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The Effect of Increment in Simulation Samples on a Combined Selection Procedure
Abstract:Statistical selection procedures are used to select the best simulated system from a finite set of alternatives. In this paper, we present a procedure that can be used to select the best system when the number of alternatives is large. The proposed procedure consists a combination between Ranking and Selection, and Ordinal Optimization procedures. In order to improve the performance of Ordinal Optimization, Optimal Computing Budget Allocation technique is used to determine the best simulation lengths for all simulation systems and to reduce the total computation time. We also argue the effect of increment in simulation samples for the combined procedure. The results of numerical illustration show clearly the effect of increment in simulation samples on the proposed combination of selection procedure.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1332496Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1016
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