Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Statistical ranking and selection procedures (62F07)

Related Items (1)

Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs

Uses Software

UOBYQA
ElemStatLearn
ORBIT

Cites Work

SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
Constrained global optimization of expensive black box functions using radial basis functions
Adaptation and tracking in system identification - a survey
Simulated annealing in the presence of noise
A survey on metaheuristics for stochastic combinatorial optimization
Stochastic approximation methods for constrained and unconstrained systems
Iterative learning control for deterministic systems
Convergence results for single-step on-policy reinforcement-learning algorithms
Simulation budget allocation for further enhancing the efficiency of ordinal optimization
UOBYQA: unconstrained optimization by quadratic approximation
A comparison of evolution strategies with other direct search methods in the presence of noise
Bayesian look ahead one-stage sampling allocations for selection of the best population
A method of trust region type for minimizing noisy functions
Geometry of interpolation sets in derivative free optimization
A Direct Search Algorithm for Optimization with Noisy Function Evaluations
On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling
The Knowledge-Gradient Policy for Correlated Normal Beliefs
Sequential Sampling to Myopically Maximize the Expected Value of Information
The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery
Why are Normal Distributions Normal?
Optimal Learning in Experimental Design Using the Knowledge Gradient Policy with Application to Characterizing Nanoemulsion Stability
Approximate Dynamic Programming
The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
Dynamic Sampling Allocation and Design Selection
A Knowledge-Gradient Policy for Sequential Information Collection
ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
Introduction to Stochastic Search and Optimization
Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
Generalized Poisson Models and their Applications in Insurance and Finance
Learning to Optimize via Posterior Sampling
Stochastic Estimation of the Maximum of a Regression Function
Finite-time analysis of the multiarmed bandit problem
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item

This page was built for publication: Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces