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Practical Simulation Budget Allocation for Ranked Subset Partitioning

Title
Practical Simulation Budget Allocation for Ranked Subset Partitioning
Authors
Seok, Moon GiChoi, Seon Han
Ewha Authors
최선한
SCOPUS Author ID
최선한scopus
Issue Date
2023
Journal Title
IEEE ACCESS
ISSN
2169-3536JCR Link
Citation
IEEE ACCESS vol. 11, pp. 104347 - 104358
Keywords
Discreteevent dynamic systemstochastic simulationranking and selectionranked subset
Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Indexed
SCIE; SCOPUS WOS
Document Type
Article
Abstract
Stochastic simulation is a powerful tool for analyzing complex discrete-event dynamic systems; however, it does not exhibit sufficient efficiency because of the requirement of numerous replicated simulations for obtaining accurate analysis results. Ranking and selection (R&S) efficiently allocates a simulation budget using ordinal optimization to correctly select alternatives of interest. Existing R&S methods focus on selecting an optimal alternative or a subset of optimal alternatives. Based on a generalization of this methodology, we propose an R&S method for partitioning k alternatives into n (2 <= n <= k) exclusive ranked subsets, which is effective for job distribution and web search applications. The proposed method evaluates if the observed simulation results for each alternative have sufficient precision to correctly distinguish between the ranked subsets. It sequentially allocates a small portion of the budget based on the evaluation results, gradually improving the precision to maximize the efficiency. The superior efficiency of the proposed method compared with that of the existing methods is demonstrated using various numerical experiments. Furthermore, a practical problem that involves relocation-zone distribution in bicycle-sharing systems demonstrates that the proposed method can be effectively applied in situations requiring high simulation efficiencies, such as digital twins in complex systems.
DOI
10.1109/ACCESS.2023.3317283
Appears in Collections:
공과대학 > 전자전기공학전공 > Journal papers
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