Convergence rate analysis for optimal computing budget allocation algorithms

Ordinal optimization (OO) is a widely-studied technique for optimizing discrete-event dynamic systems (DEDS). It evaluates the performance of the system designs in a finite set by sampling and aims to correctly make ordinal comparison of the designs. A well-known method in OO is the optimal computin...

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Bibliographic Details
Main Authors: Li, Yanwen, Gao, Siyang
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2023
Subjects:
Online Access:https://hdl.handle.net/10356/170588
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Institution: Nanyang Technological University
Language: English

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