A Knowledge-Gradient Policy for Sequential Information Collection

Peter Frazier, Warren B. Powell, Savas Dayanik. A Knowledge-Gradient Policy for Sequential Information Collection. SIAM J. Control and Optimization, 47(5):2410-2439, 2008. [doi]

@article{FrazierPD08,
  title = {A Knowledge-Gradient Policy for Sequential Information Collection},
  author = {Peter Frazier and Warren B. Powell and Savas Dayanik},
  year = {2008},
  doi = {10.1137/070693424},
  url = {http://dx.doi.org/10.1137/070693424},
  researchr = {https://researchr.org/publication/FrazierPD08},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {47},
  number = {5},
  pages = {2410-2439},
}