A new myopic sequential sampling algorithm for multi-objective problems

Juergen Branke; Wen Zhang

doi:10.1109/WSC.2015.7408518

A new myopic sequential sampling algorithm for multi-objective problems

Juergen Branke
, Wen Zhang

Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)

15 Citations (Scopus)

Abstract

In this paper, we consider the problem of efficiently identifying the Pareto optimal designs out of a given set of alternatives, for the case where alternatives are evaluated on multiple stochastic criteria, and the performance of an alternative can only be estimated via sampling. We propose a simple myopic budget allocation algorithm based on the idea of small-sample procedures. Initial empirical tests show encouraging results.

Original language	English
Title of host publication	2015 Winter Simulation Conference, WSC 2015
Publisher	Institute of Electrical and Electronics Engineers (IEEE)
Pages	3589-3598
Number of pages	10
ISBN (Electronic)	9781467397438
DOIs	https://doi.org/10.1109/WSC.2015.7408518
Publication status	Published - 16 Feb 2016
Event	Winter Simulation Conference, WSC 2015 - Huntington Beach, United States Duration: 6 Dec 2015 → 9 Dec 2015

Publication series

Name	Proceedings - Winter Simulation Conference
Volume	2016-February
ISSN (Print)	0891-7736

Conference

Conference	Winter Simulation Conference, WSC 2015
Country/Territory	United States
City	Huntington Beach
Period	6/12/15 → 9/12/15

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Publisher Copyright:
© 2015 IEEE.

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10.1109/WSC.2015.7408518

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title = "A new myopic sequential sampling algorithm for multi-objective problems",

abstract = "In this paper, we consider the problem of efficiently identifying the Pareto optimal designs out of a given set of alternatives, for the case where alternatives are evaluated on multiple stochastic criteria, and the performance of an alternative can only be estimated via sampling. We propose a simple myopic budget allocation algorithm based on the idea of small-sample procedures. Initial empirical tests show encouraging results.",

author = "Juergen Branke and Wen Zhang",

note = "Publisher Copyright: {\textcopyright} 2015 IEEE.; Winter Simulation Conference, WSC 2015 ; Conference date: 06-12-2015 Through 09-12-2015",

year = "2016",

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day = "16",

doi = "10.1109/WSC.2015.7408518",

language = "English",

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Branke, J & Zhang, W 2016, A new myopic sequential sampling algorithm for multi-objective problems. in 2015 Winter Simulation Conference, WSC 2015., 7408518, Proceedings - Winter Simulation Conference, vol. 2016-February, Institute of Electrical and Electronics Engineers (IEEE), pp. 3589-3598, Winter Simulation Conference, WSC 2015, Huntington Beach, United States, 6/12/15. https://doi.org/10.1109/WSC.2015.7408518

A new myopic sequential sampling algorithm for multi-objective problems. / Branke, Juergen; Zhang, Wen.
2015 Winter Simulation Conference, WSC 2015. Institute of Electrical and Electronics Engineers (IEEE), 2016. p. 3589-3598 7408518 (Proceedings - Winter Simulation Conference; Vol. 2016-February).

Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)

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AU - Zhang, Wen

PY - 2016/2/16

Y1 - 2016/2/16

N2 - In this paper, we consider the problem of efficiently identifying the Pareto optimal designs out of a given set of alternatives, for the case where alternatives are evaluated on multiple stochastic criteria, and the performance of an alternative can only be estimated via sampling. We propose a simple myopic budget allocation algorithm based on the idea of small-sample procedures. Initial empirical tests show encouraging results.

AB - In this paper, we consider the problem of efficiently identifying the Pareto optimal designs out of a given set of alternatives, for the case where alternatives are evaluated on multiple stochastic criteria, and the performance of an alternative can only be estimated via sampling. We propose a simple myopic budget allocation algorithm based on the idea of small-sample procedures. Initial empirical tests show encouraging results.

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DO - 10.1109/WSC.2015.7408518

M3 - Conference Contribution (Conference Proceeding)

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T2 - Winter Simulation Conference, WSC 2015

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A new myopic sequential sampling algorithm for multi-objective problems

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