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
decision making; dynamic programming; materials science; sequential design of experiments; optimal learning; knowledge gradient
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
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Combinatorial bandits
- The Knowledge-Gradient Policy for Correlated Normal Beliefs
- The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery
- Consistency of Sequential Bayesian Sampling Policies
- A Knowledge-Gradient Policy for Sequential Information Collection
- Multi-armed bandit problems with multiple plays and switching cost
- Algorithms for Adversarial Bandit Problems with Multiple Plays
- Regret in Online Combinatorial Optimization
- Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
- Finite-time analysis of the multiarmed bandit problem