Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Efficient Computing Budget Allocation for Simulation-based Optimization
  with Stochastic Simulation Time   The dynamics of many systems nowadays follow not only physical laws but also
man-made rules. These systems are known as discrete event dynamic systems and
their performances can be accurately evaluated only through simulations.
Existing studies on simulation-based optimization (SBO) usually assume
deterministic simulation time for each replication. However, in many
applications such as evacuation, smoke detection, and territory exploration,
the simulation time is stochastic due to the randomness in the system behavior.
We consider the computing budget allocation for SBO's with stochastic
simulation time in this paper, which has not been addressed in existing
literatures to the author's best knowledge. We make the following major
contribution. The relationship between simulation time and performance
estimation accuracy is quantified. It is shown that when the asymptotic
performance is of interest only the mean value of individual simulation time
matters. Then based on the existing optimal computing budget allocation (OCBA)
method for deterministic simulation time we develop OCBA for stochastic
simulation time (OCBAS), and show that OCBAS is asymptotically optimal.
Numerical experiments are used to discuss the impact of the variance of
simulation time, the impact of correlated simulation time and performance
estimation, and to demonstrate the performance of OCBAS on a smoke detection
problem in wireless sensor network. The numerical results also show that OCBA
for deterministic simulation time is robust even when the simulation time is
stochastic.

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The categories of this paper are: nlin
6
The categories of this paper are: astro-ph
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
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The categories of this paper are: solv-int
34
The categories of this paper are: chem-ph
21
The categories of this paper are: adap-org
22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
8
The categories of this paper are: hep-ex
18
The categories of this paper are: econ
31
The categories of this paper are: ao-sci
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The categories of this paper are: q-fin
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The categories of this paper are: hep-lat
30
The categories of this paper are: q-alg
0
The categories of this paper are: hep-ph