Optimal computing budget allocation for ranking the top designs with stochastic constraints.
Hui XiaoHu ChenLoo Hay LeePublished in: WSC (2017)
Keyphrases
- stochastic dynamic programming
- optimality criteria
- constraint satisfaction
- ranking functions
- constrained optimization
- optimal solution
- web search
- learning to rank
- worst case
- ranking algorithm
- reducing the search space
- link analysis
- control policies
- stochastic programming problems
- web pages
- jump diffusion process
- rank order
- lagrange multipliers
- constraint programming
- linear program
- multistage
- dynamic programming
- objective function