Input Uncertainty

Distributionally Robust Selection of the Best featured image

Distributionally Robust Selection of the Best

Specifying a proper input distribution is often a challenging task in simulation modeling. In practice, there may be multiple plausible distributions that can fit the input data …

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Weiwei Fan

Robust Selection of the Best

Classical ranking-and-selection (R&S) procedures cannot be applied directly to select the best decision in the presence of distributional ambiguity. In this paper we propose a …

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Weiwei Fan