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Adaptive Sequential Procedures for Quantile Selection with Importance Sampling
IISE Transactions ( IF 2.6 ) Pub Date : 2024-02-21 , DOI: 10.1080/24725854.2024.2320906
Shing Chih Tsai, Guangxin Jiang, Jun Luo

In this paper, we consider the problem of identifying the simulated system configuration with optimal quantile performance among a finite set of alternative systems. We first propose adaptive seque...

中文翻译:

具有重要性抽样的分位数选择的自适应序贯过程

在本文中,我们考虑在有限的一组替代系统中识别具有最佳分位数性能的模拟系统配置的问题。我们首先提出自适应序列...
更新日期:2024-02-21
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