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IIE Transactions Volume 37, 2005 - Issue 7
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ORIGINAL ARTICLES

The tradeoff between sampling and switching: New sequential procedures for indifference-zone selection

L. Jeff Hong Department of Industrial Engineering & Engineering Management, The Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong E-mail: [email protected]
&
Barry L. Nelson Department of Industrial Engineering & Management Sciences, Northwestern University, 2145 Sheridan Road, Evanston, IL, 60208-3119, USA E-mail: [email protected]
Pages 623-634 | Received 01 Apr 2003, Accepted 01 Dec 2004, Published online: 23 Feb 2007

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Morteza Amini. (2021) Selection of the best minimal repair systems for Weibull lifetime distribution: A Bayesian approach. Communications in Statistics - Simulation and Computation 50:3, pages 832-853.
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Ziwei Lin, Andrea Matta & Shichang Du. (2021) A budget allocation strategy minimizing the sample set quantile for initial experimental design. IISE Transactions 53:1, pages 39-57.
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Christopher M. Healey, Sigrún Andradóttir & Seong-Hee Kim. (2015) A minimal switching procedure for constrained ranking and selection under independent or common random numbers. IIE Transactions 47:11, pages 1170-1184.
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Shing Chih Tsai & BarryL. Nelson. (2009) Fully sequential selection procedures with control variates. IIE Transactions 42:1, pages 71-82.
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L. Jeff Hong & BarryL. Nelson. (2007) Selecting the best system when systems are revealed sequentially. IIE Transactions 39:7, pages 723-734.
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Articles from other publishers (40)

