REFERENCES
- Bechhofer , R. E. , Santner , T. J. and Goldsman , D. M. 1995 . Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons , New York , NY : Wiley .
- Boesel , J. , Nelson , B. L. and Kim , S.-H. 2003 . Using ranking and selection to ‘clean up’ after simulation optimization . Operations Research , 51 : 814 – 825 .
- Chick , S. E. and Inoue , K. 2001 . New two-stage and sequential procedures for selecting the best simulated system . Operations Research , 49 : 732 – 743 . [CROSSREF]
- Fabian , V. 1974 . Note on Anderson's sequential procedures with triangular boundary . Annals of Statistics , 2 : 170 – 176 .
- Hall , W. J. 1997 . The distribution of Brownian motion on linear stopping boundaries . Sequential Analysis , 16 : 345 – 352 .
- Hartmann , M. 1988 . An improvement on Paulson's sequential ranking procedure . Sequential Analysis , 7 : 363 – 372 .
- Hartmann , M. 1991 . An improvement on Paulson's procedure for selecting the population with the largest mean from k normal populations with a common unknown variance . Sequential Analysis , 10 : 1 – 16 .
- Hong , L. J. and Nelson , B. L. 2005 . Discrete optimization via simulation using COMPASS . Operations Research , (forthcoming)
- Jennison , C. , Johnston , I. M. and Turnbull , B. W. 1982 . “ Asymptotically optimal procedures for sequential adaptive selection of the best of several normal means ” . In Statistical Decision Theory and Related Topics III. , Edited by: Gupta , S. S. and Berger , J. pp. 55 – 86 . New York , NY : Academic Press .
- Kamien , M. I. and Schwartz , N. L. 1981 . Dynamic Optimization: The Calculus of Variations and Optimal Control in Economics and Management , New York , NY : North-Holland .
- Kim , S.-H. and Nelson , B. L. 2001 . A fully sequential procedure for indifference-zone selection in simulation . ACM Transactions on Modeling and Computer Simulation , 11 : 251 – 273 . [CROSSREF]
- Kim , S.-H. and Nelson , B. L. 2003 . On the asymptotic validity of fully sequential selection procedures for steady-state simulation , Evanston , IL : Department of Industrial Engineering and Management Sciences, Northwestern University . Working paper, 60208
- Koenig , L. W. and Law , A. M. 1985 . A procedure for selecting a subset of size m containing the l best of k independent normal populations, with applications to simulation . Communications in Statistics: Simulation and Computation , 14 : 719 – 34 .
- Nelson , B. L. , Swann , J. , Goldsman , D. and Song , W. 2001 . Simple procedures for selecting the best simulated system when the number of alternatives is large . Operations Research , 49 : 950 – 963 . [CROSSREF]
- Paulson , E. 1964 . A sequential procedure for selecting the population with the largest mean from k normal populations . Annals of Mathematical Statistics , 35 : 174 – 180 .
- Pichitlamken , J. and Nelson , B. L. 2003 . A combined procedure for optimization via simulation . ACM Transactions on Modeling and Computer Simulation , 13 : 155 – 179 . [CROSSREF]
- Pichitlamken , J. , Nelson , B. L. and Hong , L. J. 2005 . A selection-of-the-best procedure for optimization via simulation . European Journal of Operational Research , (forthcoming)[CSA]
- Rinott , Y. 1978 . On two-stage selection procedures and related probability-inequalities . Communications in Statistics , A7 : 799 – 811 .
- Tamhane , A. C. 1977 . Multiple comparisons in model I: one-way ANOVA with unequal variances . Communications in Statistics , A6 : 15 – 32 .
- Tong , Y. L. 1980 . Probability Inequalities in Multivariate Distributions , New York , NY : Academic Press .