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

Title
The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
Authors
Keywords
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Journal
SIAM JOURNAL ON OPTIMIZATION
Volume 21, Issue 3, Pages 996-1026
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2011-09-23
DOI
10.1137/100801275

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