Online Companion for: Using Ranking and Selection to ‘Clean Up’ After Simulation Optimization
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چکیده
This supplement is divided into five sections. In the first two sections we prove the validity of the Extended Screen-to-the-Best Procedure and Extended Rinott’s Procedure; in both cases the extensions are to allow unequal initial sample sizes, n0i. The third section establishes the validity of the Screen-Restart-and-Select Procedure. The fourth section shows how we select [nlow, nhigh] to start the Golden-Section search used to determine the initial sample size under restart. The fifth section proves the validity of the Sort-andIterative-Screen Procedure.
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تاریخ انتشار 2000