Title
Computing budget allocation rules for multi-objective simulation models based on different measures of selection quality
Abstract
In an optimal computing budget allocation problem, different measures of selection quality determine how the best set of designs can be identified and how the simulation budget should be allocated among the designs. In this paper, we look at several measures of selection quality and derive respective allocation rules for the multi-objective computing budget allocation problem. Some computational experiments are carried out to compare the performance of the allocation rules and to identify the suitable ones in certain scenarios.
Year
DOI
Venue
2010
10.1016/j.automatica.2010.08.004
Automatica
Keywords
Field
DocType
Allocation rules,Multi-objective,Computing budget allocation,Lagrange relaxation,Measure of selection quality
Mathematical optimization,Optimal computing budget allocation,Computer science,Lagrange multiplier,Budget allocation,Relaxation (iterative method),Lagrange relaxation,Multiobjective programming,Simulation modeling
Journal
Volume
Issue
ISSN
46
12
Automatica
Citations 
PageRank 
References 
6
0.48
18
Authors
3
Name
Order
Citations
PageRank
Loo Hay Lee1115993.96
Ek Peng Chew245944.07
Suyan Teng31136.92