Paper Info
Title
Finding the best in the presence of a stochastic constraint
Abstract
Our problem is that of finding the best system---i.e., the system with the largest or smallest primary performance measure---among a finite number of simulated systems in the presence of a stochastic constraint on a secondary performance measure. In order to solve this problem, we first find a set that contains only feasible or near-feasible systems (Phase I) and then choose the best among those systems in the set (Phase II). We present a statistically valid procedure for Phase I and then propose another procedure that performs Phases I and II sequentially to find the best feasible system. Finally, we provide some experimental results for the second procedure.
Year
DOI
Venue
2005
10.1109/WSC.2005.1574315
Winter Simulation Conference
Keywords
Field
DocType
smallest primary performance measure,feasible system,stochastic constraint,simulated system,near-feasible system,ii sequentially,phase ii,best system,valid procedure,secondary performance measure,stochastic processes
Stochastic optimization,Mathematical optimization,Finite set,Computer science,Constraint theory,Stochastic process,Continuous-time stochastic process
Conference
ISBN
Citations 
PageRank 
0-7803-9519-0
14
1.00
References 
Authors
17
3
Name
Order
Citations
PageRank
Sigrún Andradóttir154855.09
David Goldsman2904159.71
Seong-Hee Kim352749.75