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dc.contributor.authorVieira, Helcio Jr.
dc.contributor.authorSanchez, Susan M.
dc.contributor.authorSanchez, Paul J.
dc.contributor.authorKienitz, Karl Heinz
dc.contributor.authorBelderrain, Mischel Carmen Neyra
dc.date.accessioned2015-04-08T00:29:05Z
dc.date.available2015-04-08T00:29:05Z
dc.date.issued2014
dc.identifier.citationH´elcio Vieira Jr., Susan M. Sanchez, Paul J. Sanchez, Karl Heinz Kienitz, and Mischel Carmen Neyra Belderrain. 2014. A restricted multinomial hybrid selection procedure. ACM Trans. Model. Comput. Simul. 24, 2, Article 10 (February 2014), 22 pages. DOI: http://dx.doi.org/10.1145/2567891en_US
dc.identifier.urihttp://hdl.handle.net/10945/44875
dc.descriptionThe article of record as published may be located at http://dx.doi.org/10.1145/2567891en_US
dc.description.abstractAnalysts using simulation models often must assess a large number of alternatives in order to determine which are most effective. If effectiveness corresponds to the likelihood of yielding the best outcome, this becomes a multinomial selection problem. Unfortunately, existing procedures were developed primarily for evaluating small sets of alternatives, so parameters required to implement themmay not be readily available or the sampling costs may be prohibitive when a large number of alternatives are present. We propose a truncated, sequential multinomial subset selection procedure that restricts the maximum subset size. Numerical comparisons show that our procedure can be much more efficient than the leading unrestricted procedure. Our procedure requires only one calculated parameter rather than four. We provide extensive tables for cases involving large numbers of alternatives.en_US
dc.description.sponsorshipThis work was supported in part by the Office of Naval Research, a grant of computer time from the DoD High Performance Computing Modernization Program at the Navy DSRC at the Stennis Space Center, and the Naval Postgraduate School’s High-Performance Computing Center.We thank Stephen Upton for helping to set up the computational experiments.en_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.titleA Restricted Multinomial Hybrid Selection Procedureen_US
dc.typeArticleen_US
dc.contributor.departmentOperations Researchen_US
dc.subject.authorSimulationen_US
dc.subject.authorAnalysisen_US
dc.subject.authorRestricted multinomial subset selectionen_US
dc.subject.authorranking and selectionen_US


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