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
Bayesian inference (62F15) Statistical decision theory (62C99) Stochastic approximation (62L20) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Statistical ranking and selection procedures (62F07)
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