Peter Frazier, Warren B. Powell, Savas Dayanik. The Knowledge-Gradient Policy for Correlated Normal Beliefs. INFORMS Journal on Computing, 21(4):599-613, 2009. [doi]
@article{FrazierPD09,
title = {The Knowledge-Gradient Policy for Correlated Normal Beliefs},
author = {Peter Frazier and Warren B. Powell and Savas Dayanik},
year = {2009},
doi = {10.1287/ijoc.1080.0314},
url = {http://dx.doi.org/10.1287/ijoc.1080.0314},
researchr = {https://researchr.org/publication/FrazierPD09},
cites = {0},
citedby = {0},
journal = {INFORMS Journal on Computing},
volume = {21},
number = {4},
pages = {599-613},
}