Bayesian Optimization Allowing for Common Random Numbers

DOI10.1287/opre.2021.2208OpenAlexW4214839955MaRDI QIDQ5060516

Michael Pearce, Matthias Poloczek, Juergen Branke

Publication date: 10 January 2023

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

Full work available at URL: https://arxiv.org/abs/1910.09259

zbMATH Keywords

krigingGaussian process regressioncommon random numbersBayesian optimizationmyopically optimal policies

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Unnamed Item

Uses Software

• EGO

Cites Work

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