Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
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Publication:4586173
DOI10.1137/16M1073042zbMath1400.90233arXiv1611.07161OpenAlexW2549369420MaRDI QIDQ4586173
Publication date: 12 September 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.07161
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stochastic programming (90C15) Sequential statistical design (62L05) Statistical ranking and selection procedures (62F07)
Related Items
Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces, Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs
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