Optimal Information Blending with Measurements in the L2 Sphere

DOI10.1287/moor.2015.0712zbMath1329.90102OpenAlexW1833693572MaRDI QIDQ3465948

Ilya O. Ryzhov, Boris Defourny, Warren B. Powell

Publication date: 29 January 2016

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2015.0712

zbMATH Keywords

stochastic programmingsemidefinite programmingvalue of informationriskoptimal learning

Mathematics Subject Classification ID

Semidefinite programming (90C22) Markov and semi-Markov decision processes (90C40)

Related Items

Optimal Learning in Linear Regression with Combinatorial Feature Selection

Uses Software

• SDPT3
• CVX
• EGO
• BayesDA

Cites Work

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