Bayesian optimisation vs. input uncertainty reduction

DOI10.1145/3510380zbMath1548.90029MaRDI QIDQ6638918

Juergen Branke, Michael Pearce, Juan Ungredda

Publication date: 14 November 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

input uncertaintyBayesian optimisationsimulation optimisation

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

Cites Work

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• An Efficient Budget Allocation Approach for Quantifying the Impact of Input Uncertainty in Stochastic Simulation
• An integrated method for simultaneous calibration and parameter selection in computer models

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