The Correlated Knowledge Gradient for Simulation...

The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression

Scott, Warren, Frazier, Peter, Powell, Warren
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Volume:
21
Language:
english
Journal:
SIAM Journal on Optimization
DOI:
10.1137/100801275
Date:
July, 2011
File:
PDF, 1.09 MB
english, 2011
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