Knowledge Gradient

Knowledge Gradient

Knowledge Gradient for Selection with Covariates: Consistency and Computation

Knowledge gradient is a design principle for developing Bayesian sequential sampling policies to consider in this paper the ranking and selection problem in the presence of …

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Liang Ding
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Ranking and Selection

Sequential Sampling for Bayesian Robust Ranking and Selection

We consider a Bayesian ranking and selection problem in the presence of input distribution uncertainty. The distribution uncertainty is treated from a robust perspective. A naive …

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Xiaowei Zhang
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