The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression

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Publication:3105788

DOI10.1137/100801275zbMath1229.62018OpenAlexW2004808074MaRDI QIDQ3105788

Peter I. Frazier, Warren B. Powell, Warren R. Scott

Publication date: 9 January 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.228.6295




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