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http://hdl.handle.net/1942/30508
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DC Field | Value | Language |
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dc.contributor.author | Branke, Juergen | - |
dc.contributor.author | VAN NIEUWENHUYSE, Inneke | - |
dc.contributor.author | Rojas-Gonzalez, Sebastian | - |
dc.date.accessioned | 2020-02-12T15:03:26Z | - |
dc.date.available | 2020-02-12T15:03:26Z | - |
dc.date.issued | 2019 | - |
dc.date.submitted | 2020-02-05T19:37:18Z | - |
dc.identifier.citation | Mustafee, N.; Bae, K.-H.G.; Lazarova-Molnar, S.; Rabe, M.; Szabo, C.; Haas, P.; Son, Y.-J. (Ed.). Proceedings - Winter Simulation Conference,p. 3392-3403 | - |
dc.identifier.isbn | 978-1-7281-3283-9 | - |
dc.identifier.issn | 0891-7736 | - |
dc.identifier.uri | http://hdl.handle.net/1942/30508 | - |
dc.description.abstract | We consider multi-objective ranking and selection problems with heteroscedastic noise and correlation between the mean values of alternatives. From a Bayesian perspective, we propose a sequential sampling technique that uses a combination of screening, stochastic kriging metamodels, and hypervolume estimates to decide how to allocate samples. Empirical results show that the proposed method only requires a small fraction of samples compared to the standard EQUAL allocation method, with the exploitation of the correlation structure being the dominant contributor to the improvement. | - |
dc.language.iso | en | - |
dc.publisher | IEEE | - |
dc.relation.ispartofseries | Winter Simulation Conference Proceedings | - |
dc.rights | Winter Simulation Conference 2019 2020. | - |
dc.title | Multiobjective ranking and selection with correlation and heteroscedastic noise | - |
dc.type | Proceedings Paper | - |
local.bibliographicCitation.authors | Mustafee , N. | - |
local.bibliographicCitation.authors | Bae, K.-H.G. | - |
local.bibliographicCitation.authors | Lazarova-Molnar, S. | - |
local.bibliographicCitation.authors | Rabe, M. | - |
local.bibliographicCitation.authors | Szabo, C. | - |
local.bibliographicCitation.authors | Haas, P. | - |
local.bibliographicCitation.authors | Son, Y.-J. | - |
local.bibliographicCitation.conferencedate | December 8-11 | - |
local.bibliographicCitation.conferencename | Winter Simulation Conference (WSC) | - |
local.bibliographicCitation.conferenceplace | Maryland | - |
dc.identifier.epage | 3403 | - |
dc.identifier.spage | 3392 | - |
local.bibliographicCitation.jcat | C1 | - |
local.publisher.place | 345 E 47TH ST, NEW YORK, NY 10017 USA | - |
local.type.refereed | Refereed | - |
local.type.specified | Proceedings Paper | - |
dc.source.type | Meeting | - |
dc.identifier.isi | 000529791403022 | - |
dc.identifier.eissn | - | |
local.provider.type | - | |
local.bibliographicCitation.btitle | Proceedings - Winter Simulation Conference | - |
local.uhasselt.uhpub | yes | - |
local.uhasselt.international | yes | - |
item.fullcitation | Branke, Juergen; VAN NIEUWENHUYSE, Inneke & Rojas-Gonzalez, Sebastian (2019) Multiobjective ranking and selection with correlation and heteroscedastic noise. In: Mustafee, N.; Bae, K.-H.G.; Lazarova-Molnar, S.; Rabe, M.; Szabo, C.; Haas, P.; Son, Y.-J. (Ed.). Proceedings - Winter Simulation Conference,p. 3392-3403. | - |
item.fulltext | With Fulltext | - |
item.validation | ecoom 2021 | - |
item.contributor | Branke, Juergen | - |
item.contributor | VAN NIEUWENHUYSE, Inneke | - |
item.contributor | Rojas-Gonzalez, Sebastian | - |
item.accessRights | Restricted Access | - |
crisitem.journal.issn | 0891-7736 | - |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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paperSebastian_finalproceedings.pdf Restricted Access | Published version | 5.57 MB | Adobe PDF | View/Open Request a copy |
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