Knowledge gradient procedure to select the best system under pairwise comparisons
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Cites work
- A fully sequential procedure for indifference-zone selection in simulation
- A Knowledge-Gradient Policy for Sequential Information Collection
- A new budget allocation framework for the expected opportunity cost
- A Sequential Procedure for Selecting the Population with the Largest Mean from k Normal Populations
- A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
- Active ranking from pairwise comparisons and when parametric assumptions do not help
- Asymptotically Optimal Sampling Policy for Selecting Top-m Alternatives
- Bayesian look ahead one-stage sampling allocations for selection of the best population
- Efficient Dynamic Simulation Allocation in Ordinal Optimization
- Efficient Learning for Selecting Important Nodes in Random Network
- Indifference-Zone-Free Selection of the Best
- On the convergence rates of expected improvement methods
- Preference-based online learning with dueling bandits: a survey
- Ranking and Selection as Stochastic Control
- Ranking and selection for pairwise comparison
- Refined knowledge-gradient policy for learning probabilities
- Sequential sampling to myopically maximize the expected value of information
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Speeding Up Paulson’s Procedure for Large-Scale Problems Using Parallel Computing
- The \(K\)-armed dueling bandits problem
- The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression
- The knowledge gradient algorithm for a general class of online learning problems
- Top-\(\kappa\) selection with pairwise comparisons
- Tractable sampling strategies for ordinal optimization
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