Asymptotic optimality of myopic ranking and selection procedures

• المؤلفون الرئيسيون: Li, Yanwen, Gao, Siyan, Shi, Tony Z.
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2023
• الموضوعات: Science::Mathematics; Ranking and Selection; Myopic Procedure
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/170583
• المؤسسة: Nanyang Technological University

Ranking and selection (R&S) is a popular model for studying discrete-event dynamic systems. It aims to select the best design (the design with the largest mean performance) from a finite set, where the mean of each design is unknown and has to be learned by samples. Great research efforts have b...