Bayesian Optimization Allowing for Common Random Numbers
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Publication:5060516
DOI10.1287/opre.2021.2208OpenAlexW4214839955MaRDI QIDQ5060516
Michael Pearce, Matthias Poloczek, Juergen Branke
Publication date: 10 January 2023
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.09259
krigingGaussian process regressioncommon random numbersBayesian optimizationmyopically optimal policies
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Cites Work
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