Nested-Batch-Mode Learning and Stochastic Optimization with An Application to Sequential MultiStage Testing in Materials Science

DOI10.1137/140971117zbMath1332.62270OpenAlexW230490465MaRDI QIDQ5254790

Keith A. Brown, Kristofer G. Reyes, Warren B. Powell, Chad Mirkin, Yingfei Wang

Publication date: 10 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140971117

zbMATH Keywords

decision makingdynamic programmingmaterials sciencesequential design of experimentsoptimal learningknowledge gradient

Mathematics Subject Classification ID

Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Dynamic programming (90C39) Stochastic learning and adaptive control (93E35) Markov and semi-Markov decision processes (90C40) Sequential statistical design (62L05) Statistical ranking and selection procedures (62F07) Statistical mechanics of nanostructures and nanoparticles (82D80)

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