Performance measures for ranking and selection procedures

Performance measures for ranking and selection procedures. Waeber, R., Frazier, P. I., & Henderson, S. G. In Johansson, B., Jain, S., Hugan, J., & Yücesan, E., editors, Proceedings of the 2010 Winter Simulation Conference, pages 1235–1245, Piscataway NJ, 2010. IEEE.

Paper abstract bibtex 1 download

To efficiently compare Ranking and Selection procedures, we present a three-layer performance evaluation process. The two most popular formulations, namely the Bayes and Indifference Zone formulations, have a common representation analogous to convex risk measures used in quantitative risk management. We study decision makers' acceptance sets via an axiomatic approach and introduce a new performance measure using computational cost.

@inproceedings{waefrahen10,
	abstract = {To efficiently compare Ranking and Selection procedures, we present a three-layer performance evaluation process. The two most popular formulations, namely the Bayes and Indifference Zone formulations, have a common representation analogous to convex risk measures used in quantitative risk management. We study decision makers' acceptance sets via an axiomatic approach and introduce a new performance measure using computational cost.},
	address = {Piscataway {NJ}},
	author = {Rolf Waeber and Peter I. Frazier and Shane G. Henderson},
	booktitle = {Proceedings of the 2010 Winter Simulation Conference},
	date-added = {2016-01-10 16:07:54 +0000},
	date-modified = {2016-01-10 16:07:54 +0000},
	editor = {B. Johansson and S. Jain and J. Hugan and E. Y{\"{u}}cesan},
	pages = {1235--1245},
	publisher = {IEEE},
	title = {Performance measures for ranking and selection procedures},
	url_paper = {pubs/wsc10Waeber.pdf},
	year = {2010}}

Downloads: 1

{"_id":"FknsBf6euC5hhDfo9","bibbaseid":"waeber-frazier-henderson-performancemeasuresforrankingandselectionprocedures-2010","downloads":1,"creationDate":"2016-01-10T16:41:19.468Z","title":"Performance measures for ranking and selection procedures","author_short":["Waeber, R.","Frazier, P. I.","Henderson, S. G."],"year":2010,"bibtype":"inproceedings","biburl":"https://people.orie.cornell.edu/shane/ShanePubs.bib","bibdata":{"bibtype":"inproceedings","type":"inproceedings","abstract":"To efficiently compare Ranking and Selection procedures, we present a three-layer performance evaluation process. The two most popular formulations, namely the Bayes and Indifference Zone formulations, have a common representation analogous to convex risk measures used in quantitative risk management. We study decision makers' acceptance sets via an axiomatic approach and introduce a new performance measure using computational cost.","address":"Piscataway NJ","author":[{"firstnames":["Rolf"],"propositions":[],"lastnames":["Waeber"],"suffixes":[]},{"firstnames":["Peter","I."],"propositions":[],"lastnames":["Frazier"],"suffixes":[]},{"firstnames":["Shane","G."],"propositions":[],"lastnames":["Henderson"],"suffixes":[]}],"booktitle":"Proceedings of the 2010 Winter Simulation Conference","date-added":"2016-01-10 16:07:54 +0000","date-modified":"2016-01-10 16:07:54 +0000","editor":[{"firstnames":["B."],"propositions":[],"lastnames":["Johansson"],"suffixes":[]},{"firstnames":["S."],"propositions":[],"lastnames":["Jain"],"suffixes":[]},{"firstnames":["J."],"propositions":[],"lastnames":["Hugan"],"suffixes":[]},{"firstnames":["E."],"propositions":[],"lastnames":["Yücesan"],"suffixes":[]}],"pages":"1235–1245","publisher":"IEEE","title":"Performance measures for ranking and selection procedures","url_paper":"pubs/wsc10Waeber.pdf","year":"2010","bibtex":"@inproceedings{waefrahen10,\n\tabstract = {To efficiently compare Ranking and Selection procedures, we present a three-layer performance evaluation process. The two most popular formulations, namely the Bayes and Indifference Zone formulations, have a common representation analogous to convex risk measures used in quantitative risk management. We study decision makers' acceptance sets via an axiomatic approach and introduce a new performance measure using computational cost.},\n\taddress = {Piscataway {NJ}},\n\tauthor = {Rolf Waeber and Peter I. Frazier and Shane G. Henderson},\n\tbooktitle = {Proceedings of the 2010 Winter Simulation Conference},\n\tdate-added = {2016-01-10 16:07:54 +0000},\n\tdate-modified = {2016-01-10 16:07:54 +0000},\n\teditor = {B. Johansson and S. Jain and J. Hugan and E. Y{\\\"{u}}cesan},\n\tpages = {1235--1245},\n\tpublisher = {IEEE},\n\ttitle = {Performance measures for ranking and selection procedures},\n\turl_paper = {pubs/wsc10Waeber.pdf},\n\tyear = {2010}}\n\n","author_short":["Waeber, R.","Frazier, P. I.","Henderson, S. G."],"editor_short":["Johansson, B.","Jain, S.","Hugan, J.","Yücesan, E."],"key":"waefrahen10","id":"waefrahen10","bibbaseid":"waeber-frazier-henderson-performancemeasuresforrankingandselectionprocedures-2010","role":"author","urls":{" paper":"https://people.orie.cornell.edu/shane/pubs/wsc10Waeber.pdf"},"metadata":{"authorlinks":{"henderson, s":"https://people.orie.cornell.edu/shane/"}},"downloads":1},"search_terms":["performance","measures","ranking","selection","procedures","waeber","frazier","henderson"],"keywords":[],"authorIDs":["Rzrm76FFjE8xtscXR"],"dataSources":["ZCuKDjctePZJeeaBw","SEqonpKnx4miWre2P"]}