issn00051098
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/86999
dc.description.abstractSimulation can be a very powerful tool to help decision making in many applications but exploring multiple courses of actions can be time consuming. Numerous ranking and selection (R&S) procedures have been developed to enhance the simulation efficiency of finding the best design. To further improve efficiency, one approach is to incorporate information from across the domain into a regression equation. However, the use of a regression metamodel also inherits some typical assumptions from most regression approaches, such as the assumption of an underlying quadratic function and the simulation noise is homogeneous across the domain of interest. To extend the limitation while retaining the efficiency benefit, we propose to partition the domain of interest such that in each partition the mean of the underlying function is approximately quadratic. Our new method provides approximately optimal rules for between and within partitions that determine the number of samples allocated to each design location. The goal is to maximize the probability of correctly selecting the best design. Numerical experiments demonstrate that our new approach can dramatically enhance efficiency over existing efficient R&S methods. © 2014 Elsevier Ltd. All rights reserved.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.automatica.2014.03.011
dc.sourceScopus
dc.subjectBudget allocation
dc.subjectRegression
dc.subjectSimulation
dc.typeArticle
dc.contributor.departmentINDUSTRIAL & SYSTEMS ENGINEERING
dc.description.doi10.1016/j.automatica.2014.03.011
dc.description.sourcetitleAutomatica
dc.description.volume50
dc.description.issue5
dc.description.page1391-1400
dc.description.codenATCAA
dc.identifier.isiut000336779100007
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