Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario

DOI10.1109/TAC.2017.2776606zbMath1426.62080OpenAlexW2770510790MaRDI QIDQ4682375

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Publication date: 18 September 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2017.2776606

Mathematics Subject Classification ID

Bayesian inference (62F15) Decision theory (91B06) Statistical ranking and selection procedures (62F07)

Related Items (5)

Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination ⋮ Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures ⋮ Information theory for ranking and selection ⋮ Algorithm for Calculating the Initial Sample Size in a Fully Sequential Ranking and Selection Procedure ⋮ Efficient Sampling Allocation Procedures for Optimal Quantile Selection

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