Optimal learning for sequential sampling with non-parametric beliefs

DOI10.1007/s10898-013-0050-5zbMath1331.90042OpenAlexW2063791629MaRDI QIDQ742143

Emre Barut, Warren B. Powell

Publication date: 18 September 2014

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-013-0050-5

zbMATH Keywords

non-parametric estimationBayesian global optimizationknowledge gradient

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (5)

Finite-Time Analysis for the Knowledge-Gradient Policy ⋮ A unified framework for stochastic optimization ⋮ Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs ⋮ Optimal learning with non-Gaussian rewards ⋮ Optimal learning with a local parametric belief model

Uses Software

• AdaBoost.MH
• BayesDA

Cites Work

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