The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
Scott, Warren, Frazier, Peter, Powell, WarrenVolume:
21
Language:
english
Journal:
SIAM Journal on Optimization
DOI:
10.1137/100801275
Date:
July, 2011
File:
PDF, 1.09 MB
english, 2011