"The Correlated Knowledge Gradient for Simulation Optimization of ..."

Warren R. Scott, Peter I. Frazier, Warren B. Powell (2011)

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DOI: 10.1137/100801275

access: closed

type: Journal Article

metadata version: 2021-09-23

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Warren R. Scott, Peter I. Frazier, Warren B. Powell:
The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression. SIAM J. Optim. 21(3): 996-1026 (2011)

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