Refined knowledge-gradient policy for learning probabilities

DOI10.1016/j.orl.2015.01.001zbMath1408.62031OpenAlexW2072028612MaRDI QIDQ1785627

Bogumił Kamiński

Publication date: 1 October 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.01.001

zbMATH Keywords

Bayesian inferenceranking and selectionknowledge gradientlearning probabilities

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

Related Items (2)

Top-\(\kappa\) selection with pairwise comparisons ⋮ Learning to Optimize via Information-Directed Sampling

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• Bayesian look ahead one-stage sampling allocations for selection of the best population
• The Knowledge-Gradient Policy for Correlated Normal Beliefs
• Consistency of Sequential Bayesian Sampling Policies
• A Knowledge-Gradient Policy for Sequential Information Collection

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