Di Wu, Yuhao Wang & Enlu Zhou. (2022) Data-Driven Ranking and Selection Under Input Uncertainty. Operations Research.
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L. Jeff Hong, Weiwei Fan & Jun Luo. (2021) Review on ranking and selection: A new perspective. Frontiers of Engineering Management 8:3, pages 321-343.
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Yijie Peng, Chun-Hung ChenMichael C. FuJian-Qiang HuIlya O. Ryzhov. (2021) Efficient Sampling Allocation Procedures for Optimal Quantile Selection. INFORMS Journal on Computing 33:1, pages 230-245.
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Demet Batur & F. Fred Choobineh. (2020) Selecting the Best Alternative Based on Its Quantile. INFORMS Journal on Computing.
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Gongbo Zhang, Chun-Hung Chen, Qing-Shan Jia & Yijie Peng. (2020) Dynamic Sampling Allocation for Selecting a Good Enough Alternative. Dynamic Sampling Allocation for Selecting a Good Enough Alternative.
Weiwei FanL. Jeff Hong & Xiaowei Zhang. (2020) Distributionally Robust Selection of the Best. Management Science 66:1, pages 190-208.
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Ziwei Lin, Shichang Du & Andrea Matta. (2019) A New Partition-Based Random Search Method for Deterministic Optimization Problems. A New Partition-Based Random Search Method for Deterministic Optimization Problems.
Moonyoung Yoon & James Bekker. (2019) Considering sample means in Rinott’s procedure with a Bayesian approach. European Journal of Operational Research 273:1, pages 249-258.
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Demet Batur, Lina Wang & F. Fred Choobineh. (2018) Methods for System Selection Based on Sequential Mean–Variance Analysis. INFORMS Journal on Computing 30:4, pages 724-738.
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Seon Han Choi & Tag Gon Kim. (2018) Efficient Ranking and Selection for Stochastic Simulation Model Based on Hypothesis Test. IEEE Transactions on Systems, Man, and Cybernetics: Systems 48:9, pages 1555-1565.
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Yijie Peng, Chun-Hung Chen, Michael C. Fu & Jian-Qiang Hu. (2018) Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario. IEEE Transactions on Automatic Control 63:9, pages 3091-3097.
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Yijie Peng, Edwin K. P. Chong, Chun-Hung Chen & Michael C. Fu. (2018) Ranking and Selection as Stochastic Control. IEEE Transactions on Automatic Control 63:8, pages 2359-2373.
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Ye Chen & Ilya O. Ryzhov. (2017) Rate-optimality of the complete expected improvement criterion. Rate-optimality of the complete expected improvement criterion.
Eric C. Ni, Dragos F. Ciocan, Shane G. Henderson & Susan R. Hunter. (2017) Efficient Ranking and Selection in Parallel Computing Environments. Operations Research 65:3, pages 821-836.
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Yijie Peng & Michael C. Fu. (2017) Myopic Allocation Policy With Asymptotically Optimal Sampling Rate. IEEE Transactions on Automatic Control 62:4, pages 2041-2047.
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Ilya O. Ryzhov & Ye Chen. 2017. Advances in Modeling and Simulation. Advances in Modeling and Simulation 181 217 .
Weiwei Fan, L. Jeff Hong & Barry L. Nelson. (2016) Indifference-Zone-Free Selection of the Best. Operations Research 64:6, pages 1499-1514.
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Yijie Peng, Chun-Hung Chen, Michael C. Fu & Jian-Qiang Hu. (2015) Non-monotonicity of probability of correct selection. Non-monotonicity of probability of correct selection.
Jun Luo, L. Jeff Hong, Barry L. Nelson & Yang Wu. (2015) Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments. Operations Research 63:5, pages 1177-1194.
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L. Jeff Hong, Barry L. Nelson & Jie Xu. 2015. Handbook of Simulation Optimization. Handbook of Simulation Optimization 9 44 .
Rolf Waeber, Peter I. Frazier & Shane G. Henderson. (2012) A Framework for Selecting a Selection Procedure. ACM Transactions on Modeling and Computer Simulation 22:3, pages 1-23.
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Shing Chih Tsai & Chen Hao Kuo. (2012) Screening and selection procedures with control variates and correlation induction techniques. Naval Research Logistics (NRL) 59:5, pages 340-361.
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Güzi̇n Bayraksan & Péguy Pierre-Louis. (2012) Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs. SIAM Journal on Optimization 22:4, pages 1518-1548.
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Jun Luo & L. Jeff Hong. (2011) Large-scale ranking and selection using cloud computing. Large-scale ranking and selection using cloud computing.
James J. Cochran, Louis A. CoxJr.Jr., Pinar Keskinocak, Jeffrey P. Kharoufeh & J. Cole SmithL. Jeff Hong. 2011. Wiley Encyclopedia of Operations Research and Management Science. Wiley Encyclopedia of Operations Research and Management Science.
Christopher M. Healey, Sigrun Andradottir & Seong-Hee Kim. (2010) A minimal switching procedure for constrained ranking and selection. A minimal switching procedure for constrained ranking and selection.
Sigrún Andradóttir & Seong‐Hee Kim. (2010) Fully sequential procedures for comparing constrained systems via simulation. Naval Research Logistics (NRL) 57:5, pages 403-421.
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Lee Schruben. (2010) Simulation modeling for analysis. ACM Transactions on Modeling and Computer Simulation 20:1, pages 1-22.
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L. Jeff Hong & Barry L. Nelson. (2009) A brief introduction to optimization via simulation. A brief introduction to optimization via simulation.
Takayuki Osogami. (2009) Finding probably best systems quickly via simulations. ACM Transactions on Modeling and Computer Simulation 19:3, pages 1-19.
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Sigrún Andradóttir & Andrei A. Prudius. (2009) Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization. INFORMS Journal on Computing 21:2, pages 193-208.
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Stephen E. Chick & Noah Gans. (2009) Economic Analysis of Simulation Selection Problems. Management Science 55:3, pages 421-437.
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Lee Schruben. (2008) Analytical simulation modeling. Analytical simulation modeling.
Seong-Hee Kim & Barry L. Nelson. (2007) Recent advances in ranking and selection. Recent advances in ranking and selection.
Takayuki Osogami & Sei Kato. (2007) Optimizing system configurations quickly by guessing at the performance. ACM SIGMETRICS Performance Evaluation Review 35:1, pages 145-156.
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Takayuki Osogami. (2006) Finding probably best system configurations quickly. ACM SIGMETRICS Performance Evaluation Review 34:3, pages 39-41.
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L. Jeff Hong. (2006) Fully sequential indifference‐zone selection procedures with variance‐dependent sampling. Naval Research Logistics (NRL) 53:5, pages 464-476.
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Seong-Hee Kim & Barry L. Nelson. 2006. Simulation. Simulation 501 534 .
Seong-Hee Kim. (2005) Comparison with a standard via fully sequential procedures. ACM Transactions on Modeling and Computer Simulation 15:2, pages 155-174.
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D. Goldsman, Seong-Hee Kim & B.L. Nelson. (2005) Review of Advanced Methods for Simulation Output Analysis. Review of Advanced Methods for Simulation Output Analysis.

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