Sequential sampling to myopically maximize the expected value of information
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Cited in
(37)- Dynamic sampling allocation and design selection
- Optimal learning with local nonlinear parametric models over continuous designs
- Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
- On the convergence rates of expected improvement methods
- Sequential Selection for Minimizing the Variance with Application to Crystallization Experiments
- Optimal budget allocation policy for tabu search in stochastic simulation optimization
- A budget-adaptive allocation rule for optimal computing budget allocation
- Dynamic pharmaceutical product portfolio management with flexible resource profiles
- Bi-objective ranking and selection using stochastic kriging
- Ranking and selection with two-stage decision
- An introduction to multiobjective simulation optimization
- Sequential selection with unknown correlation structures
- The local time method for targeting and selection
- Optimal learning in linear regression with combinatorial feature selection
- Top-\(\kappa\) selection with pairwise comparisons
- Some properties of batch value of information in the selection problem
- Predicting the simulation budget in ranking and selection procedures
- Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
- Strategic sample selection
- Sequential selection for accelerated life testing via approximate Bayesian inference
- Asymptotic optimality of myopic ranking and selection procedures
- Marginal improvement procedures for top-\(m\) selection
- Efficient simulation budget allocation for contextual ranking and selection with quadratic models
- Simple Bayesian algorithms for best-arm identification
- Information theory for ranking and selection
- Convergence rate analysis for optimal computing budget allocation algorithms
- Complete expected improvement converges to an optimal budget allocation
- Computational efficiency in multivariate adversarial risk analysis models
- Efficient Sampling Allocation Procedures for Optimal Quantile Selection
- Data-driven ranking and selection with simultaneous input data collection and simulation
- Knowledge gradient procedure to select the best system under pairwise comparisons
- Optimal learning for nonlinear parametric belief models over multidimensional continuous spaces
- Informational energy in the sequential design of experiments in a Bayesian context
- Solving Large-Scale Fixed-Budget Ranking and Selection Problems
- Ranking and selection for pairwise comparison
- A fully sequential elimination procedure for indifference-zone ranking and selection with tight bounds on probability of correct selection
- A unified framework for stochastic optimization
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