Adaptive optimization and D-optimum experimental design.

DOI10.1214/AOS/1015957479zbMATH Open1103.93320OpenAlexW1501252873MaRDI QIDQ1848852FDOQ1848852

Authors: Luc Pronzato 

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1015957479

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• Adaptive approximation models in optimization
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• scientific article; zbMATH DE number 3888748

zbMATH Keywords

strong consistencysequential designleast-squares estimationAdaptive control\(D\)-optimum design

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Optimal statistical designs (62K05) Sequential statistical design (62L05) Stochastic programming (90C15) Sensitivity (robustness) (93B35)

Cites Work

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• The Sequential Generation of $D$-Optimum Experimental Designs
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• Stochastic dynamic programming: Caution and probing
• A convergence theorem in the theory of D-optimum experimental designs
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• Asymptotically Efficient Self-Tuning Regulators
• Dual effect, certainty equivalence, and separation in stochastic control
• The covergence of general step-length algorithms for regular optimum design criteria
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• Self-tuning regulators : non-parametric algorithms
• A technique for dual adaptive control
• Dual control of linearly parameterised models via prediction of posterior densities

Cited In (11)

• Optimal experimental design and some related control problems
• Information in a two-stage adaptive optimal design
• Penalized optimal designs for dose-finding
• Adaptive sequential design for regression on multi-resolution bases
• Combined criteria for dose optimisation in early phase clinical trials
• System identification of complex and structured systems
• Sequential experimental design and response optimisation
• Asymptotic properties of nonlinear estimates in stochastic models with finite design space
• Deep spatial Q-learning for infectious disease control
• Multiple-objective response-adaptive repeated measurement designs for clinical trials
• One-step ahead adaptive \(D\)-optimal design on a finite design space is asymptotically optimal

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