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Bayesian Optimization Allowing for Common Random Numbers - MaRDI portal

Bayesian Optimization Allowing for Common Random Numbers (Q5060516)

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scientific article; zbMATH DE number 7640304
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Bayesian Optimization Allowing for Common Random Numbers
scientific article; zbMATH DE number 7640304

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    Bayesian Optimization Allowing for Common Random Numbers (English)
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    10 January 2023
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    kriging
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    Gaussian process regression
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    common random numbers
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    myopically optimal policies
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    Bayesian optimization
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