Three asymptotic regimes for ranking and selection with general sample distributions

Jing Dong, Yi Zhu

Research output: Chapter in Book/Report/Conference proceedingConference contribution


In this paper, we study three asymptotic regimes that can be applied to ranking and selection (R&S) problems with general sample distributions. These asymptotic regimes are constructed by sending particular problem parameters (probability of incorrect selection, smallest difference in system performance that we deem worth detecting) to zero. We establish asymptotic validity and efficiency of the corresponding R&S procedures in each regime. We also analyze the connection among different regimes and compare the pre-limit performances of corresponding algorithms.

Original languageEnglish (US)
Title of host publication2016 Winter Simulation Conference
Subtitle of host publicationSimulating Complex Service Systems, WSC 2016
EditorsTheresa M. Roeder, Peter I. Frazier, Robert Szechtman, Enlu Zhou
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages12
ISBN (Electronic)9781509044863
StatePublished - Jul 2 2016
Event2016 Winter Simulation Conference, WSC 2016 - Arlington, United States
Duration: Dec 11 2016Dec 14 2016

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736


Other2016 Winter Simulation Conference, WSC 2016
Country/TerritoryUnited States

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications


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