Top-M Factor Screening for Stochastic Simulation: Multi-Armed Bandit and Sequential Bifurcation Combined
2023 Winter Simulation Conference (WSC)（2023）
Key words
Stochastic Simulations,Multi-armed Bandit,Sequential Bifurcation,Computational Efficiency,Effect Of Group,Type I Error,Active Group,Stage 2,Screening Method,Factor Group,Random Noise,Aggregate Effect,Previous Stage,Allocation Scheme,Sequential Procedure,Error Control,Group In Phase,Budget Allocation,Arrival Rate,Simulation Error,Iterative Phase,Bandit Problem,Iterative Stages,Replicate Simulations,Statistical Validation,Service Rate,Test Sequences,Group Setting
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