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Complete expected improvement converges to an optimal budget allocation - MaRDI portal

Complete expected improvement converges to an optimal budget allocation (Q5203897)

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scientific article; zbMATH DE number 7141392
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Complete expected improvement converges to an optimal budget allocation
scientific article; zbMATH DE number 7141392

    Statements

    Complete expected improvement converges to an optimal budget allocation (English)
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    9 December 2019
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    optimal learning
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    ranking and selection
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    expected improvement
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    large deviations rate
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