Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields
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Cites work
- A procedure for selecting a subset of size m containing the l best of k independent normal populations, with applications to simulation
- Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search
- Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
- Complete expected improvement converges to an optimal budget allocation
- Efficient global optimization of expensive black-box functions
- Gaussian Markov Random Fields
- Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms
- Inverse M-matrices
- The design and analysis of computer experiments.
- The knowledge-gradient policy for correlated normal beliefs
Cited in
(6)- Global optimization for first order Markov random fields with submodular priors
- Fifty years of stochastic simulation: where we are and where we need to go
- Dice and slice simulation optimization for high-dimensional discrete problems
- Projected Gaussian Markov improvement algorithm for high-dimensional discrete optimization via simulation
- A unified robust optimization approach for problems with costly simulation-based objectives and constraints
- Review of large-scale simulation optimization
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