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SELECTING THE BEST BY COMPARING SIMULATED SYSTEMS IN A GROUP OF THREE

By S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, M. Fu, Seong-hee Kim and A. B. Dieker

Abstract

We present a new fully sequential procedure for selecting the best among a finite number of simulated systems. While many fully sequential selection procedures make a decision based on pairwise comparison, the new procedure compares systems in a group of three and uses some properties of a bivariate Brownian motion process exiting a circle or an ellipse for its derivation. 1

Year: 2014
OAI identifier: oai:CiteSeerX.psu:10.1.1.416.7113
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