most citedEfficient Fully Sequential Indifference-Zone Procedures Using Properties of Multidimensional Brownian Motion Exiting a Sphere

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Efficient Fully Sequential Indifference-Zone Procedures Using Properties of Multidimensional Brownian Motion Exiting a Sphere

A. B. Dieker, Seong-Hee Kim

We consider a ranking and selection (R&S) problem with the goal to select a system with the largest or smallest expected performance measure among a number of simulated systems wit…