{"title":"基于多元布朗运动的已知和相等方差的完全顺序程序","authors":"A. Dieker, Seong-Hee Kim","doi":"10.1109/WSC.2014.7020203","DOIUrl":null,"url":null,"abstract":"We consider the problem of identifying the system with the largest expected mean among a number of simulated systems. We provide a new fully sequential procedure whose continuation region is developed based on multivariate Brownian motion when the variances of the systems are known and equal. We provide an approximation to determine the procedure parameters and we show experimental results.","PeriodicalId":446873,"journal":{"name":"Proceedings of the Winter Simulation Conference 2014","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A fully sequential procedure for known and equal variances based on multivariate Brownian motion\",\"authors\":\"A. Dieker, Seong-Hee Kim\",\"doi\":\"10.1109/WSC.2014.7020203\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider the problem of identifying the system with the largest expected mean among a number of simulated systems. We provide a new fully sequential procedure whose continuation region is developed based on multivariate Brownian motion when the variances of the systems are known and equal. We provide an approximation to determine the procedure parameters and we show experimental results.\",\"PeriodicalId\":446873,\"journal\":{\"name\":\"Proceedings of the Winter Simulation Conference 2014\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-12-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the Winter Simulation Conference 2014\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/WSC.2014.7020203\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the Winter Simulation Conference 2014","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WSC.2014.7020203","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A fully sequential procedure for known and equal variances based on multivariate Brownian motion
We consider the problem of identifying the system with the largest expected mean among a number of simulated systems. We provide a new fully sequential procedure whose continuation region is developed based on multivariate Brownian motion when the variances of the systems are known and equal. We provide an approximation to determine the procedure parameters and we show experimental results.
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