Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets
Consider the context of selecting an optimal system from among a finite set of competing systems, based on a â stochasticâ objective function and subject to multiple â stochasticâ constraints. In this context, we characterize the asymptotically optimal sample allocation that maximizes the rate...
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/39742 http://scholar.lib.vt.edu/theses/available/etd-10102011-151217/ |