Sequential Bayes-optimal policies for multiple comparisons with a known standard
DOI10.1287/OPRE.2013.1207zbMATH Open1291.90155OpenAlexW2124550001MaRDI QIDQ5166273FDOQ5166273
Authors: Peter I. Frazier, Jing Xie 
Publication date: 26 June 2014
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/09e6a9111092c29561056cf9818607ad5f74188b
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Bayesian statisticsdynamic programmingvalue of informationsequential experimental designmultiple comparisons with a standard
Applications of mathematical programming (90C90) Dynamic programming (90C39) Stochastic programming (90C15)
Cited In (8)
- Selection of the best in the presence of subjective stochastic constraints
- Simulation optimization: a review of algorithms and applications
- Simulation-based sequential Bayesian design
- Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
- Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
- Nonstationary Bandits with Habituation and Recovery Dynamics
- The Local Time Method for Targeting and Selection
- Finding Feasible Systems for Subjective Constraints Using Recycled Observations
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