Foundations of Ranking & Selection for Simulation Optimization

Barry L. Nelson

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

Foundations of Ranking & Selection for Simulation Optimization

Barry L. Nelson^*

^*Corresponding author for this work

Industrial Engineering and Management Sciences

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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.

Original language	English (US)
Title of host publication	Advances in Modeling and Simulation
Subtitle of host publication	Festschrift for Pierre L'Ecuyer
Publisher	Springer International Publishing
Pages	353-379
Number of pages	27
ISBN (Electronic)	9783031101939
ISBN (Print)	9783031101922
DOIs	https://doi.org/10.1007/978-3-031-10193-9_18
State	Published - Jan 1 2022

Keywords

Bayesian optimization
Multi-armed bandits
Parallel simulation
Ranking & selection
Stochastic optimization

ASJC Scopus subject areas

General Mathematics
General Computer Science

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

Cite this

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keywords = "Bayesian optimization, Multi-armed bandits, Parallel simulation, Ranking & selection, Stochastic optimization",

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KW - Parallel simulation

KW - Ranking & selection

KW - Stochastic optimization

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Foundations of Ranking & Selection for Simulation Optimization

Abstract

Keywords

ASJC Scopus subject areas

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