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math.OC2022★ 3 cited
A Contextual Ranking and Selection Method for Personalized Medicine
Jianzhong Du, Siyang Gao, Chun-Hung Chen
Problem definition: Personalized medicine (PM) seeks the best treatment for each patient among a set of available treatment methods. Since a specific treatment does not work well o…
math.OC2022
Contextual Ranking and Selection with Gaussian Processes
Sait Cakmak, Siyang Gao, Enlu Zhou
In many real world problems, we are faced with the problem of selecting the best among a finite number of alternatives, where the best alternative is determined based on context sp…
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…