Selection of the most probable best
Taeho Kim, Kyoung-Kuk Kim, Eunhye Song
| Year of publication: |
2025
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|---|---|
| Authors: | Kim, Taeho ; Kim, Kyoung-Kuk ; Song, Eunhye |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 6, p. 3199-3218
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| Subject: | ranking and selection | Simulation | input uncertainty | large deviations theory | optimal computing budget allocation | sequential sampling algorithm | Theorie | Theory | Stichprobenerhebung | Sampling | Ranking-Verfahren | Ranking method | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.0343 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015551491