Rapid Screening Considering a Single Stochastic Constraint
| Autor: | TseYang, 楊策 |
|---|---|
| Rok vydání: | 2015 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 103 Some existing simulation optimization algorithms become pure random search methods and thus are ineffective for the problem of zero-one optimization via simulation. In this paper, we present a highly efficient rapid screening procedure for solving the problem of zero-one simulation optimization considering a single stochastic constraint. Three algorithms adopting different mechanisms and providing different statistical guarantees are described, and empirical studies are performed to compare the efficiency of each algorithm and other existing processes. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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