Consistency of Sequential Bayesian Sampling Policies

Peter Frazier, Warren B. Powell. Consistency of Sequential Bayesian Sampling Policies. SIAM J. Control and Optimization, 49(2):712-731, 2011. [doi]

@article{FrazierP11,
  title = {Consistency of Sequential Bayesian Sampling Policies},
  author = {Peter Frazier and Warren B. Powell},
  year = {2011},
  doi = {10.1137/090775026},
  url = {http://dx.doi.org/10.1137/090775026},
  tags = {consistency},
  researchr = {https://researchr.org/publication/FrazierP11},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {49},
  number = {2},
  pages = {712-731},
}