Optimal learning for sequential sampling with non-parametric beliefs
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References listed on IDEAS
- D. Huang & T. Allen & W. Notz & N. Zeng, 2006. "Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models," Journal of Global Optimization, Springer, vol. 34(3), pages 441-466, March.
- Stephen E. Chick & Noah Gans, 2009. "Economic Analysis of Simulation Selection Problems," Management Science, INFORMS, vol. 55(3), pages 421-437, March.
- Naveed Chehrazi & Thomas A. Weber, 2010. "Monotone Approximation of Decision Problems," Operations Research, INFORMS, vol. 58(4-part-2), pages 1158-1177, August.
- HÃ¤rdle,Wolfgang, 1992. "Applied Nonparametric Regression," Cambridge Books, Cambridge University Press, number 9780521429504, March.
More about this item
KeywordsBayesian global optimization; Knowledge gradient; Non-parametric estimation;
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