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

Warren Scott, Peter Frazier, Warren B. Powell. The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression. SIAM Journal on Optimization, 21(3):996-1026, 2011. [doi]

Authors

Warren Scott

This author has not been identified. Look up 'Warren Scott' in Google

Peter Frazier

This author has not been identified. Look up 'Peter Frazier' in Google

Warren B. Powell

This author has not been identified. Look up 'Warren B. Powell' in Google