3 papers
stat.ML2022
Asymptotic Optimality of Myopic Ranking and Selection Procedures
Yanwen Li, Siyang Gao, Zhongshun Shi
Ranking and selection (R&S) is a popular model for studying discrete-event dynamic systems. It aims to select the best design (the design with the largest mean performance) from a…
math.OC2022
Compressive-sensing-assisted mixed integer optimization for dynamical system discovery with highly noisy data
Zhongshun Shi, Hang Ma, Hoang Tran +1
The identification of governing equations for dynamical systems is everlasting challenges for the fundamental research in science and engineering. Machine learning has exhibited gr…
math.OC2019
Efficient Simulation Budget Allocation for Subset Selection Using Regression Metamodels
Fei Gao, Zhongshun Shi, Siyang Gao +1
This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constrai…