Nested-Batch-Mode Learning and Stochastic Optimization with An Application to Sequential MultiStage Testing in Materials Science

DOI10.1137/140971117zbMath1332.62270MaRDI QIDQ5254790

Keith A. Brown, Kristofer G. Reyes, Warren B. Powell, Chad Mirkin, Yingfei Wang

Publication date: 10 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140971117

zbMATH Keywords

decision making; dynamic programming; materials science; sequential design of experiments; optimal learning; knowledge gradient

Mathematics Subject Classification ID

62F15: Bayesian inference

68T05: Learning and adaptive systems in artificial intelligence

90C39: Dynamic programming

93E35: Stochastic learning and adaptive control

90C40: Markov and semi-Markov decision processes

62L05: Sequential statistical design

62F07: Statistical ranking and selection procedures

82D80: Statistical mechanics of nanostructures and nanoparticles

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