Optimal Computing Budget Allocation to Select the Nondominated Systems—A Large Deviations Perspective
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DOI: 10.1109/tac.2017.2779603
Abstract: We consider the optimal computing budget allocation problem to select the nondominated systems on finite sets under a stochastic multi-objective ranking and selection setting. This problem has been addressed in the settings of correct selection… read more here.
Keywords: budget allocation; select nondominated; optimal computing; budget ... See more keywords