{"id":"https://openalex.org/W4246334300","doi":"https://doi.org/10.1109/wsc.2012.6465141","title":"Closed-form sampling laws for stochastically constrained simulation optimization on large finite sets","display_name":"Closed-form sampling laws for stochastically constrained simulation optimization on large finite sets","publication_year":2012,"publication_date":"2012-12-01","ids":{"openalex":"https://openalex.org/W4246334300","doi":"https://doi.org/10.1109/wsc.2012.6465141"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2012.6465141","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2012.6465141","pdf_url":null,"source":{"id":"https://openalex.org/S4363608782","display_name":"Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://scholarbank.nus.edu.sg/handle/10635/72303","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013031003","display_name":"Nugroho A. Pujowidianto","orcid":null},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":true,"raw_author_name":"Nugroho Artadi Pujowidianto","raw_affiliation_strings":["Industrial and Systems Engineering, National University of Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Industrial and Systems Engineering, National University of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055129023","display_name":"Raghu Pasupathy","orcid":"https://orcid.org/0000-0003-3680-1478"},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Raghu Pasupathy","raw_affiliation_strings":["Operations Research and Information Engineering, Cornell University, Ithaca, NY, USA"],"affiliations":[{"raw_affiliation_string":"Operations Research and Information Engineering, Cornell University, Ithaca, NY, USA","institution_ids":["https://openalex.org/I205783295"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062066146","display_name":"Susan R. Hunter","orcid":"https://orcid.org/0000-0003-0881-0895"},"institutions":[{"id":"https://openalex.org/I859038795","display_name":"Virginia Tech","ror":"https://ror.org/02smfhw86","country_code":"US","type":"education","lineage":["https://openalex.org/I859038795"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Susan R. Hunter","raw_affiliation_strings":["Industrial and Systems Engineering, Virginia Tech, Blacksburg, VA, USA"],"affiliations":[{"raw_affiliation_string":"Industrial and Systems Engineering, Virginia Tech, Blacksburg, VA, USA","institution_ids":["https://openalex.org/I859038795"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007751109","display_name":"Loo Hay Lee","orcid":"https://orcid.org/0000-0001-9359-0027"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Loo Hay Lee","raw_affiliation_strings":["Industrial and Systems Engineering, National University of Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Industrial and Systems Engineering, National University of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017945484","display_name":"Chun\u2010Hung Chen","orcid":"https://orcid.org/0000-0001-7824-1814"},"institutions":[{"id":"https://openalex.org/I16733864","display_name":"National Taiwan University","ror":"https://ror.org/05bqach95","country_code":"TW","type":"education","lineage":["https://openalex.org/I16733864"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chun-Hung Chen","raw_affiliation_strings":["Department of Electrical Engineering, National Taiwan University, Taipei, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, National Taiwan University, Taipei, Taiwan","institution_ids":["https://openalex.org/I16733864"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5013031003"],"corresponding_institution_ids":["https://openalex.org/I165932596"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.59771574,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"10"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.982200026512146,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9789000153541565,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.7167407274246216},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6126763224601746},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.5519376397132874},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5515767931938171},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5387670993804932},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5199524164199829},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.4843098223209381},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.41576194763183594},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4093102812767029}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7167407274246216},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6126763224601746},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.5519376397132874},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5515767931938171},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5387670993804932},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5199524164199829},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.4843098223209381},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.41576194763183594},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4093102812767029},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/wsc.2012.6465141","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2012.6465141","pdf_url":null,"source":{"id":"https://openalex.org/S4363608782","display_name":"Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC)","raw_type":"proceedings-article"},{"id":"pmh:oai:scholarbank.nus.edu.sg:10635/72303","is_oa":true,"landing_page_url":"http://scholarbank.nus.edu.sg/handle/10635/72303","pdf_url":null,"source":{"id":"https://openalex.org/S176643777","display_name":"Scopus","issn_l":"0250-4162","issn":["0250-4162"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Scopus","raw_type":"Conference Paper"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.416.2712","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.2712","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.informs-sim.org/wsc12papers/includes/files/con526.pdf","raw_type":"text"}],"best_oa_location":{"id":"pmh:oai:scholarbank.nus.edu.sg:10635/72303","is_oa":true,"landing_page_url":"http://scholarbank.nus.edu.sg/handle/10635/72303","pdf_url":null,"source":{"id":"https://openalex.org/S176643777","display_name":"Scopus","issn_l":"0250-4162","issn":["0250-4162"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Scopus","raw_type":"Conference Paper"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320306084","display_name":"U.S. Department of Energy","ror":"https://ror.org/01bj3aw27"},{"id":"https://openalex.org/F4320321040","display_name":"National Science Council","ror":"https://ror.org/02kv4zf79"},{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"},{"id":"https://openalex.org/F4320337391","display_name":"Division of Civil, Mechanical and Manufacturing Innovation","ror":"https://ror.org/028yd4c30"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W2015923411","https://openalex.org/W2143242804","https://openalex.org/W2160860428","https://openalex.org/W3144544144","https://openalex.org/W3144637994","https://openalex.org/W4212920552","https://openalex.org/W4250589301","https://openalex.org/W4301258660","https://openalex.org/W6681381262"],"related_works":["https://openalex.org/W4287880334","https://openalex.org/W4366700029","https://openalex.org/W4285230481","https://openalex.org/W4385769873","https://openalex.org/W4281634296","https://openalex.org/W4319161863","https://openalex.org/W2371687270","https://openalex.org/W4311888330","https://openalex.org/W2517641583","https://openalex.org/W4221071877"],"abstract_inverted_index":{"Consider":[0],"the":[1,13,32,54,60,79,93,104],"context":[2],"of":[3,34],"constrained":[4,124],"simulation":[5,125],"optimization":[6,10,110,126],"(SO),":[7],"that":[8,37,48,58,66,91],"is,":[9,59],"problems":[11,127],"where":[12],"objective":[14],"function":[15],"and":[16,86],"constraints":[17],"are":[18],"known":[19],"through":[20],"a":[21,50,73,84,107,116],"Monte":[22],"Carlo":[23],"simulation,":[24],"with":[25],"corresponding":[26],"estimators":[27],"possibly":[28],"dependent.":[29],"We":[30,46],"identify":[31],"nature":[33],"sampling":[35,56,61,89],"plans":[36],"characterize":[38],"efficient":[39],"algorithms,":[40],"particularly":[41],"in":[42,49],"large":[43],"countable":[44],"spaces.":[45],"show":[47],"certain":[51],"asymptotic":[52],"sense,":[53],"optimal":[55,68,94],"characterization,":[57],"budget":[62],"for":[63,120],"each":[64],"system":[65],"guarantees":[67],"convergence":[69],"rates,":[70],"depends":[71],"on":[72,128],"single":[74],"easily":[75,87],"estimable":[76],"quantity":[77],"called":[78],"score.":[80],"This":[81],"result":[82],"provides":[83],"useful":[85],"implementable":[88],"allocation":[90],"approximates":[92],"allocation,":[95],"which":[96],"is":[97],"otherwise":[98],"intractable":[99],"due":[100],"to":[101,106,115],"it":[102],"being":[103],"solution":[105],"difficult":[108],"bilevel":[109],"problem.":[111],"Our":[112],"results":[113],"point":[114],"simple":[117],"sequential":[118],"algorithm":[119],"efficiently":[121],"solving":[122],"large-scale":[123],"finite":[129],"sets.":[130],"1":[131]},"counts_by_year":[{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}