Abstract: Statistical selection procedures are used to select the
best simulated system from a finite set of alternatives. In this paper,
we present a procedure that can be used to select the best system
when the number of alternatives is large. The proposed procedure
consists a combination between Ranking and Selection, and Ordinal
Optimization procedures. In order to improve the performance of Ordinal
Optimization, Optimal Computing Budget Allocation technique
is used to determine the best simulation lengths for all simulation
systems and to reduce the total computation time. We also argue
the effect of increment in simulation samples for the combined
procedure. The results of numerical illustration show clearly the effect
of increment in simulation samples on the proposed combination of
selection procedure.
Abstract: In this paper, we consider the effect of the initial
sample size on the performance of a sequential approach that used
in selecting a good enough simulated system, when the number
of alternatives is very large. We implement a sequential approach
on M=M=1 queuing system under some parameter settings, with a
different choice of the initial sample sizes to explore the impacts on
the performance of this approach. The results show that the choice
of the initial sample size does affect the performance of our selection
approach.