作者：Hsu, Wei-Kang; Xu, Jiaming; Lin, Xiaojun; Bell, Mark R.
作者单位：Purdue University System; Purdue University; Duke University
摘要：We study task assignment in online service platforms, where unlabeled clients arrive according to a stochastic process and each client brings a random number of tasks. As tasks are assigned to servers, they produce client/server-dependent random payoffs. The goal of the system operator is to maximize the expected payoff per unit time subject to the servers' capacity constraints. However, both the statistics of the dynamic client population and the client-specific payoff vectors are unknown to ...
作者：Zhang, Kun; Liu, Guangwu; Wang, Shiyu
作者单位：Renmin University of China; City University of Hong Kong
摘要：Simulation budget allocation is at the heart of a nested (also referred to as two level) simulation approach to estimating functionals of a conditional expectation. In this paper, we propose a sample-driven budget allocation rule under a unified nested simulation framework that allows for different forms of functionals. The proposed method employs bootstrap sampling to guide an effective choice of outer-and inner-level sample sizes. Furthermore, we establish a central limit theorem for nested ...
